XVV vs. VTSAX

Last updated Aug 2, 2026

XVV (iShares ESG Select Screened S&P 500 ETF) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both funds - XVV is a S&P 500 fund tracking the S&P 500 Sustainability Screened Index, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 5 years, XVV returned 12.42%/yr vs 11.61%/yr for VTSAX. Their 0.98 correlation means they have historically moved very closely together. XVV charges 0.08%/yr vs 0.04%/yr for VTSAX.

Performance

XVV vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Select Screened S&P 500 ETF (XVV) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XVV achieves a 8.86% return, which is significantly lower than VTSAX's 9.87% return.

XVV

• 1D: 0.78%
• 1M: 0.65%
• 6M: 8.22%
• YTD: 8.86%
• 1Y: 20.29%
• 3Y*: 19.34%
• 5Y*: 12.42%
• 10Y*: —
• ALL TIME*: 16.66%

VTSAX

• 1D: 1.63%
• 1M: -0.77%
• 6M: 8.16%
• YTD: 9.87%
• 1Y: 21.10%
• 3Y*: 18.58%
• 5Y*: 11.61%
• 10Y*: 14.47%
• ALL TIME*: 9.00%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	$0.00	$0.00	$0.00
XVV iShares ESG Select Screened S&P 500 ETF	$943.03K	$907.49K	$2.10M

XVV vs. VTSAX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XVV iShares ESG Select Screened S&P 500 ETF	8.86%	17.53%	25.87%	29.78%	-21.46%	29.19%	16.13%
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	9.87%	17.12%	23.23%	26.51%	-19.52%	25.72%	19.23%

Correlation

The correlation between XVV and VTSAX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.97
Correlation (3Y) Balances recent behavior with more history.	0.97
Correlation (5Y) Shows whether the relationship held over a longer period.	0.98
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020	0.98

The correlation between XVV and VTSAX has been stable across timeframes, ranging from 0.97 to 0.98 - a consistent structural relationship.

XVV vs. VTSAX - Sectors Allocation Comparison

Sectors	XVV	VTSAX
Technology	39.9%	36.1%
Financial Services	13.0%	11.8%
Communication Services	11.1%	9.1%
Consumer Cyclical	10.7%	9.4%
Healthcare	8.9%	9.7%
Industrials	6.8%	10.2%
Consumer Defensive	3.5%	4.3%
Real Estate	2.1%	2.3%
Basic Materials	1.8%	1.9%
Utilities	1.2%	2.2%
Energy	1.1%	3.2%

Return for Risk

XVV vs. VTSAX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XVV

XVV Risk / Return Rank: 55
XVV Sharpe Ratio Rank: 57
XVV Sortino Ratio Rank: 55
XVV Omega Ratio Rank: 55
XVV Calmar Ratio Rank: 48
XVV Martin Ratio Rank: 61

VTSAX

VTSAX Risk / Return Rank: 64
VTSAX Sharpe Ratio Rank: 61
VTSAX Sortino Ratio Rank: 58
VTSAX Omega Ratio Rank: 58
VTSAX Calmar Ratio Rank: 67
VTSAX Martin Ratio Rank: 78

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XVV vs. VTSAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares ESG Select 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.

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.

	XVV	VTSAX	Difference
Sharpe ratio: Return per unit of total volatility	1.35	1.43	-0.08
Sortino ratio: Return per unit of downside risk	1.89	2.00	-0.11
Omega ratio: Gain probability vs. loss probability	1.24	1.25	-0.01
Calmar ratio: Return relative to maximum drawdown	1.74	2.10	-0.37
Martin ratio: Return relative to average drawdown	7.19	9.09	-1.90

XVV vs. VTSAX - Sharpe Ratio Comparison

The current XVV Sharpe Ratio is 1.35, which is comparable to the VTSAX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of XVV and VTSAX, 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

XVV vs. VTSAX - Drawdown Comparison

The maximum XVV drawdown since its inception was -27.20%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for XVV and VTSAX.

Drawdown Indicators

	XVV	VTSAX	Difference
Max Drawdown Largest peak-to-trough decline	-27.20%	-55.33%	+28.13%
Max Drawdown (1Y) Largest decline over 1 year	-10.59%	-8.92%	-1.67%
Max Drawdown (3Y) Largest decline over 3 years	-19.59%	-19.36%	-0.23%
Max Drawdown (5Y) Largest decline over 5 years	-27.20%	-25.36%	-1.84%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.97%	—
Current Drawdown Current decline from peak	-1.32%	-1.88%	+0.56%
Average Drawdown Average peak-to-trough decline	-5.77%	-8.96%	+3.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.55%	2.06%	+0.49%

Volatility

XVV vs. VTSAX - Volatility Comparison

iShares ESG Select Screened S&P 500 ETF (XVV) has a higher volatility of 3.72% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.41%. 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.

Volatility by Period

	XVV	VTSAX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.72%	3.41%	+0.31%
Volatility (6M) Calculated over the trailing 6-month period	10.76%	10.27%	+0.49%
Volatility (1Y) Calculated over the trailing 1-year period	13.64%	13.13%	+0.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.72%	17.47%	+0.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.29%	18.41%	-1.12%

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%.

Dividends

XVV vs. VTSAX - Dividend Comparison

XVV's dividend yield for the trailing twelve months is around 0.93%, less than VTSAX's 1.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares	1.06%	1.11%	1.26%	1.42%	1.65%	1.20%	1.41%	1.76%	2.03%	1.71%	1.92%	1.98%
XVV iShares ESG Select Screened S&P 500 ETF	0.93%	0.94%	1.05%	1.25%	1.57%	0.81%	0.31%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XVV and VTSAX in my portfolio?

With a correlation of 0.97, XVV and VTSAX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, XVV or VTSAX?

XVV has higher volatility (3.72%) compared to VTSAX (3.41%). In terms of maximum drawdown, XVV dropped -27.20% vs VTSAX's -55.33%.

Which has better risk-adjusted returns?

VTSAX currently has the higher Sharpe Ratio (1.43 vs 1.35), 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.