TWD=X vs. VT
TWD=X (USD/TWD) is a currency, while VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index. Over the past 10 years, TWD=X returned 0.27%/yr vs 12.69%/yr for VT. Their -0.03 correlation means they have often moved in opposite directions in the past.
Performance
TWD=X vs. VT - Performance Comparison
Loading charts...
Different Trading Currencies
TWD=X is traded in TWD, while VT is traded in USD. To make them comparable, the VT values have been converted to TWD using the latest available exchange rates.
Returns By Period
In the year-to-date period, TWD=X achieves a 3.07% return, which is significantly lower than VT's 14.57% return. Over the past 10 years, TWD=X has underperformed VT with an annualized return of 0.27%, while VT has yielded a comparatively higher 12.69% annualized return.
TWD=X
- 1D
- -0.30%
- 1M
- 1.13%
- 6M
- 2.18%
- YTD
- 3.07%
- 1Y
- 8.29%
- 3Y*
- 0.75%
- 5Y*
- 2.96%
- 10Y*
- 0.27%
- ALL TIME*
- -0.14%
VT
- 1D
- -0.04%
- 1M
- 0.93%
- 6M
- 10.15%
- YTD
- 14.57%
- 1Y
- 33.74%
- 3Y*
- 19.08%
- 5Y*
- 13.85%
- 10Y*
- 12.69%
- ALL TIME*
- 9.18%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
TWD=X USD/TWD | NT$1.54K | NT$170.32K | NT$207.97K |
| NT$13.74B | NT$11.92B | NT$15.29B |
TWD=X vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TWD=X USD/TWD | 3.07% | -4.60% | 8.26% | -0.92% | 10.82% | -1.14% | -6.27% | -2.06% | 3.36% | -8.82% |
VT Vanguard Total World Stock ETF | 14.57% | 16.80% | 26.11% | 20.90% | -9.14% | 16.92% | 9.28% | 24.20% | -6.74% | 13.51% |
Correlation
The correlation between TWD=X and VT is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.20 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.06 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.05 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2008 | -0.03 |
The correlation between TWD=X and VT shifts across timeframes, from -0.20 (1 year) to 0.02 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TWD=X vs. VT — Risk / Return Rank
TWD=X
VT
TWD=X vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD/TWD (TWD=X) 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.
| TWD=X | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.47 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 4.27 | -1.72 |
| Martin ratioReturn relative to average drawdown | 6.27 | 19.54 | -13.27 |
Loading charts...
Drawdowns
TWD=X vs. VT - Drawdown Comparison
The maximum TWD=X drawdown since its inception was -22.11%, smaller than the maximum VT drawdown of -43.25%. Use the drawdown chart below to compare losses from any high point for TWD=X and VT.
Loading charts...
Drawdown Indicators
| TWD=X | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.11% | -43.25% | +21.14% |
Max Drawdown (1Y)Largest decline over 1 year | -2.51% | -7.49% | +4.98% |
Max Drawdown (3Y)Largest decline over 3 years | -14.80% | -16.84% | +2.04% |
Max Drawdown (5Y)Largest decline over 5 years | -14.80% | -17.42% | +2.62% |
Max Drawdown (10Y)Largest decline over 10 years | -15.28% | -34.57% | +19.29% |
Current DrawdownCurrent decline from peak | -8.27% | -0.57% | -7.70% |
Average DrawdownAverage peak-to-trough decline | -12.46% | -5.09% | -7.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 1.64% | -0.60% |
Volatility
TWD=X vs. VT - Volatility Comparison
The current volatility for USD/TWD (TWD=X) is 0.89%, while Vanguard Total World Stock ETF (VT) has a volatility of 4.15%. This indicates that TWD=X 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.
Loading charts...
Volatility by Period
| TWD=X | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.89% | 4.15% | -3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 2.78% | 10.29% | -7.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.68% | 12.52% | -7.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.15% | 15.29% | -8.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.25% | 16.19% | -9.94% |
Frequently Asked Questions
TWD=X and VT have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VT has higher volatility (4.15%) compared to TWD=X (0.89%). In terms of maximum drawdown, TWD=X dropped -22.11% vs VT's -43.25%.
VT currently has the higher Sharpe Ratio (2.55 vs 1.37), 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.
Find the right allocation for TWD=X and VT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer