This really depends on who has made the vodka.
In Russia and Poland, the birthplace of vodka, rye is traditionally used in the production of vodka. Wheat is the other major competitor to rye, with it being the ingredient of choice in the western world. Other parts of Eastern Europe use potatoes, while still other parts of the world use molasses. Aside from this, the other main ingredient is water, over 60%.
The different types of raw materials used will definitely have an effect on the quality and taste of the vodka produced. Rye and wheat vodkas are generally considered superior.
The European Union are talking about the standardization of vodka, and the 'Vodka Belt' countries (Russia, Ukraine, Belarus, Nordic States, Baltic States, Poland and Rusyn) are insistent that only spirits produced from grains, potato and sugarbeet molasses should be allowed to be branded as vodka, following traditional production methods.
I think that the best thing for you is to just check the bottles, as if you know where it was made you may be able to identify what it was made with. However, all food and drinks should have a clear labelling system, explaining what is inside the packaging, including any allergy warnings. You could also check directly with the manufacturers to make sure what is used to produce their vodka. (That is if you have time.)
There are drinks that do not contain wheat like Rum, Brandy, some Whiskeys, Gin, better quality Tequila or Mezcal, the majority of these are fruit based.
Bottom line, if you are unsure, just check. It is worth it in the long run.
