Correlation
The correlation between EURUSD=X and VT is 0.14, 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.
EURUSD=X vs. VT
Compare and contrast key facts about EUR/USD (EURUSD=X) and Vanguard Total World Stock ETF (VT).
VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EURUSD=X or VT.
Performance
EURUSD=X vs. VT - Performance Comparison
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Key characteristics
EURUSD=X:
0.58
VT:
0.72
EURUSD=X:
0.72
VT:
1.12
EURUSD=X:
1.07
VT:
1.16
EURUSD=X:
0.01
VT:
0.78
EURUSD=X:
0.79
VT:
3.40
EURUSD=X:
4.82%
VT:
3.77%
EURUSD=X:
6.98%
VT:
17.86%
EURUSD=X:
-39.98%
VT:
-50.27%
EURUSD=X:
-29.10%
VT:
-0.06%
Returns By Period
In the year-to-date period, EURUSD=X achieves a 9.49% return, which is significantly higher than VT's 5.80% return. Over the past 10 years, EURUSD=X has underperformed VT with an annualized return of 0.34%, while VT has yielded a comparatively higher 9.31% annualized return.
EURUSD=X
9.49%
-0.09%
8.03%
4.35%
1.85%
0.46%
0.34%
VT
5.80%
6.99%
3.34%
12.79%
12.02%
13.52%
9.31%
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Risk-Adjusted Performance
EURUSD=X vs. VT — Risk-Adjusted Performance Rank
EURUSD=X
VT
EURUSD=X vs. VT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EUR/USD (EURUSD=X) 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.
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Drawdowns
EURUSD=X vs. VT - Drawdown Comparison
The maximum EURUSD=X drawdown since its inception was -39.98%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for EURUSD=X and VT.
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Volatility
EURUSD=X vs. VT - Volatility Comparison
The current volatility for EUR/USD (EURUSD=X) is 2.23%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.67%. This indicates that EURUSD=X experiences smaller price fluctuations and is considered to be less risky than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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