VUN.TO vs. SPY
Compare and contrast key facts about Vanguard US Total Market Index ETF (VUN.TO) and SPDR S&P 500 ETF (SPY).
VUN.TO and SPY 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. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993. Both VUN.TO and SPY 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: VUN.TO or SPY.
Key characteristics
| VUN.TO | SPY | |
|---|---|---|
| YTD Return | 32.25% | 26.77% |
| 1Y Return | 39.25% | 37.43% |
| 3Y Return (Ann) | 12.20% | 10.15% |
| 5Y Return (Ann) | 16.13% | 15.86% |
| 10Y Return (Ann) | 14.91% | 13.33% |
| Sharpe Ratio | 3.49 | 3.06 |
| Sortino Ratio | 4.86 | 4.08 |
| Omega Ratio | 1.68 | 1.58 |
| Calmar Ratio | 5.01 | 4.44 |
| Martin Ratio | 23.77 | 20.11 |
| Ulcer Index | 1.65% | 1.85% |
| Daily Std Dev | 11.23% | 12.18% |
| Max Drawdown | -28.19% | -55.19% |
| Current Drawdown | -0.27% | -0.31% |
Correlation
The correlation between VUN.TO and SPY is 0.87, 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
VUN.TO vs. SPY - Performance Comparison
In the year-to-date period, VUN.TO achieves a 32.25% return, which is significantly higher than SPY's 26.77% return. Over the past 10 years, VUN.TO has outperformed SPY with an annualized return of 14.91%, while SPY has yielded a comparatively lower 13.33% 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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VUN.TO vs. SPY - Expense Ratio Comparison
VUN.TO has a 0.17% expense ratio, which is higher than SPY'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%.
Risk-Adjusted Performance
VUN.TO vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard US Total Market Index ETF (VUN.TO) and SPDR S&P 500 ETF (SPY). 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
VUN.TO vs. SPY - Dividend Comparison
VUN.TO's dividend yield for the trailing twelve months is around 0.92%, less than SPY's 1.17% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUN.TO Vanguard US Total Market Index ETF | 0.92% | 1.10% | 1.21% | 0.97% | 1.15% | 1.45% | 1.52% | 1.39% | 1.50% | 1.49% | 1.32% | 0.63% |
SPY SPDR S&P 500 ETF | 1.17% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
VUN.TO vs. SPY - Drawdown Comparison
The maximum VUN.TO drawdown since its inception was -28.19%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VUN.TO and SPY. For additional features, visit the drawdowns tool.
Volatility
VUN.TO vs. SPY - Volatility Comparison
Vanguard US Total Market Index ETF (VUN.TO) and SPDR S&P 500 ETF (SPY) have volatilities of 3.98% and 3.88%, 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.