VTI vs. SCHB
Vanguard Total Stock Market ETF
Schwab U.S. Broad Market ETF
Correlation
Compare with
Top 10 shared holdings
Performance Measures**
for the time period May 31, 2001 to Dec 4, 2025
1M Trailing Return:
3M Trailing Return:
1.6%
5.6%
1.6%
5.5%
—
+0.1%
1M Trailing Return:
3M Trailing Return:
1.6%
5.6%
1.6%
5.5%
—
+0.1%
Max Drawdown:
Standard Deviation:
-55.5%
19.2%
-35.3%
17.6%
-20.2%
+1.6%
Max Drawdown:
Standard Deviation:
-55.5%
19.2%
-35.3%
17.6%
-20.2%
+1.6%
Sharpe Ratio:
Calmar Ratio:
0.56
0.17
0.85
0.40
-0.29
-0.23
Sharpe Ratio:
Calmar Ratio:
0.56
0.17
0.85
0.40
-0.29
-0.23
What is VTI?
Vanguard Total Stock Market ETF seeks to track the performance of a benchmark index that measures the investment return of the overall stock market.
What is SCHB?
The fund offers diversified exposure across large- and small-cap U.S. stocks. It seeks investment results that track performance before fees and expenses of the approximately 2500-stock Dow Jones U.S. Broad Stock Market Index?.
Snapshot**
- Liquidity: In an active trading strategy (trading multiple time per week), it’s important to consider the liquidity of the ETF you’re using. Lower liquidity can mean more money lost in slippage. AUM and average daily volume are both indicators of liquidity.
- Expense: Some ETFs are more expensive to use than others. For strategies that are focused on longer holding periods, it’s important to factor in how expensive it is to hold this ETF. Expense ratio is the main indicator of how expensive an ETF is.
- Risk: Some ETFs will be highly correlated, but have varying degrees of returns, due to leverage. It’s important to consider if an ETF is using leverage or not. The main indicators of a riskier ETF will be the use of leverage and higher standard deviation or max drawdown in a backtest.
Trading Strategies
Related toVTI
V 1.0.0 | 🦠Amoeba | BT JAN 14 2014 | 311.8% AR, 40.5% DD (Dec 12th 2022)
Category
Tactical trading, leveraged ETFs, trend following, mean reversion, volatility hedging, tech/semis
OOS Cumulative Return
439.08%
Trading Strategies
Related toSCHB
Baller Basket
Category
Tactical, trend-following, leveraged ETFs, sector rotation (semis/tech), treasuries, volatility hedge, risk-on/off, macro overlay
OOS Cumulative Return
120.94%
Create your own algorithmic
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Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.