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TGLB vs. VT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TGLB vs. VT - Performance Comparison

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

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Returns By Period

In the year-to-date period, TGLB achieves a 8.78% return, which is significantly lower than VT's 10.43% return.


TGLB

1D
0.09%
1M
-1.24%
YTD
8.78%
6M
7.27%
1Y
13.13%
3Y*
5Y*
10Y*

VT

1D
0.38%
1M
-1.25%
YTD
10.43%
6M
9.42%
1Y
24.79%
3Y*
20.08%
5Y*
10.49%
10Y*
13.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TGLB vs. VT - Yearly Performance Comparison


2026 (YTD)2025
TGLB
T. Rowe Price Global Equity ETF
8.78%3.99%
VT
Vanguard Total World Stock ETF
10.43%13.00%

Correlation

The correlation between TGLB and VT is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 26, 2025

0.92

TGLB vs. VT - Sectors Allocation Comparison


Sectors
TGLB
VT

Technology

34.5%
31.1%

Financial Services

17.4%
15.2%

Communication Services

11.8%
8.0%

Industrials

9.0%
11.4%

Healthcare

7.8%
7.9%

Consumer Cyclical

7.7%
9.3%

Basic Materials

6.1%
4.1%

Utilities

2.6%
2.4%

Energy

2.0%
3.8%

Consumer Defensive

1.1%
4.5%

Real Estate

-

2.3%

Technology

TGLB
34.5%
VT
31.1%

Financial Services

TGLB
17.4%
VT
15.2%

Communication Services

TGLB
11.8%
VT
8.0%

Industrials

TGLB
9.0%
VT
11.4%

Healthcare

TGLB
7.8%
VT
7.9%

Consumer Cyclical

TGLB
7.7%
VT
9.3%

Basic Materials

TGLB
6.1%
VT
4.1%

Utilities

TGLB
2.6%
VT
2.4%

Energy

TGLB
2.0%
VT
3.8%

Consumer Defensive

TGLB
1.1%
VT
4.5%

Real Estate

TGLB

-

VT
2.3%

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Return for Risk

TGLB vs. VT — Risk / Return Rank

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

TGLB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


VT
VT Risk / Return Rank: 6565
Overall Rank
VT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VT Sortino Ratio Rank: 6464
Sortino Ratio Rank
VT Omega Ratio Rank: 6565
Omega Ratio Rank
VT Calmar Ratio Rank: 6161
Calmar Ratio Rank
VT Martin Ratio Rank: 6969
Martin Ratio Rank
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.

TGLB vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Global Equity ETF (TGLB) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


TGLBVTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.57

Martin ratioReturn relative to average drawdown

11.09

TGLB vs. VT - Sharpe Ratio Comparison


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Drawdowns

TGLB vs. VT - Drawdown Comparison

The maximum TGLB drawdown since its inception was -9.78%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for TGLB and VT.


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Drawdown Indicators


TGLBVTDifference

Max Drawdown

Largest peak-to-trough decline

-9.78%

-50.27%

+40.49%

Max Drawdown (1Y)

Largest decline over 1 year

-9.78%

-9.67%

-0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

Max Drawdown (5Y)

Largest decline over 5 years

-26.38%

Max Drawdown (10Y)

Largest decline over 10 years

-34.24%

Current Drawdown

Current decline from peak

-3.49%

-2.47%

-1.02%

Average Drawdown

Average peak-to-trough decline

-1.83%

-7.00%

+5.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

Volatility

TGLB vs. VT - Volatility Comparison


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Volatility by Period


TGLBVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

Volatility (6M)

Calculated over the trailing 6-month period

11.28%

Volatility (1Y)

Calculated over the trailing 1-year period

14.21%

13.51%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.21%

16.19%

-1.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.21%

17.19%

-2.98%

TGLB vs. VT - Expense Ratio Comparison

TGLB has a 0.46% expense ratio, which is higher than VT's 0.06% expense ratio.


Dividends

TGLB vs. VT - Dividend Comparison

TGLB's dividend yield for the trailing twelve months is around 0.18%, less than VT's 1.60% yield.


PositionTTM20252024202320222021202020192018201720162015
TGLB
T. Rowe Price Global Equity ETF
0.18%0.20%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
1.60%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


With a correlation of 0.92, TGLB and VT move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On 1-year performance, VT leads with 24.79% vs 13.13% for TGLB. 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.

Over the 1-year period, VT has performed better with a 24.79% return vs 13.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VT is cheaper with a 0.06% expense ratio, compared with 0.46% for TGLB.

VT has the higher dividend yield at 1.60%, compared with 0.18% for TGLB.

They also come from different issuers: T. Rowe Price and Vanguard. Their fees differ too: 0.46% for TGLB and 0.06% for VT.

Portfolio Optimizer

Find the right allocation for TGLB and VT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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