VTI vs. VEU
Compare and contrast key facts about Vanguard Total Stock Market ETF (VTI) and Vanguard FTSE All-World ex-US ETF (VEU).
VTI and VEU are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. VEU is a passively managed fund by Vanguard that tracks the performance of the FTSE All-World ex US Index. It was launched on Mar 2, 2007. Both VTI and VEU are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTI or VEU.
Key characteristics
| VTI | VEU | |
|---|---|---|
| YTD Return | 13.27% | 6.60% |
| 1Y Return | 14.76% | 15.72% |
| 5Y Return (Ann) | 9.14% | 2.96% |
| 10Y Return (Ann) | 11.23% | 3.67% |
| Sharpe Ratio | 0.72 | 0.85 |
| Daily Std Dev | 17.80% | 16.66% |
| Max Drawdown | -55.45% | -61.52% |
Correlation
The correlation between VTI and VEU is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
VTI vs. VEU - Performance Comparison
In the year-to-date period, VTI achieves a 13.27% return, which is significantly higher than VEU's 6.60% return. Over the past 10 years, VTI has outperformed VEU with an annualized return of 11.23%, while VEU has yielded a comparatively lower 3.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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VTI vs. VEU - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.93%, less than VEU's 3.13% yield.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.93% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
VEU Vanguard FTSE All-World ex-US ETF | 3.13% | 3.18% | 3.23% | 2.16% | 3.44% | 3.74% | 3.14% | 3.60% | 3.70% | 4.53% | 3.54% | 4.02% |
VTI vs. VEU - Expense Ratio Comparison
VTI vs. VEU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and Vanguard FTSE All-World ex-US ETF (VEU). 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.72 | ||||
VEU Vanguard FTSE All-World ex-US ETF | 0.85 |
VTI vs. VEU - Drawdown Comparison
The maximum VTI drawdown for the period was -17.96%, roughly equal to the maximum VEU drawdown of -15.78%. The drawdown chart below compares losses from any high point along the way for VTI and VEU
VTI vs. VEU - Volatility Comparison
Vanguard Total Stock Market ETF (VTI) and Vanguard FTSE All-World ex-US ETF (VEU) have volatilities of 3.67% and 3.54%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.