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 | 22.25% | 10.21% |
| 1Y Return | 41.75% | 25.22% |
| 3Y Return (Ann) | 8.28% | 2.28% |
| 5Y Return (Ann) | 15.07% | 6.44% |
| 10Y Return (Ann) | 12.66% | 5.16% |
| Sharpe Ratio | 3.50 | 2.10 |
| Sortino Ratio | 4.60 | 2.95 |
| Omega Ratio | 1.65 | 1.37 |
| Calmar Ratio | 3.32 | 1.58 |
| Martin Ratio | 22.61 | 13.39 |
| Ulcer Index | 1.92% | 2.00% |
| Daily Std Dev | 12.41% | 12.71% |
| Max Drawdown | -55.45% | -61.52% |
| Current Drawdown | -0.63% | -4.35% |
Correlation
The correlation between VTI and VEU is 0.84, 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.
Performance
VTI vs. VEU - Performance Comparison
In the year-to-date period, VTI achieves a 22.25% return, which is significantly higher than VEU's 10.21% return. Over the past 10 years, VTI has outperformed VEU with an annualized return of 12.66%, while VEU has yielded a comparatively lower 5.16% 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 - Expense Ratio Comparison
VTI has a 0.03% expense ratio, which is lower than VEU's 0.07% 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%.
Risk-Adjusted Performance
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.
Dividends
VTI vs. VEU - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.30%, less than VEU's 2.90% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.30% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VEU Vanguard FTSE All-World ex-US ETF | 2.90% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
Drawdowns
VTI vs. VEU - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, smaller than the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for VTI and VEU. For additional features, visit the drawdowns tool.
Volatility
VTI vs. VEU - Volatility Comparison
The current volatility for Vanguard Total Stock Market ETF (VTI) is 2.73%, while Vanguard FTSE All-World ex-US ETF (VEU) has a volatility of 2.99%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than VEU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.