TSRYY vs. VT
Compare and contrast key facts about Treasury Wine Estates Ltd PK (TSRYY) and Vanguard Total World Stock ETF (VT).
VT is a passively managed fund by Vanguard that tracks the performance of the FTSE Global All Cap Index. It was launched on Jun 24, 2008.
Performance
TSRYY vs. VT - Performance Comparison
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TSRYY vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSRYY Treasury Wine Estates Ltd PK | -26.53% | -49.10% | 0.29% | -18.38% | 4.48% | 25.84% | -33.85% | 10.52% | -15.01% | 69.09% |
VT Vanguard Total World Stock ETF | -1.71% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Returns By Period
In the year-to-date period, TSRYY achieves a -26.53% return, which is significantly lower than VT's -1.71% return. Over the past 10 years, TSRYY has underperformed VT with an annualized return of -7.60%, while VT has yielded a comparatively higher 11.53% annualized return.
TSRYY
- 1D
- 5.83%
- 1M
- -20.38%
- YTD
- -26.53%
- 6M
- -45.14%
- 1Y
- -57.14%
- 3Y*
- -31.78%
- 5Y*
- -18.16%
- 10Y*
- -7.60%
VT
- 1D
- 3.08%
- 1M
- -6.22%
- YTD
- -1.71%
- 6M
- 1.42%
- 1Y
- 21.53%
- 3Y*
- 16.86%
- 5Y*
- 9.22%
- 10Y*
- 11.53%
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Return for Risk
TSRYY vs. VT — Risk / Return Rank
TSRYY
VT
TSRYY vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Treasury Wine Estates Ltd PK (TSRYY) 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.
| TSRYY | VT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.44 | 1.25 | -2.70 |
Sortino ratioReturn per unit of downside risk | -2.36 | 1.84 | -4.21 |
Omega ratioGain probability vs. loss probability | 0.69 | 1.27 | -0.58 |
Calmar ratioReturn relative to maximum drawdown | -0.92 | 1.83 | -2.75 |
Martin ratioReturn relative to average drawdown | -1.81 | 8.51 | -10.32 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TSRYY | VT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.44 | 1.25 | -2.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.59 | 0.58 | -1.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.23 | 0.67 | -0.90 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.01 | 0.40 | -0.41 |
Correlation
The correlation between TSRYY and VT is 0.36, 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.
Dividends
TSRYY vs. VT - Dividend Comparison
TSRYY's dividend yield for the trailing twelve months is around 5.16%, more than VT's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSRYY Treasury Wine Estates Ltd PK | 5.16% | 7.43% | 3.34% | 3.25% | 2.38% | 2.20% | 2.39% | 2.04% | 1.90% | 1.91% | 5.07% | 3.47% |
VT Vanguard Total World Stock ETF | 1.82% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
Drawdowns
TSRYY vs. VT - Drawdown Comparison
The maximum TSRYY drawdown since its inception was -81.23%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for TSRYY and VT.
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Drawdown Indicators
| TSRYY | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.23% | -50.27% | -30.96% |
Max Drawdown (1Y)Largest decline over 1 year | -61.93% | -11.84% | -50.09% |
Max Drawdown (5Y)Largest decline over 5 years | -76.16% | -26.38% | -49.78% |
Max Drawdown (10Y)Largest decline over 10 years | -81.23% | -34.24% | -46.99% |
Current DrawdownCurrent decline from peak | -78.91% | -6.89% | -72.02% |
Average DrawdownAverage peak-to-trough decline | -27.44% | -7.08% | -20.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.92% | 2.55% | +29.37% |
Volatility
TSRYY vs. VT - Volatility Comparison
Treasury Wine Estates Ltd PK (TSRYY) has a higher volatility of 14.20% compared to Vanguard Total World Stock ETF (VT) at 6.33%. This indicates that TSRYY's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TSRYY | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.20% | 6.33% | +7.87% |
Volatility (6M)Calculated over the trailing 6-month period | 33.66% | 9.95% | +23.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.90% | 17.24% | +22.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.91% | 15.98% | +14.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.78% | 17.20% | +16.58% |