VT vs. GC=F

Last updated Jun 9, 2026

VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index, while GC=F (Gold Futures) is an asset. At a correlation of -0.05, they often move in opposite directions.

Performance

VT vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) and Gold Futures (GC=F). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

VT

• 1D: 0.52%
• 1M: -0.45%
• YTD: 9.77%
• 6M: 10.59%
• 1Y: 25.47%
• 3Y*: 19.82%
• 5Y*: 10.54%
• 10Y*: 12.61%

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VT vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VT Vanguard Total World Stock ETF	9.77%	22.43%	16.49%	22.02%	-14.07%
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	5.91%

Correlation

The correlation between VT and GC=F 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 (All Time) Calculated using the full available price history since Feb 1, 2022	-0.05

Return for Risk

VT vs. GC=F — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VT

VT Risk / Return Rank: 65
VT Sharpe Ratio Rank: 65
VT Sortino Ratio Rank: 64
VT Omega Ratio Rank: 66
VT Calmar Ratio Rank: 59
VT Martin Ratio Rank: 69

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VT vs. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and Gold Futures (GC=F). 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.

	VT	GC=F	Difference
Sharpe ratio: Return per unit of total volatility	1.96	—	—
Sortino ratio: Return per unit of downside risk	2.68	—	—
Omega ratio: Gain probability vs. loss probability	1.36	—	—
Calmar ratio: Return relative to maximum drawdown	2.64	—	—
Martin ratio: Return relative to average drawdown	11.68	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	VT	GC=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.96	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.66	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	—	—

Drawdowns

Drawdown Indicators

	VT	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-50.27%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-9.67%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.51%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-26.38%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-34.24%	—	—
Current Drawdown Current decline from peak	-3.06%	—	—
Average Drawdown Average peak-to-trough decline	-7.02%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.19%	—	—

Volatility

Volatility by Period

	VT	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.55%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.67%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.10%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.10%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.26%	—	—

Frequently Asked Questions

Can I hold both VT and GC=F in my portfolio?

VT and GC=F 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.