XVV vs. VTSAX
Compare and contrast key facts about iShares ESG Screened S&P 500 ETF (XVV) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
XVV is a passively managed fund by iShares that tracks the performance of the S&P 500 Sustainablility Screened Index. It was launched on Sep 22, 2020. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XVV or VTSAX.
Key characteristics
| XVV | VTSAX | |
|---|---|---|
| YTD Return | 21.61% | 19.89% |
| 1Y Return | 34.28% | 32.60% |
| 3Y Return (Ann) | 8.11% | 6.78% |
| Sharpe Ratio | 2.68 | 2.75 |
| Sortino Ratio | 3.54 | 3.65 |
| Omega Ratio | 1.49 | 1.51 |
| Calmar Ratio | 3.88 | 3.64 |
| Martin Ratio | 17.07 | 17.49 |
| Ulcer Index | 2.08% | 1.95% |
| Daily Std Dev | 13.26% | 12.40% |
| Max Drawdown | -27.20% | -55.34% |
| Current Drawdown | -2.63% | -2.51% |
Correlation
The correlation between XVV and VTSAX is 0.98, 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
XVV vs. VTSAX - Performance Comparison
In the year-to-date period, XVV achieves a 21.61% return, which is significantly higher than VTSAX's 19.89% 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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XVV vs. VTSAX - Expense Ratio Comparison
XVV has a 0.08% expense ratio, which is higher than VTSAX's 0.04% 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
XVV vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P 500 ETF (XVV) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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
XVV vs. VTSAX - Dividend Comparison
XVV's dividend yield for the trailing twelve months is around 1.04%, less than VTSAX's 1.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
XVV iShares ESG Screened S&P 500 ETF | 1.04% | 1.25% | 1.57% | 0.81% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.32% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
XVV vs. VTSAX - Drawdown Comparison
The maximum XVV drawdown since its inception was -27.20%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for XVV and VTSAX. For additional features, visit the drawdowns tool.
Volatility
XVV vs. VTSAX - Volatility Comparison
iShares ESG Screened S&P 500 ETF (XVV) has a higher volatility of 3.44% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.06%. This indicates that XVV's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.