TIAIY vs. VT

Last updated Jun 4, 2026

TIAIY (Telecom Italia S.p.A) is a stock, while VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index. Over the past 5 years, TIAIY returned 10.20%/yr vs 10.99%/yr for VT. At a 0.19 correlation, their price movements are largely independent.

Performance

TIAIY vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Telecom Italia S.p.A (TIAIY) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TIAIY achieves a 21.07% return, which is significantly higher than VT's 12.24% return.

TIAIY

• 1D: 0.00%
• 1M: 0.00%
• YTD: 21.07%
• 6M: 34.70%
• 1Y: 91.97%
• 3Y*: 51.40%
• 5Y*: 10.20%
• 10Y*: —

VT

• 1D: -0.88%
• 1M: 4.91%
• YTD: 12.24%
• 6M: 13.14%
• 1Y: 29.24%
• 3Y*: 20.93%
• 5Y*: 10.99%
• 10Y*: 12.74%

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

TIAIY vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
TIAIY Telecom Italia S.p.A	21.07%	148.64%	-10.91%	51.03%	-53.66%	-1.54%	-11.71%	20.00%
VT Vanguard Total World Stock ETF	12.24%	22.43%	16.49%	22.02%	-18.00%	18.27%	16.59%	8.35%

Correlation

The correlation between TIAIY and VT is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (All Time) Calculated using the full available price history since Jul 9, 2019	0.19

The correlation between TIAIY and VT shifts across timeframes, from 0.01 (3 years) to 0.19 (all time), reflecting how their relationship changes across market environments.

Return for Risk

TIAIY vs. VT — Risk / Return Rank

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

TIAIY

TIAIY Risk / Return Rank: 96
TIAIY Sharpe Ratio Rank: 95
TIAIY Sortino Ratio Rank: 94
TIAIY Omega Ratio Rank: 98
TIAIY Calmar Ratio Rank: 96
TIAIY Martin Ratio Rank: 96

VT

VT Risk / Return Rank: 67
VT Sharpe Ratio Rank: 68
VT Sortino Ratio Rank: 68
VT Omega Ratio Rank: 67
VT Calmar Ratio Rank: 60
VT Martin Ratio Rank: 71

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.

TIAIY vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Telecom Italia S.p.A (TIAIY) 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.

	TIAIY	VT	Difference
Sharpe ratio: Return per unit of total volatility	3.05	2.31	+0.74
Sortino ratio: Return per unit of downside risk	3.96	3.20	+0.76
Omega ratio: Gain probability vs. loss probability	1.86	1.42	+0.44
Calmar ratio: Return relative to maximum drawdown	8.46	3.04	+5.42
Martin ratio: Return relative to average drawdown	22.78	13.53	+9.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TIAIY vs. VT - Sharpe Ratio Comparison

The current TIAIY Sharpe Ratio is 3.05, which is higher than the VT Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of TIAIY 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

	TIAIY	VT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.05	2.31	+0.74
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.22	0.69	-0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.23	0.44	-0.21

Drawdowns

TIAIY vs. VT - Drawdown Comparison

The maximum TIAIY drawdown since its inception was -71.86%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for TIAIY and VT.

Drawdown Indicators

	TIAIY	VT	Difference
Max Drawdown Largest peak-to-trough decline	-71.86%	-50.27%	-21.59%
Max Drawdown (1Y) Largest decline over 1 year	-10.99%	-9.67%	-1.32%
Max Drawdown (3Y) Largest decline over 3 years	-32.05%	-16.51%	-15.54%
Max Drawdown (5Y) Largest decline over 5 years	-71.86%	-26.38%	-45.48%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.24%	—
Current Drawdown Current decline from peak	-2.43%	-0.88%	-1.55%
Average Drawdown Average peak-to-trough decline	-31.42%	-7.02%	-24.40%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.06%	2.17%	+1.89%

Volatility

TIAIY vs. VT - Volatility Comparison

The current volatility for Telecom Italia S.p.A (TIAIY) is 0.00%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.83%. This indicates that TIAIY 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

	TIAIY	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	3.83%	-3.83%
Volatility (6M) Calculated over the trailing 6-month period	22.47%	10.17%	+12.30%
Volatility (1Y) Calculated over the trailing 1-year period	30.47%	12.70%	+17.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.98%	16.05%	+30.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.09%	17.23%	+27.86%

Dividends

TIAIY vs. VT - Dividend Comparison

TIAIY has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.59%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TIAIY Telecom Italia S.p.A	0.00%	0.00%	0.00%	0.00%	0.00%	6.90%	4.39%	0.00%	0.00%	0.00%	0.00%	0.00%
VT Vanguard Total World Stock ETF	1.59%	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 TIAIY and VT in my portfolio?

TIAIY and VT have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TIAIY or VT?

VT has higher volatility (3.83%) compared to TIAIY (0.00%). In terms of maximum drawdown, TIAIY dropped -71.86% vs VT's -50.27%.

Which has better risk-adjusted returns?

TIAIY currently has the higher Sharpe Ratio (3.05 vs 2.31), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.