^BSESN vs. VT

Last updated Jun 4, 2026

^BSESN (S&P BSE SENSEX) is an index, while VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index. Over the past 10 years, ^BSESN returned 10.72%/yr vs 16.83%/yr for VT. At a 0.16 correlation, their price movements are largely independent.

Performance

^BSESN vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in S&P BSE SENSEX (^BSESN) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

^BSESN is traded in INR, while VT is traded in USD. To make them comparable, the VT values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^BSESN achieves a -12.76% return, which is significantly lower than VT's 19.56% return. Over the past 10 years, ^BSESN has underperformed VT with an annualized return of 10.72%, while VT has yielded a comparatively higher 16.83% annualized return.

^BSESN

• 1D: -0.41%
• 1M: -3.78%
• YTD: -12.76%
• 6M: -12.64%
• 1Y: -7.92%
• 3Y*: 5.93%
• 5Y*: 7.37%
• 10Y*: 10.72%

VT

• 1D: -0.73%
• 1M: 5.60%
• YTD: 19.56%
• 6M: 20.10%
• 1Y: 44.37%
• 3Y*: 27.14%
• 5Y*: 17.16%
• 10Y*: 16.83%

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

^BSESN vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^BSESN S&P BSE SENSEX	-12.76%	9.06%	8.17%	18.74%	4.44%	21.99%	15.75%	14.38%	5.91%	27.91%
VT Vanguard Total World Stock ETF	19.56%	28.29%	20.02%	22.86%	-9.19%	20.62%	19.52%	30.03%	-1.59%	16.76%

Correlation

The correlation between ^BSESN and VT is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.12
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (10Y) Calculated over the trailing 10-year period	0.17
Correlation (All Time) Calculated using the full available price history since Jun 27, 2008	0.16

The correlation between ^BSESN and VT shifts across timeframes, from 0.05 (1 year) to 0.18 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

^BSESN vs. VT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^BSESN

^BSESN Risk / Return Rank: 1
^BSESN Sharpe Ratio Rank: 1
^BSESN Sortino Ratio Rank: 1
^BSESN Omega Ratio Rank: 1
^BSESN Calmar Ratio Rank: 2
^BSESN Martin Ratio Rank: 1

VT

VT Risk / Return Rank: 67
VT Sharpe Ratio Rank: 68
VT Sortino Ratio Rank: 68
VT Omega Ratio Rank: 67
VT Calmar Ratio Rank: 60
VT Martin Ratio Rank: 71

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^BSESN vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) and Vanguard Total World Stock ETF (VT). 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.

	^BSESN	VT	Difference
Sharpe ratio: Return per unit of total volatility	-0.61	3.68	-4.30
Sortino ratio: Return per unit of downside risk	-0.77	4.99	-5.76
Omega ratio: Gain probability vs. loss probability	0.91	1.66	-0.75
Calmar ratio: Return relative to maximum drawdown	-0.50	7.18	-7.67
Martin ratio: Return relative to average drawdown	-1.32	29.14	-30.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^BSESN vs. VT - Sharpe Ratio Comparison

The current ^BSESN Sharpe Ratio is -0.61, which is lower than the VT Sharpe Ratio of 3.68. The chart below compares the historical Sharpe Ratios of ^BSESN and VT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	^BSESN	VT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.61	3.68	-4.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	1.15	-0.61
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	1.06	-0.39
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.73	-0.26

Drawdowns

^BSESN vs. VT - Drawdown Comparison

The maximum ^BSESN drawdown since its inception was -60.91%, which is greater than VT's maximum drawdown of -39.98%. Use the drawdown chart below to compare losses from any high point for ^BSESN and VT.

Drawdown Indicators

	^BSESN	VT	Difference
Max Drawdown Largest peak-to-trough decline	-60.91%	-39.98%	-20.93%
Max Drawdown (1Y) Largest decline over 1 year	-16.11%	-6.21%	-9.90%
Max Drawdown (3Y) Largest decline over 3 years	-16.18%	-16.94%	+0.76%
Max Drawdown (5Y) Largest decline over 5 years	-16.85%	-19.24%	+2.39%
Max Drawdown (10Y) Largest decline over 10 years	-38.07%	-28.68%	-9.39%
Current Drawdown Current decline from peak	-13.39%	-0.73%	-12.66%
Average Drawdown Average peak-to-trough decline	-13.75%	-4.48%	-9.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.03%	1.53%	+4.50%

Volatility

^BSESN vs. VT - Volatility Comparison

S&P BSE SENSEX (^BSESN) and Vanguard Total World Stock ETF (VT) have volatilities of 3.94% and 3.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^BSESN	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.94%	3.94%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	11.59%	9.44%	+2.15%
Volatility (1Y) Calculated over the trailing 1-year period	13.12%	12.12%	+1.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.82%	14.98%	-1.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.35%	15.95%	+0.40%

Frequently Asked Questions

Can I hold both ^BSESN and VT in my portfolio?

^BSESN and VT have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ^BSESN or VT?

VT has higher volatility (3.94%) compared to ^BSESN (3.94%). In terms of maximum drawdown, ^BSESN dropped -60.91% vs VT's -39.98%.

Which has better risk-adjusted returns?

VT currently has the higher Sharpe Ratio (3.68 vs -0.61), 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.