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NGE vs. VT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between NGE and VT is 0.24, 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.


-0.50.00.51.00.2

Performance

NGE vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Nigeria ETF (NGE) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember20250
5.91%
NGE
VT

Key characteristics

Returns By Period


NGE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VT

YTD

1.70%

1M

1.96%

6M

5.91%

1Y

20.04%

5Y*

9.79%

10Y*

9.63%

*Annualized

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NGE vs. VT - Expense Ratio Comparison

NGE has a 0.89% expense ratio, which is higher than VT's 0.07% expense ratio.


NGE
Global X MSCI Nigeria ETF
Expense ratio chart for NGE: current value at 0.89% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.89%
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

NGE vs. VT — Risk-Adjusted Performance Rank

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

NGE
The Risk-Adjusted Performance Rank of NGE is 44
Overall Rank
The Sharpe Ratio Rank of NGE is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of NGE is 55
Sortino Ratio Rank
The Omega Ratio Rank of NGE is 33
Omega Ratio Rank
The Calmar Ratio Rank of NGE is 44
Calmar Ratio Rank
The Martin Ratio Rank of NGE is 55
Martin Ratio Rank

VT
The Risk-Adjusted Performance Rank of VT is 7070
Overall Rank
The Sharpe Ratio Rank of VT is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6969
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7272
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7474
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NGE vs. VT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Nigeria ETF (NGE) 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.


Sharpe ratio
The chart of Sharpe ratio for NGE, currently valued at -1.77, compared to the broader market0.002.004.00-1.771.76
The chart of Sortino ratio for NGE, currently valued at -2.12, compared to the broader market0.005.0010.00-2.122.37
The chart of Omega ratio for NGE, currently valued at 0.28, compared to the broader market0.501.001.502.002.503.000.281.32
The chart of Calmar ratio for NGE, currently valued at -0.42, compared to the broader market0.005.0010.0015.00-0.422.59
The chart of Martin ratio for NGE, currently valued at -1.03, compared to the broader market0.0020.0040.0060.0080.00100.00-1.0310.33
NGE
VT


Rolling 12-month Sharpe Ratio-2.00-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-1.77
1.76
NGE
VT

Dividends

NGE vs. VT - Dividend Comparison

NGE has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.92%.


TTM20242023202220212020201920182017201620152014
NGE
Global X MSCI Nigeria ETF
0.00%0.00%58.96%8.08%7.90%6.76%6.31%5.49%1.92%2.46%4.30%2.90%
VT
Vanguard Total World Stock ETF
1.92%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Drawdowns

NGE vs. VT - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-85.63%
-2.19%
NGE
VT

Volatility

NGE vs. VT - Volatility Comparison

The current volatility for Global X MSCI Nigeria ETF (NGE) is 0.00%, while Vanguard Total World Stock ETF (VT) has a volatility of 4.63%. This indicates that NGE 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.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember20250
4.63%
NGE
VT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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