MUT.L vs. VT
Compare and contrast key facts about Murray Income Trust (MUT.L) 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.
Performance
MUT.L vs. VT - Performance Comparison
Loading graphics...
MUT.L vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MUT.L Murray Income Trust | -2.30% | 16.94% | -1.15% | 7.33% | 216.52% | 14.08% | -2.43% | 28.34% | -4.55% | 14.92% |
VT Vanguard Total World Stock ETF | 0.15% | 13.71% | 18.53% | 15.92% | -8.25% | 19.39% | 13.16% | 21.99% | -4.41% | 13.73% |
Different Trading Currencies
MUT.L is traded in GBp, while VT is traded in USD. To make them comparable, the VT values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, MUT.L achieves a -2.30% return, which is significantly higher than VT's -2.75% return. Over the past 10 years, MUT.L has outperformed VT with an annualized return of 21.48%, while VT has yielded a comparatively lower 12.03% annualized return.
MUT.L
- 1D
- 0.68%
- 1M
- -10.72%
- YTD
- -2.30%
- 6M
- 0.92%
- 1Y
- 11.90%
- 3Y*
- 5.92%
- 5Y*
- 33.62%
- 10Y*
- 21.48%
VT
- 1D
- 0.00%
- 1M
- -7.14%
- YTD
- -2.75%
- 6M
- 0.17%
- 1Y
- 15.30%
- 3Y*
- 13.07%
- 5Y*
- 9.56%
- 10Y*
- 12.03%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MUT.L vs. VT — Risk / Return Rank
MUT.L
VT
MUT.L vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Murray Income Trust (MUT.L) 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.
| MUT.L | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.93 | -0.07 |
Sortino ratioReturn per unit of downside risk | 1.20 | 1.38 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.51 | -0.52 |
Martin ratioReturn relative to average drawdown | 3.56 | 6.20 | -2.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MUT.L | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.93 | -0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.68 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.73 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | 0.56 | -0.26 |
Correlation
The correlation between MUT.L and VT is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
MUT.L vs. VT - Dividend Comparison
MUT.L's dividend yield for the trailing twelve months is around 4.53%, more than VT's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MUT.L Murray Income Trust | 4.53% | 4.38% | 4.71% | 4.48% | 76.11% | 3.29% | 4.63% | 3.82% | 4.57% | 4.23% | 4.45% | 4.76% |
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
MUT.L vs. VT - Drawdown Comparison
The maximum MUT.L drawdown since its inception was -73.11%, which is greater than VT's maximum drawdown of -31.81%. Use the drawdown chart below to compare losses from any high point for MUT.L and VT.
Loading graphics...
Drawdown Indicators
| MUT.L | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.11% | -50.27% | -22.84% |
Max Drawdown (1Y)Largest decline over 1 year | -11.63% | -11.84% | +0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -18.15% | -26.38% | +8.23% |
Max Drawdown (10Y)Largest decline over 10 years | -35.97% | -34.24% | -1.73% |
Current DrawdownCurrent decline from peak | -10.72% | -6.89% | -3.83% |
Average DrawdownAverage peak-to-trough decline | -10.39% | -7.08% | -3.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.23% | 2.55% | +0.68% |
Volatility
MUT.L vs. VT - Volatility Comparison
Murray Income Trust (MUT.L) has a higher volatility of 5.19% compared to Vanguard Total World Stock ETF (VT) at 4.34%. This indicates that MUT.L'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.
Loading graphics...
Volatility by Period
| MUT.L | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.19% | 4.34% | +0.85% |
Volatility (6M)Calculated over the trailing 6-month period | 9.40% | 8.91% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.88% | 16.58% | -2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 101.30% | 14.06% | +87.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.86% | 16.52% | +56.34% |