RGBM.TO vs. VT

Last updated Jun 5, 2026

RGBM.TO (Return Stacked Global Balanced & Macro ETF) and VT (Vanguard Total World Stock ETF) are both exchange-traded funds - RGBM.TO is a Multistrategy fund actively managed by Return Stacked, while VT is a Global Equities fund tracking the FTSE Global All Cap Index. RGBM.TO is actively managed, while VT is passively managed. Over the past year, RGBM.TO returned 28.02% vs 32.02% for VT. At a 0.19 correlation, their price movements are largely independent. RGBM.TO charges 0.85%/yr vs 0.06%/yr for VT.

Performance

RGBM.TO vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Return Stacked Global Balanced & Macro ETF (RGBM.TO) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

RGBM.TO is traded in CAD, while VT is traded in USD. To make them comparable, the VT values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, RGBM.TO achieves a 17.47% return, which is significantly higher than VT's 14.21% return.

RGBM.TO

• 1D: 0.70%
• 1M: 3.60%
• YTD: 17.47%
• 6M: 14.94%
• 1Y: 28.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

VT

• 1D: 0.00%
• 1M: 4.32%
• YTD: 14.21%
• 6M: 13.94%
• 1Y: 32.02%
• 3Y*: 22.49%
• 5Y*: 14.27%
• 10Y*: 13.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RGBM.TO vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025
RGBM.TO Return Stacked Global Balanced & Macro ETF	17.47%	-2.08%
VT Vanguard Total World Stock ETF	10.92%	12.84%

Correlation

The correlation between RGBM.TO and VT is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (All Time) Calculated using the full available price history since Feb 7, 2025	0.19

Return for Risk

RGBM.TO vs. VT — Risk / Return Rank

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

RGBM.TO

RGBM.TO Risk / Return Rank: 80
RGBM.TO Sharpe Ratio Rank: 82
RGBM.TO Sortino Ratio Rank: 85
RGBM.TO Omega Ratio Rank: 82
RGBM.TO Calmar Ratio Rank: 85
RGBM.TO Martin Ratio Rank: 66

VT

VT Risk / Return Rank: 60
VT Sharpe Ratio Rank: 60
VT Sortino Ratio Rank: 58
VT Omega Ratio Rank: 60
VT Calmar Ratio Rank: 55
VT Martin Ratio Rank: 66

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.

RGBM.TO vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked Global Balanced & Macro ETF (RGBM.TO) 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.

	RGBM.TO	VT	Difference
Sharpe ratio: Return per unit of total volatility	2.63	2.66	-0.03
Sortino ratio: Return per unit of downside risk	3.75	3.66	+0.09
Omega ratio: Gain probability vs. loss probability	1.49	1.51	-0.03
Calmar ratio: Return relative to maximum drawdown	4.58	4.01	+0.57
Martin ratio: Return relative to average drawdown	11.83	16.29	-4.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RGBM.TO vs. VT - Sharpe Ratio Comparison

The current RGBM.TO Sharpe Ratio is 2.63, which is comparable to the VT Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of RGBM.TO 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.

Sharpe Ratios by Period

	RGBM.TO	VT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	2.66	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.06	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.92	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.87	0.91	-0.04

Drawdowns

RGBM.TO vs. VT - Drawdown Comparison

The maximum RGBM.TO drawdown since its inception was -15.89%, smaller than the maximum VT drawdown of -28.07%. Use the drawdown chart below to compare losses from any high point for RGBM.TO and VT.

Drawdown Indicators

	RGBM.TO	VT	Difference
Max Drawdown Largest peak-to-trough decline	-15.89%	-28.07%	+12.18%
Max Drawdown (1Y) Largest decline over 1 year	-6.19%	-8.03%	+1.84%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.40%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-21.17%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-28.07%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-4.88%	-3.54%	-1.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.39%	1.97%	+0.42%

Volatility

RGBM.TO vs. VT - Volatility Comparison

The current volatility for Return Stacked Global Balanced & Macro ETF (RGBM.TO) is 2.63%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.07%. This indicates that RGBM.TO 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.

Volatility by Period

	RGBM.TO	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.63%	3.07%	-0.44%
Volatility (6M) Calculated over the trailing 6-month period	6.95%	9.73%	-2.78%
Volatility (1Y) Calculated over the trailing 1-year period	10.76%	12.11%	-1.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.89%	13.57%	-0.68%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.89%	14.95%	-2.06%

RGBM.TO vs. VT - Expense Ratio Comparison

RGBM.TO has a 0.85% expense ratio, which is higher than VT's 0.06% expense ratio.

Dividends

RGBM.TO vs. VT - Dividend Comparison

RGBM.TO has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.64%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RGBM.TO Return Stacked Global Balanced & Macro ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VT Vanguard Total World Stock ETF	1.64%	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

Can I hold both RGBM.TO and VT in my portfolio?

RGBM.TO and VT have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, RGBM.TO or VT?

On fees, VT is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, RGBM.TO or VT?

VT is cheaper with a 0.06% expense ratio, compared with 0.85% for RGBM.TO.

What is the main difference between RGBM.TO and VT?

RGBM.TO is categorized as Multistrategy, while VT is Global Equities. They also come from different issuers: Return Stacked and Vanguard. Their fees differ too: 0.85% for RGBM.TO and 0.06% for VT.