VTI vs. SHLD

Last updated Jun 13, 2026

VTI (Vanguard Total Stock Market ETF) and SHLD (Global X Defense Tech ETF) are both exchange-traded funds - VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while SHLD is a Aerospace & Defense fund tracking the Global X Defense Tech Index. Both are passively managed. Over the past year, VTI returned 24.78% vs 10.40% for SHLD. At a 0.48 correlation, their price movements are largely independent. VTI charges 0.03%/yr vs 0.50%/yr for SHLD.

Performance

VTI vs. SHLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) and Global X Defense Tech ETF (SHLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VTI achieves a 9.62% return, which is significantly higher than SHLD's -1.50% return.

VTI

• 1D: 0.57%
• 1M: 0.45%
• YTD: 9.62%
• 6M: 9.69%
• 1Y: 24.78%
• 3Y*: 20.60%
• 5Y*: 12.20%
• 10Y*: 15.02%

SHLD

• 1D: -2.04%
• 1M: 0.05%
• YTD: -1.50%
• 6M: -1.03%
• 1Y: 10.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VTI vs. SHLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
VTI Vanguard Total Stock Market ETF	9.62%	17.10%	23.81%	7.84%
SHLD Global X Defense Tech ETF	-1.50%	74.16%	35.03%	12.89%

Correlation

The correlation between VTI and SHLD is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023	0.48

VTI vs. SHLD - Sectors Allocation Comparison

Sectors	VTI	SHLD
Technology	33.5%	11.8%
Financial Services	12.0%	-
Communication Services	10.3%	-
Consumer Cyclical	10.0%	-
Industrials	9.8%	88.2%
Healthcare	9.2%	-
Consumer Defensive	4.7%	-
Energy	3.7%	-
Real Estate	2.4%	-
Utilities	2.3%	-
Basic Materials	2.0%	-

Return for Risk

VTI vs. SHLD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTI

VTI Risk / Return Rank: 70
VTI Sharpe Ratio Rank: 70
VTI Sortino Ratio Rank: 68
VTI Omega Ratio Rank: 69
VTI Calmar Ratio Rank: 64
VTI Martin Ratio Rank: 76

SHLD

SHLD Risk / Return Rank: 16
SHLD Sharpe Ratio Rank: 17
SHLD Sortino Ratio Rank: 17
SHLD Omega Ratio Rank: 16
SHLD Calmar Ratio Rank: 16
SHLD Martin Ratio Rank: 16

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTI vs. SHLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Global X Defense Tech ETF (SHLD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VTI	SHLD	Difference
Sharpe ratio: Return per unit of total volatility	1.97	0.43	+1.54
Sortino ratio: Return per unit of downside risk	2.67	0.78	+1.89
Omega ratio: Gain probability vs. loss probability	1.35	1.09	+0.26
Calmar ratio: Return relative to maximum drawdown	2.79	0.52	+2.27
Martin ratio: Return relative to average drawdown	12.52	1.28	+11.24

VTI vs. SHLD - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 1.97, which is higher than the SHLD Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of VTI and SHLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VTI vs. SHLD - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, which is greater than SHLD's maximum drawdown of -20.10%. Use the drawdown chart below to compare losses from any high point for VTI and SHLD.

Drawdown Indicators

	VTI	SHLD	Difference
Max Drawdown Largest peak-to-trough decline	-55.45%	-20.10%	-35.35%
Max Drawdown (1Y) Largest decline over 1 year	-8.92%	-20.10%	+11.18%
Max Drawdown (3Y) Largest decline over 3 years	-19.30%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-25.36%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.00%	—	—
Current Drawdown Current decline from peak	-2.14%	-18.20%	+16.06%
Average Drawdown Average peak-to-trough decline	-8.02%	-3.34%	-4.68%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	8.12%	-6.13%

Volatility

VTI vs. SHLD - Volatility Comparison

The current volatility for Vanguard Total Stock Market ETF (VTI) is 4.50%, while Global X Defense Tech ETF (SHLD) has a volatility of 9.05%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than SHLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTI	SHLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.50%	9.05%	-4.55%
Volatility (6M) Calculated over the trailing 6-month period	9.82%	19.94%	-10.12%
Volatility (1Y) Calculated over the trailing 1-year period	12.64%	24.55%	-11.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.47%	21.29%	-3.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.33%	21.29%	-2.96%

VTI vs. SHLD - Expense Ratio Comparison

VTI has a 0.03% expense ratio, which is lower than SHLD's 0.50% expense ratio.

Dividends

VTI vs. SHLD - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.03%, more than SHLD's 0.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SHLD Global X Defense Tech ETF	0.56%	0.55%	0.53%	0.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VTI Vanguard Total Stock Market ETF	1.03%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

Frequently Asked Questions

Can I hold both VTI and SHLD in my portfolio?

VTI and SHLD have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VTI or SHLD?

SHLD has higher volatility (9.05%) compared to VTI (4.50%). In terms of maximum drawdown, VTI dropped -55.45% vs SHLD's -20.10%.

Which ETF is better, VTI or SHLD?

On 1-year performance, VTI leads with 24.78% vs 10.40% for SHLD. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VTI or SHLD?

Over the 1-year period, VTI has performed better with a 24.78% return vs 10.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VTI or SHLD?

VTI is cheaper with a 0.03% expense ratio, compared with 0.50% for SHLD.

Which ETF pays a higher dividend yield, VTI or SHLD?

VTI has the higher dividend yield at 1.03%, compared with 0.56% for SHLD.

What is the main difference between VTI and SHLD?

VTI is categorized as Large Cap Blend Equities, while SHLD is Aerospace & Defense. VTI tracks CRSP US Total Market Index, while SHLD tracks Global X Defense Tech Index. They also come from different issuers: Vanguard and Global X. Their fees differ too: 0.03% for VTI and 0.50% for SHLD.

Which has better risk-adjusted returns?

VTI currently has the higher Sharpe Ratio (1.97 vs 0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.