VUN.TO vs. ESGV

Last updated Jun 4, 2026

VUN.TO (Vanguard U.S. Total Market Index ETF) and ESGV (Vanguard ESG U.S. Stock ETF) are both Large Cap Blend Equities funds from Vanguard - VUN.TO tracks the CRSP US Total Market Index CAD while ESGV tracks the FTSE US All Cap Choice Index. Both are passively managed. Over the past 5 years, VUN.TO returned 15.50%/yr vs 15.86%/yr for ESGV. Their correlation of 0.93 suggests significant overlap in exposure. VUN.TO charges 0.17%/yr vs 0.09%/yr for ESGV.

Performance

VUN.TO vs. ESGV - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard U.S. Total Market Index ETF (VUN.TO) and Vanguard ESG U.S. Stock ETF (ESGV). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with VUN.TO having a 12.43% return and ESGV slightly lower at 12.15%.

VUN.TO

• 1D: -0.39%
• 1M: 7.17%
• YTD: 12.43%
• 6M: 10.44%
• 1Y: 29.34%
• 3Y*: 23.05%
• 5Y*: 15.50%
• 10Y*: 15.43%

ESGV

• 1D: -0.48%
• 1M: 8.20%
• YTD: 12.15%
• 6M: 10.30%
• 1Y: 29.69%
• 3Y*: 23.69%
• 5Y*: 15.86%
• 10Y*: —

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

VUN.TO vs. ESGV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
VUN.TO Vanguard U.S. Total Market Index ETF	12.43%	11.43%	33.76%	23.00%	-14.20%	24.54%	18.22%	23.99%	-10.16%
ESGV Vanguard ESG U.S. Stock ETF	12.15%	11.14%	35.40%	27.91%	-18.63%	25.41%	23.56%	26.81%	-9.67%

Correlation

The correlation between VUN.TO and ESGV is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (All Time) Calculated using the full available price history since Sep 21, 2018	0.93

The correlation between VUN.TO and ESGV has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

VUN.TO vs. ESGV - Sectors Allocation Comparison

Sectors	VUN.TO	ESGV
Technology	31.5%	39.5%
Financial Services	12.5%	12.3%
Healthcare	10.2%	9.8%
Consumer Cyclical	10.0%	12.2%
Industrials	9.9%	4.5%
Communication Services	9.7%	13.0%
Consumer Defensive	5.0%	3.9%
Energy	4.2%	0.1%
Utilities	2.5%	0.2%
Real Estate	2.5%	2.8%
Basic Materials	2.2%	1.9%

Return for Risk

VUN.TO vs. ESGV — Risk / Return Rank

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

VUN.TO

VUN.TO Risk / Return Rank: 72
VUN.TO Sharpe Ratio Rank: 74
VUN.TO Sortino Ratio Rank: 73
VUN.TO Omega Ratio Rank: 74
VUN.TO Calmar Ratio Rank: 68
VUN.TO Martin Ratio Rank: 69

ESGV

ESGV Risk / Return Rank: 58
ESGV Sharpe Ratio Rank: 61
ESGV Sortino Ratio Rank: 60
ESGV Omega Ratio Rank: 61
ESGV Calmar Ratio Rank: 48
ESGV Martin Ratio Rank: 58

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.

VUN.TO vs. ESGV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard U.S. Total Market Index ETF (VUN.TO) and Vanguard ESG U.S. Stock ETF (ESGV). 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.

	VUN.TO	ESGV	Difference
Sharpe ratio: Return per unit of total volatility	2.47	2.28	+0.19
Sortino ratio: Return per unit of downside risk	3.39	3.09	+0.31
Omega ratio: Gain probability vs. loss probability	1.45	1.43	+0.02
Calmar ratio: Return relative to maximum drawdown	3.46	2.59	+0.87
Martin ratio: Return relative to average drawdown	12.96	9.37	+3.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VUN.TO vs. ESGV - Sharpe Ratio Comparison

The current VUN.TO Sharpe Ratio is 2.47, which is comparable to the ESGV Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of VUN.TO and ESGV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VUN.TO	ESGV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.47	2.28	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.01	0.97	+0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.93	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.01	0.86	+0.15

Drawdowns

VUN.TO vs. ESGV - Drawdown Comparison

The maximum VUN.TO drawdown since its inception was -28.19%, roughly equal to the maximum ESGV drawdown of -27.27%. Use the drawdown chart below to compare losses from any high point for VUN.TO and ESGV.

Drawdown Indicators

	VUN.TO	ESGV	Difference
Max Drawdown Largest peak-to-trough decline	-28.19%	-27.27%	-0.92%
Max Drawdown (1Y) Largest decline over 1 year	-8.51%	-11.50%	+2.99%
Max Drawdown (3Y) Largest decline over 3 years	-19.88%	-20.76%	+0.88%
Max Drawdown (5Y) Largest decline over 5 years	-23.67%	-26.61%	+2.94%
Max Drawdown (10Y) Largest decline over 10 years	-28.19%	—	—
Current Drawdown Current decline from peak	-0.39%	-0.48%	+0.09%
Average Drawdown Average peak-to-trough decline	-3.80%	-5.51%	+1.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.27%	3.18%	-0.91%

Volatility

VUN.TO vs. ESGV - Volatility Comparison

The current volatility for Vanguard U.S. Total Market Index ETF (VUN.TO) is 3.04%, while Vanguard ESG U.S. Stock ETF (ESGV) has a volatility of 3.25%. This indicates that VUN.TO experiences smaller price fluctuations and is considered to be less risky than ESGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VUN.TO	ESGV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.04%	3.25%	-0.21%
Volatility (6M) Calculated over the trailing 6-month period	8.81%	10.02%	-1.21%
Volatility (1Y) Calculated over the trailing 1-year period	11.97%	13.09%	-1.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.43%	16.48%	-1.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.70%	18.53%	-1.83%

VUN.TO vs. ESGV - Expense Ratio Comparison

VUN.TO has a 0.17% expense ratio, which is higher than ESGV's 0.09% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VUN.TO vs. ESGV - Dividend Comparison

VUN.TO's dividend yield for the trailing twelve months is around 0.74%, less than ESGV's 0.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ESGV Vanguard ESG U.S. Stock ETF	0.85%	0.91%	1.04%	1.16%	1.42%	0.95%	1.11%	1.27%	0.28%	0.00%	0.00%	0.00%
VUN.TO Vanguard U.S. Total Market Index ETF	0.74%	0.84%	0.93%	1.10%	1.21%	0.97%	1.15%	1.45%	1.52%	1.39%	1.49%	1.49%

Frequently Asked Questions

Can I hold both VUN.TO and ESGV in my portfolio?

VUN.TO and ESGV have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, VUN.TO or ESGV?

On fees, ESGV is cheaper at 0.09% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, VUN.TO or ESGV?

ESGV is cheaper with a 0.09% expense ratio, compared with 0.17% for VUN.TO.

What is the main difference between VUN.TO and ESGV?

VUN.TO tracks CRSP US Total Market Index CAD, while ESGV tracks FTSE US All Cap Choice Index. Their fees differ too: 0.17% for VUN.TO and 0.09% for ESGV.