NAIT.L vs. VT
Compare and contrast key facts about The North American Income Trust plc (NAIT.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
NAIT.L vs. VT - Performance Comparison
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NAIT.L vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NAIT.L The North American Income Trust plc | 2.17% | 18.23% | 15.96% | 0.17% | 12.88% | 19.01% | -16.13% | 26.13% | -4.03% | 9.52% |
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
NAIT.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, NAIT.L achieves a 2.17% return, which is significantly higher than VT's -2.75% return. Both investments have delivered pretty close results over the past 10 years, with NAIT.L having a 11.79% annualized return and VT not far ahead at 12.03%.
NAIT.L
- 1D
- 0.94%
- 1M
- -7.84%
- YTD
- 2.17%
- 6M
- 8.04%
- 1Y
- 21.66%
- 3Y*
- 14.61%
- 5Y*
- 11.78%
- 10Y*
- 11.79%
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%
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Return for Risk
NAIT.L vs. VT — Risk / Return Rank
NAIT.L
VT
NAIT.L vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The North American Income Trust plc (NAIT.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.
| NAIT.L | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.33 | 0.93 | +0.40 |
Sortino ratioReturn per unit of downside risk | 1.87 | 1.38 | +0.49 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.76 | 1.51 | +0.25 |
Martin ratioReturn relative to average drawdown | 6.58 | 6.20 | +0.38 |
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
| NAIT.L | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.93 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.68 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.73 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.56 | -0.29 |
Correlation
The correlation between NAIT.L and VT is 0.36, 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
NAIT.L vs. VT - Dividend Comparison
NAIT.L's dividend yield for the trailing twelve months is around 3.32%, more than VT's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NAIT.L The North American Income Trust plc | 3.32% | 4.13% | 2.85% | 4.76% | 3.78% | 3.64% | 3.97% | 2.87% | 3.23% | 2.78% | 2.71% | 3.72% |
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
NAIT.L vs. VT - Drawdown Comparison
The maximum NAIT.L drawdown since its inception was -52.57%, which is greater than VT's maximum drawdown of -31.81%. Use the drawdown chart below to compare losses from any high point for NAIT.L and VT.
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Drawdown Indicators
| NAIT.L | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.57% | -50.27% | -2.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.16% | -11.84% | +0.68% |
Max Drawdown (5Y)Largest decline over 5 years | -17.24% | -26.38% | +9.14% |
Max Drawdown (10Y)Largest decline over 10 years | -37.10% | -34.24% | -2.86% |
Current DrawdownCurrent decline from peak | -7.96% | -6.89% | -1.07% |
Average DrawdownAverage peak-to-trough decline | -13.36% | -7.08% | -6.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.95% | 2.55% | +0.40% |
Volatility
NAIT.L vs. VT - Volatility Comparison
The North American Income Trust plc (NAIT.L) has a higher volatility of 4.97% compared to Vanguard Total World Stock ETF (VT) at 4.34%. This indicates that NAIT.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.
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Volatility by Period
| NAIT.L | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 4.34% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 9.68% | 8.91% | +0.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.22% | 16.58% | -0.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.86% | 14.06% | +2.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.67% | 16.52% | +3.15% |