IGTR vs. VT
Compare and contrast key facts about Innovator Gradient Tactical Rotation Strategy ETF (IGTR) and Vanguard Total World Stock ETF (VT).
IGTR and VT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IGTR is an actively managed fund by Innovator. It was launched on Nov 16, 2022. 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.
Performance
IGTR vs. VT - Performance Comparison
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IGTR vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
IGTR Innovator Gradient Tactical Rotation Strategy ETF | 1.03% | 15.25% | 4.02% | -0.31% | -2.08% |
VT Vanguard Total World Stock ETF | -1.71% | 22.43% | 16.49% | 22.02% | -1.29% |
Returns By Period
In the year-to-date period, IGTR achieves a 1.03% return, which is significantly higher than VT's -1.71% return.
IGTR
- 1D
- 3.19%
- 1M
- -8.34%
- YTD
- 1.03%
- 6M
- 8.15%
- 1Y
- 16.91%
- 3Y*
- 9.97%
- 5Y*
- —
- 10Y*
- —
VT
- 1D
- 3.08%
- 1M
- -6.22%
- YTD
- -1.71%
- 6M
- 1.42%
- 1Y
- 21.53%
- 3Y*
- 16.86%
- 5Y*
- 9.22%
- 10Y*
- 11.53%
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IGTR vs. VT - Expense Ratio Comparison
IGTR has a 0.80% expense ratio, which is higher than VT's 0.06% expense ratio.
Return for Risk
IGTR vs. VT — Risk / Return Rank
IGTR
VT
IGTR vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator Gradient Tactical Rotation Strategy ETF (IGTR) 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.
| IGTR | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.90 | 1.25 | -0.35 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.84 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.27 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.83 | -0.18 |
Martin ratioReturn relative to average drawdown | 5.66 | 8.51 | -2.84 |
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
| IGTR | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | 1.25 | -0.35 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.58 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.67 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.40 | -0.09 |
Correlation
The correlation between IGTR and VT is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
IGTR vs. VT - Dividend Comparison
IGTR's dividend yield for the trailing twelve months is around 0.79%, less than VT's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGTR Innovator Gradient Tactical Rotation Strategy ETF | 0.79% | 0.80% | 2.40% | 0.87% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.82% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Drawdowns
IGTR vs. VT - Drawdown Comparison
The maximum IGTR drawdown since its inception was -20.06%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for IGTR and VT.
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Drawdown Indicators
| IGTR | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.06% | -50.27% | +30.21% |
Max Drawdown (1Y)Largest decline over 1 year | -11.18% | -11.84% | +0.66% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.38% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.24% | — |
Current DrawdownCurrent decline from peak | -8.34% | -6.89% | -1.45% |
Average DrawdownAverage peak-to-trough decline | -7.23% | -7.08% | -0.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 2.55% | +0.70% |
Volatility
IGTR vs. VT - Volatility Comparison
Innovator Gradient Tactical Rotation Strategy ETF (IGTR) has a higher volatility of 8.06% compared to Vanguard Total World Stock ETF (VT) at 6.33%. This indicates that IGTR'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
| IGTR | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.06% | 6.33% | +1.73% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 9.95% | +4.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.92% | 17.24% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 15.98% | +0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 17.20% | -0.80% |