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VUN.TO vs. QUU.TO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

VUN.TO vs. QUU.TO

Last updated Apr 2, 2026

Compare and contrast key facts about Vanguard US Total Market Index ETF (VUN.TO) and Mackenzie US Large Cap Equity Index ETF (QUU.TO).

VUN.TO and QUU.TO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VUN.TO is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on Aug 2, 2013. QUU.TO is a passively managed fund by Mackenzie that tracks the performance of the Solactive US Large Cap CAD Index. It was launched on Jan 24, 2018. Both VUN.TO and QUU.TO are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

VUN.TO vs. QUU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard US Total Market Index ETF (VUN.TO) and Mackenzie US Large Cap Equity Index ETF (QUU.TO). The values are adjusted to include any dividend payments, if applicable.

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VUN.TO vs. QUU.TO - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
VUN.TO
Vanguard US Total Market Index ETF		-2.25%11.43%33.76%23.00%-14.20%24.54%18.22%23.99%-1.78%
QUU.TO
Mackenzie US Large Cap Equity Index ETF		-2.75%13.08%35.77%25.01%-15.10%26.45%18.85%24.81%-1.07%

Returns By Period

In the year-to-date period, VUN.TO achieves a -2.25% return, which is significantly higher than QUU.TO's -2.75% return.

VUN.TO

1D
0.59%
1M
-2.94%
YTD
-2.25%
6M
-1.90%
1Y
14.78%
3Y*
18.80%
5Y*
12.52%
10Y*
14.00%

QUU.TO

1D
0.50%
1M
-2.88%
YTD
-2.75%
6M
-2.18%
1Y
14.97%
3Y*
19.96%
5Y*
13.78%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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Vanguard US Total Market Index ETF

Mackenzie US Large Cap Equity Index ETF

Often compared with VUN.TO:
VUN.TO vs. XUU.TOVUN.TO vs. VCN.TOVUN.TO vs. VOOVUN.TO vs. VTIVUN.TO vs. VEQT.TOVUN.TO vs. TPU.TOVUN.TO vs. SPY
Often compared with QUU.TO:
QUU.TO vs. XEQT.TOQUU.TO vs. VOOQUU.TO vs. VTIQUU.TO vs. XUS.TOQUU.TO vs. ZEA.TOQUU.TO vs. ZNQ.TOQUU.TO vs. MSTR

VUN.TO vs. QUU.TO - Expense Ratio Comparison

VUN.TO has a 0.17% expense ratio, which is higher than QUU.TO's 0.07% 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%.

VUN.TO
Vanguard US Total Market Index ETF
QUU.TO
Mackenzie US Large Cap Equity Index ETF

Return for Risk

VUN.TO vs. QUU.TO — 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: 4242
Overall Rank
VUN.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
VUN.TO Sortino Ratio Rank: 4040
Sortino Ratio Rank
VUN.TO Omega Ratio Rank: 4646
Omega Ratio Rank
VUN.TO Calmar Ratio Rank: 4141
Calmar Ratio Rank
VUN.TO Martin Ratio Rank: 4444
Martin Ratio Rank
QUU.TO
QUU.TO Risk / Return Rank: 4343
Overall Rank
QUU.TO Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
QUU.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
QUU.TO Omega Ratio Rank: 4646
Omega Ratio Rank
QUU.TO Calmar Ratio Rank: 4242
Calmar Ratio Rank
QUU.TO Martin Ratio Rank: 4444
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard US Total Market Index ETF (VUN.TO) and Mackenzie US Large Cap Equity Index ETF (QUU.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.

VUN.TOQUU.TODifference

Sharpe ratio

Return per unit of total volatility

0.79

0.81

-0.02

Sortino ratio

Return per unit of downside risk

1.19

1.22

-0.03

Omega ratio

Gain probability vs. loss probability

1.19

1.19

0.00

Calmar ratio

Return relative to maximum drawdown

1.13

1.16

-0.03

Martin ratio

Return relative to average drawdown

4.27

4.36

-0.08

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. QUU.TO - Sharpe Ratio Comparison

The current VUN.TO Sharpe Ratio is 0.79, which is comparable to the QUU.TO Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of VUN.TO and QUU.TO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

VUN.TOQUU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

0.81

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.91

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

0.81

+0.12

Correlation

The correlation between VUN.TO and QUU.TO is 0.81, 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.

Dividends

VUN.TO vs. QUU.TO - Dividend Comparison

VUN.TO's dividend yield for the trailing twelve months is around 0.86%, less than QUU.TO's 1.02% yield.

TTM20252024202320222021202020192018201720162015
VUN.TO
Vanguard US Total Market Index ETF		0.86%0.84%0.93%1.10%1.21%0.97%1.15%1.45%1.52%1.39%1.49%1.49%
QUU.TO
Mackenzie US Large Cap Equity Index ETF		1.02%0.97%1.00%1.21%1.59%0.98%1.34%1.59%1.55%0.00%0.00%0.00%

Drawdowns

VUN.TO vs. QUU.TO - Drawdown Comparison

The maximum VUN.TO drawdown since its inception was -28.19%, roughly equal to the maximum QUU.TO drawdown of -26.86%. Use the drawdown chart below to compare losses from any high point for VUN.TO and QUU.TO.

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Drawdown Indicators

VUN.TOQUU.TODifference

Max Drawdown

Largest peak-to-trough decline

-28.19%

-26.86%

-1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-12.74%

-12.71%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-23.67%

-24.00%

+0.33%

Max Drawdown (10Y)

Largest decline over 10 years

-28.19%

—

—

Current Drawdown

Current decline from peak

-5.53%

-5.77%

+0.24%

Average Drawdown

Average peak-to-trough decline

-3.84%

-4.49%

+0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

3.38%

-0.02%

Volatility

VUN.TO vs. QUU.TO - Volatility Comparison

Vanguard US Total Market Index ETF (VUN.TO) and Mackenzie US Large Cap Equity Index ETF (QUU.TO) have volatilities of 5.22% and 5.14%, 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.

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Volatility by Period

VUN.TOQUU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

5.14%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

9.67%

9.66%

+0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.73%

18.53%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

15.26%

+0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

17.38%

-0.67%