TTWO vs. VGWD.DE
TTWO (Take-Two Interactive Software, Inc.) is a stock, while VGWD.DE (Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing) is Dividend fund tracking the FTSE All-World High Dividend Yield Index. Over the past 5 years, TTWO returned 2.58%/yr vs 10.72%/yr for VGWD.DE. At a 0.19 correlation, their price movements are largely independent.
Performance
TTWO vs. VGWD.DE - Performance Comparison
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Different Trading Currencies
TTWO is traded in USD, while VGWD.DE is traded in EUR. To make them comparable, the VGWD.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, TTWO achieves a -17.29% return, which is significantly lower than VGWD.DE's 12.23% return.
TTWO
- 1D
- -0.16%
- 1M
- -12.65%
- YTD
- -17.29%
- 6M
- -12.31%
- 1Y
- -8.03%
- 3Y*
- 15.77%
- 5Y*
- 2.58%
- 10Y*
- 18.63%
VGWD.DE
- 1D
- 1.48%
- 1M
- 2.64%
- YTD
- 12.23%
- 6M
- 13.76%
- 1Y
- 26.74%
- 3Y*
- 18.59%
- 5Y*
- 10.72%
- 10Y*
- —
TTWO vs. VGWD.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTWO Take-Two Interactive Software, Inc. | -17.29% | 39.09% | 14.37% | 54.57% | -41.41% | -14.47% | 69.72% | 18.93% | -6.23% | 4.68% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 12.23% | 27.76% | 9.13% | 10.68% | -5.43% | 17.81% | -0.77% | 22.39% | -12.36% | 4.33% |
Correlation
The correlation between TTWO and VGWD.DE is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2017 | 0.19 |
The correlation between TTWO and VGWD.DE shifts across timeframes, from 0.07 (1 year) to 0.23 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
TTWO vs. VGWD.DE — Risk / Return Rank
TTWO
VGWD.DE
TTWO vs. VGWD.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Take-Two Interactive Software, Inc. (TTWO) and Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE). 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.
| TTWO | VGWD.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.83 | ||
| Sortino ratioReturn per unit of downside risk | -3.78 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.45 | -0.48 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 3.45 | -3.80 |
| Martin ratioReturn relative to average drawdown | -0.76 | 12.28 | -13.03 |
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Drawdowns
TTWO vs. VGWD.DE - Drawdown Comparison
The maximum TTWO drawdown since its inception was -80.85%, which is greater than VGWD.DE's maximum drawdown of -36.70%. Use the drawdown chart below to compare losses from any high point for TTWO and VGWD.DE.
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Drawdown Indicators
| TTWO | VGWD.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.85% | -36.70% | -44.15% |
Max Drawdown (1Y)Largest decline over 1 year | -27.68% | -7.72% | -19.96% |
Max Drawdown (3Y)Largest decline over 3 years | -27.68% | -13.67% | -14.01% |
Max Drawdown (5Y)Largest decline over 5 years | -51.50% | -20.94% | -30.56% |
Max Drawdown (10Y)Largest decline over 10 years | -56.14% | — | — |
Current DrawdownCurrent decline from peak | -19.27% | 0.00% | -19.27% |
Average DrawdownAverage peak-to-trough decline | -27.79% | -5.83% | -21.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.81% | 2.17% | +10.64% |
Volatility
TTWO vs. VGWD.DE - Volatility Comparison
Take-Two Interactive Software, Inc. (TTWO) has a higher volatility of 10.33% compared to Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing (VGWD.DE) at 3.03%. This indicates that TTWO's price experiences larger fluctuations and is considered to be riskier than VGWD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTWO | VGWD.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.33% | 3.03% | +7.30% |
Volatility (6M)Calculated over the trailing 6-month period | 23.93% | 8.47% | +15.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.37% | 10.65% | +18.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.30% | 13.35% | +18.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.03% | 15.34% | +18.69% |
Dividends
TTWO vs. VGWD.DE - Dividend Comparison
TTWO has not paid dividends to shareholders, while VGWD.DE's dividend yield for the trailing twelve months is around 2.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
TTWO Take-Two Interactive Software, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGWD.DE Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.46% | 2.84% | 3.05% | 3.40% | 3.78% | 3.02% | 3.08% | 3.21% | 3.70% | 0.58% |
Frequently Asked Questions
TTWO and VGWD.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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