TRTY vs. VT

Last updated Jun 4, 2026

TRTY (Cambria Trinity ETF) and VT (Vanguard Total World Stock ETF) are both exchange-traded funds - TRTY is a Tactical Allocation fund tracking the Cambria Trinity Index, while VT is a Global Equities fund tracking the FTSE Global All Cap Index. Both are passively managed. Over the past 5 years, TRTY returned 5.91%/yr vs 10.99%/yr for VT. A 0.67 correlation means they provide meaningful diversification when combined. TRTY charges 0.44%/yr vs 0.06%/yr for VT.

Performance

TRTY vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cambria Trinity ETF (TRTY) 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, TRTY achieves a 10.10% return, which is significantly lower than VT's 12.24% return.

TRTY

• 1D: -0.42%
• 1M: 0.96%
• YTD: 10.10%
• 6M: 11.29%
• 1Y: 23.79%
• 3Y*: 11.86%
• 5Y*: 5.91%
• 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)

TRTY vs. VT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TRTY Cambria Trinity ETF	10.10%	16.35%	3.89%	3.97%	-3.30%	15.73%	1.68%	8.36%	-5.74%
VT Vanguard Total World Stock ETF	12.24%	22.43%	16.49%	22.02%	-18.00%	18.27%	16.59%	26.81%	-11.77%

Correlation

The correlation between TRTY and VT is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.70
Correlation (All Time) Calculated using the full available price history since Sep 13, 2018	0.67

The correlation between TRTY and VT shifts across timeframes, from 0.67 (all time) to 0.79 (1 year), reflecting how their relationship changes across market environments.

TRTY vs. VT - Sectors Allocation Comparison

Sectors	TRTY	VT
Energy	18.2%	4.3%
Financial Services	15.8%	15.9%
Industrials	13.4%	12.0%
Basic Materials	11.1%	4.2%
Real Estate	8.7%	2.4%
Consumer Cyclical	7.9%	9.5%
Technology	7.7%	27.8%
Utilities	6.9%	2.7%
Communication Services	3.9%	8.3%
Consumer Defensive	3.8%	4.8%
Healthcare	2.6%	8.1%

Return for Risk

TRTY vs. VT — Risk / Return Rank

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

TRTY

TRTY Risk / Return Rank: 79
TRTY Sharpe Ratio Rank: 76
TRTY Sortino Ratio Rank: 68
TRTY Omega Ratio Rank: 83
TRTY Calmar Ratio Rank: 82
TRTY Martin Ratio Rank: 85

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.

TRTY vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cambria Trinity ETF (TRTY) 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.

	TRTY	VT	Difference
Sharpe ratio Return per unit of total volatility	2.50	2.31	+0.19
Sortino ratio Return per unit of downside risk	3.17	3.20	-0.03
Omega ratio Gain probability vs. loss probability	1.50	1.42	+0.09
Calmar ratio Return relative to maximum drawdown	4.35	3.04	+1.32
Martin ratio Return relative to average drawdown	17.99	13.53	+4.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRTY vs. VT - Sharpe Ratio Comparison

The current TRTY Sharpe Ratio is 2.50, which is comparable to the VT Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of TRTY 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

	TRTY	VT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.50	2.31	+0.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.56	0.69	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.74	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.61	0.44	+0.18

Drawdowns

TRTY vs. VT - Drawdown Comparison

The maximum TRTY drawdown since its inception was -22.35%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for TRTY and VT.

Drawdown Indicators

	TRTY	VT	Difference
Max Drawdown Largest peak-to-trough decline	-22.35%	-50.27%	+27.92%
Max Drawdown (1Y) Largest decline over 1 year	-5.49%	-9.67%	+4.18%
Max Drawdown (3Y) Largest decline over 3 years	-9.25%	-16.51%	+7.26%
Max Drawdown (5Y) Largest decline over 5 years	-13.72%	-26.38%	+12.66%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.24%	—
Current Drawdown Current decline from peak	-0.62%	-0.88%	+0.26%
Average Drawdown Average peak-to-trough decline	-4.17%	-7.02%	+2.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.33%	2.17%	-0.84%

Volatility

TRTY vs. VT - Volatility Comparison

The current volatility for Cambria Trinity ETF (TRTY) is 2.35%, while Vanguard Total World Stock ETF (VT) has a volatility of 3.83%. This indicates that TRTY 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

	TRTY	VT	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.35%	3.83%	-1.48%
Volatility (6M) Calculated over the trailing 6-month period	8.25%	10.17%	-1.92%
Volatility (1Y) Calculated over the trailing 1-year period	9.54%	12.70%	-3.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	10.62%	16.05%	-5.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	10.41%	17.23%	-6.82%

TRTY vs. VT - Expense Ratio Comparison

TRTY has a 0.44% expense ratio, which is higher than VT's 0.06% expense ratio.

Dividends

TRTY vs. VT - Dividend Comparison

TRTY's dividend yield for the trailing twelve months is around 3.01%, more than VT's 1.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TRTY Cambria Trinity ETF	3.01%	2.86%	3.55%	3.24%	5.17%	4.52%	1.99%	2.64%	1.07%	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 TRTY and VT in my portfolio?

TRTY and VT have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TRTY or VT?

VT has higher volatility (3.83%) compared to TRTY (2.35%). In terms of maximum drawdown, TRTY dropped -22.35% vs VT's -50.27%.

Which ETF is better, TRTY or VT?

On 5-year performance, VT leads with 10.99% vs 5.91% for TRTY. On fees, VT is cheaper at 0.06% per year. On volatility, TRTY has been the lower-risk option at 2.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TRTY or VT?

Over the 5-year period, VT has performed better with a 10.99% return vs 5.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TRTY or VT?

VT is cheaper with a 0.06% expense ratio, compared with 0.44% for TRTY.

Which ETF pays a higher dividend yield, TRTY or VT?

TRTY has the higher dividend yield at 3.01%, compared with 1.59% for VT.

What is the main difference between TRTY and VT?

TRTY is categorized as Tactical Allocation, while VT is Global Equities. TRTY tracks Cambria Trinity Index, while VT tracks FTSE Global All Cap Index. They also come from different issuers: Cambria and Vanguard. Their fees differ too: 0.44% for TRTY and 0.06% for VT.

Which has better risk-adjusted returns?

TRTY currently has the higher Sharpe Ratio (2.50 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.