CME vs. VGT
Compare and contrast key facts about CME Group Inc. (CME) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Mar 25, 2004.
Performance
CME vs. VGT - Performance Comparison
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CME vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 11.34% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
VGT Vanguard Information Technology ETF | -6.16% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Returns By Period
In the year-to-date period, CME achieves a 11.34% return, which is significantly higher than VGT's -6.16% return. Over the past 10 years, CME has underperformed VGT with an annualized return of 16.25%, while VGT has yielded a comparatively higher 21.51% annualized return.
CME
- 1D
- 0.54%
- 1M
- -6.87%
- YTD
- 11.34%
- 6M
- 14.90%
- 1Y
- 17.57%
- 3Y*
- 20.84%
- 5Y*
- 12.17%
- 10Y*
- 16.25%
VGT
- 1D
- 1.28%
- 1M
- -3.61%
- YTD
- -6.16%
- 6M
- -5.90%
- 1Y
- 29.76%
- 3Y*
- 23.10%
- 5Y*
- 14.83%
- 10Y*
- 21.51%
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Return for Risk
CME vs. VGT — Risk / Return Rank
CME
VGT
CME vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) and Vanguard Information Technology ETF (VGT). 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.
| CME | VGT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.91 | 1.10 | -0.19 |
Sortino ratioReturn per unit of downside risk | 1.26 | 1.67 | -0.41 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.23 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.88 | -0.28 |
Martin ratioReturn relative to average drawdown | 3.14 | 5.77 | -2.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CME | VGT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.91 | 1.10 | -0.19 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.62 | 0.59 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.88 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.62 | 0.61 | +0.01 |
Correlation
The correlation between CME and VGT is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
CME vs. VGT - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 3.77%, more than VGT's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 3.77% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Drawdowns
CME vs. VGT - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for CME and VGT.
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Drawdown Indicators
| CME | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -54.63% | -22.87% |
Max Drawdown (1Y)Largest decline over 1 year | -10.13% | -16.40% | +6.27% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -35.07% | +3.33% |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | -35.07% | -2.29% |
Current DrawdownCurrent decline from peak | -6.87% | -11.66% | +4.79% |
Average DrawdownAverage peak-to-trough decline | -20.77% | -8.00% | -12.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.16% | 5.35% | -0.19% |
Volatility
CME vs. VGT - Volatility Comparison
The current volatility for CME Group Inc. (CME) is 5.84%, while Vanguard Information Technology ETF (VGT) has a volatility of 8.03%. This indicates that CME experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CME | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.84% | 8.03% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 13.87% | 16.35% | -2.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.49% | 27.27% | -7.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.58% | 25.06% | -5.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.70% | 24.48% | -0.78% |