TSRYY vs. VT
TSRYY (Treasury Wine Estates Ltd PK) is a stock, while VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index. Over the past 10 years, TSRYY returned -4.04%/yr vs 12.38%/yr for VT. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
TSRYY vs. VT - Performance Comparison
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Returns By Period
In the year-to-date period, TSRYY achieves a 4.66% return, which is significantly lower than VT's 12.40% return. Over the past 10 years, TSRYY has underperformed VT with an annualized return of -4.04%, while VT has yielded a comparatively higher 12.38% annualized return.
TSRYY
- 1D
- 5.79%
- 1M
- 17.09%
- 6M
- -0.60%
- YTD
- 4.66%
- 1Y
- -24.10%
- 3Y*
- -20.17%
- 5Y*
- -14.03%
- 10Y*
- -4.04%
- ALL TIME*
- 2.44%
VT
- 1D
- 1.12%
- 1M
- 0.92%
- 6M
- 8.48%
- YTD
- 12.40%
- 1Y
- 24.89%
- 3Y*
- 19.46%
- 5Y*
- 10.72%
- 10Y*
- 12.38%
- ALL TIME*
- 8.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $99.69K | $95.59K | $122.41K | |
| $432.10M | $371.73M | $483.41M |
TSRYY vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TSRYY Treasury Wine Estates Ltd PK | 4.66% | -49.10% | 0.29% | -18.38% | 4.48% | 25.84% | -33.85% | 10.52% | -15.01% | 69.09% |
VT Vanguard Total World Stock ETF | 12.40% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Correlation
The correlation between TSRYY and VT is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.40 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 16, 2011 | 0.37 |
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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.
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.
| TSRYY | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -3.07 | ||
| Omega ratioGain probability vs. loss probability | 0.93 | 1.32 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | 2.58 | -3.01 |
| Martin ratioReturn relative to average drawdown | -0.72 | 10.76 | -11.48 |
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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 | -56.95% | -9.67% | -47.28% |
Max Drawdown (3Y)Largest decline over 3 years | -72.13% | -16.51% | -55.62% |
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 | -69.95% | -0.73% | -69.22% |
Average DrawdownAverage peak-to-trough decline | -28.48% | -6.97% | -21.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.65% | 2.32% | +31.33% |
Volatility
TSRYY vs. VT - Volatility Comparison
Treasury Wine Estates Ltd PK (TSRYY) has a higher volatility of 10.93% compared to Vanguard Total World Stock ETF (VT) at 4.14%. 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 | 10.93% | 4.14% | +6.79% |
Volatility (6M)Calculated over the trailing 6-month period | 35.46% | 11.69% | +23.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.14% | 13.96% | +32.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.16% | 16.23% | +16.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.84% | 17.19% | +17.65% |
Dividends
TSRYY vs. VT - Dividend Comparison
TSRYY's dividend yield for the trailing twelve months is around 3.62%, more than VT's 1.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSRYY Treasury Wine Estates Ltd PK | 3.62% | 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 | 1.58% | 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
TSRYY and VT have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSRYY has higher volatility (10.93%) compared to VT (4.14%). In terms of maximum drawdown, TSRYY dropped -81.23% vs VT's -50.27%.
VT currently has the higher Sharpe Ratio (1.80 vs -0.53), 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.
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