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VTI vs. VEE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VTI vs. VEE.TO

Last updated Jun 13, 2026

VTI (Vanguard Total Stock Market ETF) and VEE.TO (Vanguard FTSE Emerging Markets All Cap Index ETF) are both exchange-traded funds - VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while VEE.TO is a Emerging Markets Equities fund tracking the FTSE Emerging Markets All Cap China A Inclusion Index. Both are passively managed. Over the past 10 years, VTI returned 15.02%/yr vs 8.41%/yr for VEE.TO. A 0.55 correlation means they provide meaningful diversification when combined. VTI charges 0.03%/yr vs 0.25%/yr for VEE.TO.

Performance

VTI vs. VEE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total Stock Market ETF (VTI) and Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VTI is traded in USD, while VEE.TO is traded in CAD. To make them comparable, the VEE.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VTI achieves a 9.62% return, which is significantly lower than VEE.TO's 10.42% return. Over the past 10 years, VTI has outperformed VEE.TO with an annualized return of 15.02%, while VEE.TO has yielded a comparatively lower 8.41% annualized return.

VTI

1D
0.57%
1M
-0.28%
YTD
9.62%
6M
9.69%
1Y
26.27%
3Y*
20.60%
5Y*
12.20%
10Y*
15.02%

VEE.TO

1D
0.78%
1M
-0.81%
YTD
10.42%
6M
12.32%
1Y
26.08%
3Y*
16.02%
5Y*
4.26%
10Y*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTI vs. VEE.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VTI
Vanguard Total Stock Market ETF		9.62%17.10%23.81%26.05%-19.52%25.68%21.08%30.67%-5.23%21.21%
VEE.TO
Vanguard FTSE Emerging Markets All Cap Index ETF		10.42%25.02%9.77%8.83%-17.98%0.10%15.05%19.24%-15.07%31.50%

Correlation

The correlation between VTI and VEE.TO is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.54

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.53

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2011

0.55

The correlation between VTI and VEE.TO shifts across timeframes, from 0.50 (5 years) to 0.61 (1 year), reflecting how their relationship changes across market environments.

VTI vs. VEE.TO - Sectors Allocation Comparison

Sectors
VTI
VEE.TO

Technology

33.5%
26.3%

Financial Services

12.0%
20.5%

Communication Services

10.3%
7.8%

Consumer Cyclical

10.0%
11.2%

Industrials

9.8%
7.9%

Healthcare

9.2%
4.1%

Consumer Defensive

4.7%
3.9%

Energy

3.7%
4.7%

Real Estate

2.4%
2.3%

Utilities

2.3%
3.0%

Basic Materials

2.0%
8.4%

Technology

VTI
33.5%
VEE.TO
26.3%

Financial Services

VTI
12.0%
VEE.TO
20.5%

Communication Services

VTI
10.3%
VEE.TO
7.8%

Consumer Cyclical

VTI
10.0%
VEE.TO
11.2%

Industrials

VTI
9.8%
VEE.TO
7.9%

Healthcare

VTI
9.2%
VEE.TO
4.1%

Consumer Defensive

VTI
4.7%
VEE.TO
3.9%

Energy

VTI
3.7%
VEE.TO
4.7%

Real Estate

VTI
2.4%
VEE.TO
2.3%

Utilities

VTI
2.3%
VEE.TO
3.0%

Basic Materials

VTI
2.0%
VEE.TO
8.4%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard Total Stock Market ETF

Vanguard FTSE Emerging Markets All Cap Index ETF

Often compared with VTI:
VTI vs. VOOVTI vs. VXUSVTI vs. SPYVTI vs. VTVTI vs. SCHDVTI vs. FZROXVTI vs. QQQ
Often compared with VEE.TO:
VEE.TO vs. XEC.TOVEE.TO vs. ZEM.TOVEE.TO vs. VFV.TOVEE.TO vs. XEQT.TOVEE.TO vs. VIDY.TOVEE.TO vs. VOOVEE.TO vs. VXUS

Return for Risk

VTI vs. VEE.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VTI
VTI Risk / Return Rank: 7070
Overall Rank
VTI Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
VTI Sortino Ratio Rank: 6868
Sortino Ratio Rank
VTI Omega Ratio Rank: 6969
Omega Ratio Rank
VTI Calmar Ratio Rank: 6464
Calmar Ratio Rank
VTI Martin Ratio Rank: 7676
Martin Ratio Rank
VEE.TO
VEE.TO Risk / Return Rank: 5959
Overall Rank
VEE.TO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VEE.TO Sortino Ratio Rank: 5959
Sortino Ratio Rank
VEE.TO Omega Ratio Rank: 6262
Omega Ratio Rank
VEE.TO Calmar Ratio Rank: 5858
Calmar Ratio Rank
VEE.TO Martin Ratio Rank: 5959
Martin Ratio Rank
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. VEE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.TO). 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.

VTIVEE.TODifference
Sharpe ratioReturn per unit of total volatility
1.97
1.47

+0.50

Sortino ratioReturn per unit of downside risk
2.67
2.09

+0.58

Omega ratioGain probability vs. loss probability

1.35

1.27

+0.08

Calmar ratioReturn relative to maximum drawdown

2.79

2.25

+0.54

Martin ratioReturn relative to average drawdown

12.52

7.89

+4.63

VTI vs. VEE.TO - Sharpe Ratio Comparison

The current VTI Sharpe Ratio is 1.97, which is higher than the VEE.TO Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of VTI and VEE.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

VTI vs. VEE.TO - Drawdown Comparison

The maximum VTI drawdown since its inception was -55.45%, which is greater than VEE.TO's maximum drawdown of -36.79%. Use the drawdown chart below to compare losses from any high point for VTI and VEE.TO.

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Drawdown Indicators

VTIVEE.TODifference

Max Drawdown

Largest peak-to-trough decline

-55.45%

-36.79%

-18.66%

Max Drawdown (1Y)

Largest decline over 1 year

-8.92%

-10.97%

+2.05%

Max Drawdown (3Y)

Largest decline over 3 years

-19.30%

-17.99%

-1.31%

Max Drawdown (5Y)

Largest decline over 5 years

-25.36%

-33.33%

+7.97%

Max Drawdown (10Y)

Largest decline over 10 years

-35.00%

-36.50%

+1.50%

Current Drawdown

Current decline from peak

-2.14%

-2.61%

+0.47%

Average Drawdown

Average peak-to-trough decline

-8.02%

-12.69%

+4.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

3.12%

-1.13%

Volatility

VTI vs. VEE.TO - Volatility Comparison

The current volatility for Vanguard Total Stock Market ETF (VTI) is 4.50%, while Vanguard FTSE Emerging Markets All Cap Index ETF (VEE.TO) has a volatility of 6.95%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than VEE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VTIVEE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.50%

6.95%

-2.45%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

13.97%

-4.15%

Volatility (1Y)

Calculated over the trailing 1-year period

12.64%

16.75%

-4.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.47%

16.54%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.33%

18.07%

+0.26%

VTI vs. VEE.TO - Expense Ratio Comparison

VTI has a 0.03% expense ratio, which is lower than VEE.TO's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VTI vs. VEE.TO - Dividend Comparison

VTI's dividend yield for the trailing twelve months is around 1.03%, less than VEE.TO's 1.93% yield.

PositionTTM20252024202320222021202020192018201720162015
VEE.TO
Vanguard FTSE Emerging Markets All Cap Index ETF		1.93%2.26%2.45%2.83%3.35%2.18%1.62%2.71%2.24%1.93%2.01%2.53%
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

VTI and VEE.TO have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VTI is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VTI is cheaper with a 0.03% expense ratio, compared with 0.25% for VEE.TO.

VTI is categorized as Large Cap Blend Equities, while VEE.TO is Emerging Markets Equities. VTI tracks CRSP US Total Market Index, while VEE.TO tracks FTSE Emerging Markets All Cap China A Inclusion Index. Their fees differ too: 0.03% for VTI and 0.25% for VEE.TO.

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