ESG vs VTI

ESG vs VTI

Which is better, ESG or VTI?

Each has led over a different period.

VTI has a lower expense ratio. ESG led over 1Y and the full window, VTI over 3Y and 5Y.

Lower Fees: VTIHigher Returns: split

MarketXLS is not an investment adviser. This comparison is generated automatically from market data and is for information only. A Best mark means the better reading on that one measure, not a recommendation to buy.

Side-by-Side Comparison

MetricESGVTI
Expense Ratio0.32%0.03%Best
AUM$137M$666.9B
Dividend Yield0.87%1.07%
Holdings2543,543
YTD Return+15.35%Best+13.59%
1Y Return+20.82%Best+20.00%
3Y Return (annualized)+19.39%+20.95%Best
5Y Return (annualized)+11.68%+11.81%Best
Volatility (annualized)17.4%15.7%Best
Max Drawdown-32.5%Best-35.0%
$10,000 over 5 years$17,373$17,474Best
Fund FamilyNorthern Trust Asset ManagementVanguard (US)
CategoryEquityEquity
StyleLarge Cap BlendLarge Cap Blend
InceptionJul 13, 2016May 24, 2001

Not shown on this pair: Top 10 Weight.

Volatility and max drawdown are measured over the window both funds cover: Jul 14, 2016 to Sep 4, 2026 (10.1 years).

ESG vs VTI growth

Month-end closes. Both lines start at 0% in the first month shown, so the gap between them is the difference in growth across that window. The full view covers the 10.1 years both funds cover.

ESG vs VTI Performance

Northern Trust STOXX US ESG Select ETF (ESG) is an ETF from Northern Trust Asset Management and Vanguard Morningstar Total Stock Market ETF (VTI) is an ETF from Vanguard (US). Over the past year ESG returned +20.82% while VTI returned +20.00%. Year to date, ESG is up 15.35% versus a gain of 13.59% for VTI.

Over three years, ESG compounded at +19.39% per year against +20.95% for VTI; over five years the annualized figures are +11.68% and +11.81% respectively. Across the full 10-year window we track, ESG has the edge at +14.98% annualized vs +13.78%.

Past performance does not guarantee future results.

Risk: Volatility and Drawdowns

ESG has been the more volatile fund, with annualized monthly volatility of 17.4% compared with 15.7% for VTI. Lower volatility generally means a smoother ride, though it often comes with lower long-run returns.

The deepest peak-to-trough decline in our data was -32.5% for ESG and -35.0% for VTI. Drawdown depth is what each fund did in the worst stretch of the window measured above.

The two funds' monthly returns correlate at 0.88. They usually move together, but the gap leaves some room for diversification.

Fees and Cost Over Time

ESG charges 0.32% per year while VTI charges 0.03%. On a $10,000 position that is $32 vs $3 annually, a gap of $29 per year that compounds over a long holding period. On income, ESG currently yields 0.87% against 1.07% for VTI.

Holdings Overlap

ESG already in VTI95.9%

At least 95.9% of ESG's money is in holdings VTI also owns.

Stated as a floor: for VTI, our book for it covers 92.3% of that fund, so a holding it does not list is one we cannot count as shared. The real figure is this or higher.

Most of ESG is already inside VTI. Owning both mostly buys the same companies twice.

228 positions in common, counted across the 250 positions we hold weights for in ESG and 2,787 in VTI, against full books of 254 and 3,543.

Top Shared Holdings

StockWeight in ESGWeight in VTIDifference
NVDANvidia Corp.5.12%6.32%1.20%
AAPLApple, Inc4.79%5.84%1.05%
MSFTMicrosoft Corp 4.100 Feb 06 375.91%3.81%2.10%
AVGOBroadcom Inc5.06%2.46%2.60%
AMZNAmazon.Com Inc3.53%3.17%0.36%
MUMicron Technology, Inc.4.12%1.79%2.33%
JPMJpmorgan Chase3.93%1.11%2.82%
LLYEli Lilly & Co.3.47%1.40%2.07%
BRK.BBerkshire Hathaway Inc Brk/B Us Equity2.87%1.24%1.63%
XOMExxon Mobil Corp.2.65%0.78%1.87%

95.9% of ESG is already inside VTI.

You probably hold more than these two. Add the rest and see how much of the whole book is the same companies twice.

ESGVTI

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Frequently Asked Questions

Which is cheaper, ESG or VTI?

ESG has an expense ratio of 0.32% while VTI charges 0.03%. VTI is the cheaper option, by $29 a year on a $10,000 investment.

Which performed better, ESG or VTI?

Over the past year ESG returned +20.82% vs +20.00% for VTI, so ESG leads on 1-year performance. Over the longest common window we track (10 years), ESG annualized +14.98% vs +13.78% for VTI. Past performance does not guarantee future results. This is information, not a recommendation.

Which is riskier, ESG or VTI?

ESG has been the more volatile fund at 17.4% annualized versus 15.7% for VTI. Worst drawdown: ESG -32.5% vs VTI -35.0%.

Should I hold both ESG and VTI?

ESG and VTI have a monthly-return correlation of 0.88, so their returns are far enough apart for the mix to behave differently from either one alone. This is information, not a recommendation.

What is the holdings overlap between ESG and VTI?

At least 95.9% of ESG's money is in holdings VTI also owns. Our book for VTI is partial, so the real figure is this or higher. They hold 228 positions in common, counted across the 250 positions we hold weights for in ESG and 2,787 in VTI.

Which pays a higher dividend, ESG or VTI?

ESG yields 0.87% while VTI yields 1.07%, so VTI currently pays the higher dividend yield.

Is VTI better than ESG?

VTI has a lower expense ratio. ESG led over 1Y and the full window, VTI over 3Y and 5Y. Which one suits a particular account depends on what it is for. This is information, not a recommendation.