TWDUSD=X vs. VT
TWDUSD=X (TWD/USD) 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, TWDUSD=X returned 0.21%/yr vs 13.25%/yr for VT. At a 0.29 correlation, their price movements are largely independent.
Performance
TWDUSD=X vs. VT - Performance Comparison
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Returns By Period
In the year-to-date period, TWDUSD=X achieves a -1.49% return, which is significantly lower than VT's 10.43% return. Over the past 10 years, TWDUSD=X has underperformed VT with an annualized return of 0.21%, while VT has yielded a comparatively higher 13.25% annualized return.
TWDUSD=X
- 1D
- 0.07%
- 1M
- -1.15%
- YTD
- -1.49%
- 6M
- -0.89%
- 1Y
- -8.00%
- 3Y*
- -0.85%
- 5Y*
- -2.63%
- 10Y*
- 0.21%
VT
- 1D
- 0.38%
- 1M
- -1.25%
- YTD
- 10.43%
- 6M
- 9.42%
- 1Y
- 24.79%
- 3Y*
- 20.08%
- 5Y*
- 10.49%
- 10Y*
- 13.25%
TWDUSD=X vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TWDUSD=X TWD/USD | -1.49% | 4.63% | -6.51% | -0.14% | -9.57% | 1.47% | 6.35% | 2.23% | -2.82% | 9.32% |
VT Vanguard Total World Stock ETF | 10.43% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Correlation
The correlation between TWDUSD=X and VT is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2008 | 0.29 |
The correlation between TWDUSD=X and VT shifts across timeframes, from 0.29 (all time) to 0.43 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
TWDUSD=X vs. VT — Risk / Return Rank
TWDUSD=X
VT
TWDUSD=X vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TWD/USD (TWDUSD=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.
| TWDUSD=X | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.09 | ||
| Sortino ratioReturn per unit of downside risk | -4.28 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.34 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | 2.57 | -3.23 |
| Martin ratioReturn relative to average drawdown | -0.92 | 11.09 | -12.01 |
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Drawdowns
TWDUSD=X vs. VT - Drawdown Comparison
The maximum TWDUSD=X drawdown since its inception was -17.28%, smaller than the maximum VT drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for TWDUSD=X and VT.
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Drawdown Indicators
| TWDUSD=X | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -17.28% | -50.27% | +32.99% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -9.67% | -0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -9.90% | -16.51% | +6.61% |
Max Drawdown (5Y)Largest decline over 5 years | -17.28% | -26.38% | +9.10% |
Max Drawdown (10Y)Largest decline over 10 years | -17.28% | -34.24% | +16.96% |
Current DrawdownCurrent decline from peak | -13.60% | -2.47% | -11.13% |
Average DrawdownAverage peak-to-trough decline | -6.88% | -7.00% | +0.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 2.24% | +1.95% |
Volatility
TWDUSD=X vs. VT - Volatility Comparison
The current volatility for TWD/USD (TWDUSD=X) is 1.11%, while Vanguard Total World Stock ETF (VT) has a volatility of 5.53%. This indicates that TWDUSD=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.
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Volatility by Period
| TWDUSD=X | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.11% | 5.53% | -4.42% |
Volatility (6M)Calculated over the trailing 6-month period | 3.26% | 11.28% | -8.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.24% | 13.51% | -8.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.21% | 16.19% | -9.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.56% | 17.19% | -11.63% |
Frequently Asked Questions
TWDUSD=X and VT have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VT has higher volatility (5.53%) compared to TWDUSD=X (1.11%). In terms of maximum drawdown, TWDUSD=X dropped -17.28% vs VT's -50.27%.
VT currently has the higher Sharpe Ratio (1.84 vs -1.25), 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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