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EXR vs. VT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXR vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Extra Space Storage Inc. (EXR) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXR achieves a 14.71% return, which is significantly higher than VT's 12.36% return. Over the past 10 years, EXR has underperformed VT with an annualized return of 9.41%, while VT has yielded a comparatively higher 13.20% annualized return.


EXR

1D
0.52%
1M
3.05%
YTD
14.71%
6M
14.24%
1Y
4.67%
3Y*
5.47%
5Y*
1.60%
10Y*
9.41%

VT

1D
-0.06%
1M
1.64%
YTD
12.36%
6M
12.14%
1Y
29.57%
3Y*
20.75%
5Y*
11.13%
10Y*
13.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXR vs. VT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EXR
Extra Space Storage Inc.
14.71%-8.92%-2.81%13.86%-32.82%100.98%13.64%20.71%7.29%17.83%
VT
Vanguard Total World Stock ETF
12.36%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%

Correlation

The correlation between EXR and VT is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2008

0.46

Over the past year, the correlation between EXR and VT has dropped to 0.26 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.

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Return for Risk

EXR vs. VT — Risk / Return Rank

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

EXR
EXR Risk / Return Rank: 4646
Overall Rank
EXR Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
EXR Sortino Ratio Rank: 4141
Sortino Ratio Rank
EXR Omega Ratio Rank: 4141
Omega Ratio Rank
EXR Calmar Ratio Rank: 4949
Calmar Ratio Rank
EXR Martin Ratio Rank: 4949
Martin Ratio Rank

VT
VT Risk / Return Rank: 7070
Overall Rank
VT Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7070
Sortino Ratio Rank
VT Omega Ratio Rank: 7171
Omega Ratio Rank
VT Calmar Ratio Rank: 6464
Calmar Ratio Rank
VT Martin Ratio Rank: 7373
Martin Ratio Rank
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.

EXR vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Extra Space Storage Inc. (EXR) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EXRVTDifference
Sharpe ratioReturn per unit of total volatility

-2.03

Sortino ratioReturn per unit of downside risk

-2.61

Omega ratioGain probability vs. loss probability

1.05

1.40

-0.35

Calmar ratioReturn relative to maximum drawdown

0.28

3.07

-2.79

Martin ratioReturn relative to average drawdown

0.57

13.35

-12.78

EXR vs. VT - Sharpe Ratio Comparison

The current EXR Sharpe Ratio is 0.19, which is lower than the VT Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of EXR 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.


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Drawdowns

EXR vs. VT - Drawdown Comparison

The maximum EXR drawdown since its inception was -71.22%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for EXR and VT.


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Drawdown Indicators


EXRVTDifference

Max Drawdown

Largest peak-to-trough decline

-71.22%

-50.27%

-20.95%

Max Drawdown (1Y)

Largest decline over 1 year

-16.70%

-9.67%

-7.03%

Max Drawdown (3Y)

Largest decline over 3 years

-33.78%

-16.51%

-17.27%

Max Drawdown (5Y)

Largest decline over 5 years

-51.36%

-26.38%

-24.98%

Max Drawdown (10Y)

Largest decline over 10 years

-51.36%

-34.24%

-17.12%

Current Drawdown

Current decline from peak

-22.32%

-0.77%

-21.55%

Average Drawdown

Average peak-to-trough decline

-13.39%

-7.00%

-6.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.17%

2.22%

+5.95%

Volatility

EXR vs. VT - Volatility Comparison

Extra Space Storage Inc. (EXR) has a higher volatility of 5.60% compared to Vanguard Total World Stock ETF (VT) at 5.23%. This indicates that EXR's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXRVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

5.23%

+0.37%

Volatility (6M)

Calculated over the trailing 6-month period

16.83%

11.12%

+5.71%

Volatility (1Y)

Calculated over the trailing 1-year period

24.93%

13.44%

+11.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.22%

16.16%

+12.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.95%

17.27%

+9.68%

Dividends

EXR vs. VT - Dividend Comparison

EXR's dividend yield for the trailing twelve months is around 4.44%, more than VT's 1.58% yield.


PositionTTM20252024202320222021202020192018201720162015
EXR
Extra Space Storage Inc.
4.44%4.98%4.33%4.04%4.08%1.98%3.11%3.37%3.71%3.57%3.79%2.54%
VT
Vanguard Total World Stock ETF
1.58%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Frequently Asked Questions


EXR and VT have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EXR has higher volatility (5.60%) compared to VT (5.23%). In terms of maximum drawdown, EXR dropped -71.22% vs VT's -50.27%.

VT currently has the higher Sharpe Ratio (2.21 vs 0.19), 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.

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