There can be huge differences in brands of Vodka....and for that matter, most any alcoholic beverage (spirits). I do not drink at all ( have not for at least 2 decades due to Rx I take). In my younger "out with friends" days, I did drink, but never Vodka.
However, my family owned a restaurant for 50 years and every one of us had to acquire a license in Mixology. Thus, my education on Booze.
Vodka is a distilled liquid containing the essence of grains, potatoes, some fruits and sugar. Also, as with most food and beverage manufacturing, there will always be traces of impurities....and things we're best off not knowing about.
I can think of no reason why any "higher end" Vodka would cause you an allergy or to be sick. When it comes to spirits......the more expensive they are, the better their quality, distilling methods and compliance with all health rules......that's why they charge more. It is usually the cheap booze that creates a love affair with the toilet bowl.
Of course, it always depends on HOW MUCH one imbibes, what they have eaten, how their system handles the ingestion and a few other facts. It is possible that just one ingredient is what causes your reaction. You did not mention what you mix it with, if anything.
If you like vodka......I'd say you should probably drink the brand that agrees with you. Just one more word of caution: Never purchase Vodka if you read on the label that it is "charcoal filtered."