VGUS vs. XOM
VGUS (Vanguard Ultra-Short Treasury ETF) is Ultrashort Bond fund tracking the Bloomberg Short Treasury Index, while XOM (Exxon Mobil Corporation) is a stock. Over the past year, VGUS returned 3.85% vs 29.04% for XOM. At a correlation of -0.05, they often move in opposite directions.
Performance
VGUS vs. XOM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VGUS achieves a 1.61% return, which is significantly lower than XOM's 17.68% return.
VGUS
- 1D
- 0.01%
- 1M
- 0.20%
- YTD
- 1.61%
- 6M
- 1.69%
- 1Y
- 3.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XOM
- 1D
- 0.91%
- 1M
- -9.81%
- YTD
- 17.68%
- 6M
- 18.59%
- 1Y
- 29.04%
- 3Y*
- 14.69%
- 5Y*
- 21.08%
- 10Y*
- 9.21%
VGUS vs. XOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VGUS Vanguard Ultra-Short Treasury ETF | 1.61% | 3.78% |
XOM Exxon Mobil Corporation | 17.68% | 12.42% |
Correlation
The correlation between VGUS and XOM is -0.05, 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 | -0.05 |
Correlation (All Time) Calculated using the full available price history since Feb 11, 2025 | -0.05 |
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
VGUS vs. XOM — Risk / Return Rank
VGUS
XOM
VGUS vs. XOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Ultra-Short Treasury ETF (VGUS) and Exxon Mobil Corporation (XOM). 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.
| VGUS | XOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +10.66 | ||
| Sortino ratioReturn per unit of downside risk | +32.43 | ||
| Omega ratioGain probability vs. loss probability | 10.49 | 1.21 | +9.28 |
| Calmar ratioReturn relative to maximum drawdown | 53.13 | 1.53 | +51.60 |
| Martin ratioReturn relative to average drawdown | 402.18 | 4.55 | +397.64 |
Loading charts...
Drawdowns
VGUS vs. XOM - Drawdown Comparison
The maximum VGUS drawdown since its inception was -0.07%, smaller than the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for VGUS and XOM.
Loading charts...
Drawdown Indicators
| VGUS | XOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.07% | -62.40% | +62.33% |
Max Drawdown (1Y)Largest decline over 1 year | -0.07% | -19.08% | +19.01% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.08% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.51% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -61.34% | — |
Current DrawdownCurrent decline from peak | 0.00% | -17.96% | +17.96% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -10.21% | +10.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 6.42% | -6.41% |
Volatility
VGUS vs. XOM - Volatility Comparison
The current volatility for Vanguard Ultra-Short Treasury ETF (VGUS) is 0.11%, while Exxon Mobil Corporation (XOM) has a volatility of 8.03%. This indicates that VGUS experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VGUS | XOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.11% | 8.03% | -7.92% |
Volatility (6M)Calculated over the trailing 6-month period | 0.18% | 20.78% | -20.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.33% | 24.86% | -24.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.34% | 26.70% | -26.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.34% | 28.24% | -27.90% |
Dividends
VGUS vs. XOM - Dividend Comparison
VGUS's dividend yield for the trailing twelve months is around 3.60%, more than XOM's 2.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VGUS Vanguard Ultra-Short Treasury ETF | 3.60% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XOM Exxon Mobil Corporation | 2.92% | 3.32% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% |
Frequently Asked Questions
VGUS and XOM have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XOM has higher volatility (8.03%) compared to VGUS (0.11%). In terms of maximum drawdown, VGUS dropped -0.07% vs XOM's -62.40%.
VGUS currently has the higher Sharpe Ratio (11.84 vs 1.18), 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 VGUS and XOM
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