XOEX vs. VTI

Last updated Jul 14, 2026

XOEX (Xtrackers S&P 100 Ex Top 20 ETF) and VTI (Vanguard Total Stock Market ETF) are both Large Cap Blend Equities funds - XOEX tracks the S&P 100 Ex-Top 20 Select Index while VTI tracks the CRSP US Total Market Index. Both are passively managed. Over the past 3 years, XOEX returned 16.74%/yr vs 19.76%/yr for VTI. Their correlation of 0.83 suggests significant overlap in exposure. XOEX charges 0.15%/yr vs 0.03%/yr for VTI.

Performance

XOEX vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers S&P 100 Ex Top 20 ETF (XOEX) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with XOEX having a 10.98% return and VTI slightly lower at 10.96%.

XOEX

• 1D: -0.32%
• 1M: 0.70%
• 6M: 8.65%
• YTD: 10.98%
• 1Y: 23.61%
• 3Y*: 16.74%
• 5Y*: —
• 10Y*: —

VTI

• 1D: -0.78%
• 1M: 1.22%
• 6M: 8.45%
• YTD: 10.96%
• 1Y: 21.85%
• 3Y*: 19.76%
• 5Y*: 12.01%
• 10Y*: 14.67%

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

XOEX vs. VTI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XOEX Xtrackers S&P 100 Ex Top 20 ETF	10.98%	18.97%	12.07%	15.99%	2.98%
VTI Vanguard Total Stock Market ETF	10.96%	17.10%	23.81%	26.05%	0.24%

Correlation

The correlation between XOEX and VTI is 0.83, 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022	0.83

The correlation between XOEX and VTI has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

XOEX vs. VTI - Sectors Allocation Comparison

Sectors	XOEX	VTI
Technology	18.9%	37.0%
Financial Services	17.4%	11.3%
Healthcare	17.0%	9.0%
Industrials	14.3%	9.4%
Consumer Defensive	9.1%	4.3%
Consumer Cyclical	6.8%	9.7%
Communication Services	6.3%	9.8%
Utilities	4.5%	2.1%
Energy	2.8%	3.3%
Basic Materials	1.6%	1.9%
Real Estate	1.0%	2.3%

Return for Risk

XOEX vs. VTI — Risk / Return Rank

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

XOEX

XOEX Risk / Return Rank: 82
XOEX Sharpe Ratio Rank: 83
XOEX Sortino Ratio Rank: 85
XOEX Omega Ratio Rank: 81
XOEX Calmar Ratio Rank: 78
XOEX Martin Ratio Rank: 82

VTI

VTI Risk / Return Rank: 66
VTI Sharpe Ratio Rank: 66
VTI Sortino Ratio Rank: 64
VTI Omega Ratio Rank: 64
VTI Calmar Ratio Rank: 62
VTI Martin Ratio Rank: 73

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.

XOEX vs. VTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers S&P 100 Ex Top 20 ETF (XOEX) and Vanguard Total Stock Market ETF (VTI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	XOEX	VTI	Difference
Sharpe ratio: Return per unit of total volatility	2.10	1.71	+0.39
Sortino ratio: Return per unit of downside risk	3.03	2.36	+0.67
Omega ratio: Gain probability vs. loss probability	1.38	1.31	+0.07
Calmar ratio: Return relative to maximum drawdown	3.24	2.46	+0.78
Martin ratio: Return relative to average drawdown	12.77	10.78	+2.00

XOEX vs. VTI - Sharpe Ratio Comparison

The current XOEX Sharpe Ratio is 2.10, which is comparable to the VTI Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of XOEX and VTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XOEX vs. VTI - Drawdown Comparison

The maximum XOEX drawdown since its inception was -14.68%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for XOEX and VTI.

Drawdown Indicators

	XOEX	VTI	Difference
Max Drawdown Largest peak-to-trough decline	-14.68%	-55.45%	+40.77%
Max Drawdown (1Y) Largest decline over 1 year	-7.31%	-8.92%	+1.61%
Max Drawdown (3Y) Largest decline over 3 years	-14.68%	-19.30%	+4.62%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.36%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.00%	—
Current Drawdown Current decline from peak	-1.06%	-0.94%	-0.12%
Average Drawdown Average peak-to-trough decline	-2.59%	-8.00%	+5.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.85%	2.03%	-0.18%

Volatility

XOEX vs. VTI - Volatility Comparison

The current volatility for Xtrackers S&P 100 Ex Top 20 ETF (XOEX) is 3.15%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.08%. This indicates that XOEX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XOEX	VTI	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.15%	4.08%	-0.93%
Volatility (6M) Calculated over the trailing 6-month period	8.86%	10.13%	-1.27%
Volatility (1Y) Calculated over the trailing 1-year period	11.30%	12.85%	-1.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.39%	17.51%	-4.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.39%	18.29%	-4.90%

XOEX vs. VTI - Expense Ratio Comparison

XOEX has a 0.15% expense ratio, which is higher than VTI's 0.03% 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

XOEX vs. VTI - Dividend Comparison

XOEX's dividend yield for the trailing twelve months is around 1.46%, more than VTI's 1.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTI Vanguard Total Stock Market ETF	1.05%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
XOEX Xtrackers S&P 100 Ex Top 20 ETF	1.46%	1.95%	2.09%	1.72%	0.42%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XOEX and VTI in my portfolio?

XOEX and VTI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, XOEX or VTI?

VTI has higher volatility (4.08%) compared to XOEX (3.15%). In terms of maximum drawdown, XOEX dropped -14.68% vs VTI's -55.45%.

Which ETF is better, XOEX or VTI?

On 3-year performance, VTI leads with 19.76% vs 16.74% for XOEX. On fees, VTI is cheaper at 0.03% per year. On volatility, XOEX has been the lower-risk option at 3.15%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XOEX or VTI?

Over the 3-year period, VTI has performed better with a 19.76% return vs 16.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XOEX or VTI?

VTI is cheaper with a 0.03% expense ratio, compared with 0.15% for XOEX.

Which ETF pays a higher dividend yield, XOEX or VTI?

XOEX has the higher dividend yield at 1.46%, compared with 1.05% for VTI.

What is the main difference between XOEX and VTI?

XOEX tracks S&P 100 Ex-Top 20 Select Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Xtrackers and Vanguard. Their fees differ too: 0.15% for XOEX and 0.03% for VTI.

Which has better risk-adjusted returns?

XOEX currently has the higher Sharpe Ratio (2.10 vs 1.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.