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VT vs. ISHG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VT vs. ISHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) and iShares 1-3 Year International Treasury Bond ETF (ISHG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VT achieves a 11.06% return, which is significantly higher than ISHG's -0.18% return. Over the past 10 years, VT has outperformed ISHG with an annualized return of 12.93%, while ISHG has yielded a comparatively lower -0.14% annualized return.


VT

1D
0.44%
1M
1.80%
YTD
11.06%
6M
11.82%
1Y
27.43%
3Y*
19.71%
5Y*
10.65%
10Y*
12.93%

ISHG

1D
0.06%
1M
-0.07%
YTD
-0.18%
6M
0.19%
1Y
1.37%
3Y*
4.08%
5Y*
-1.07%
10Y*
-0.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VT vs. ISHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VT
Vanguard Total World Stock ETF
11.06%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%
ISHG
iShares 1-3 Year International Treasury Bond ETF
-0.18%13.31%-4.16%3.76%-10.95%-7.05%7.47%-0.64%-3.54%10.91%

Correlation

The correlation between VT and ISHG is 0.55, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.55

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2009

0.29

Over the past year, VT and ISHG have become more correlated (0.55) than their long-term average of 0.29, meaning their price movements have been converging.

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Return for Risk

VT vs. ISHG — Risk / Return Rank

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

VT
VT Risk / Return Rank: 6868
Overall Rank
VT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VT Sortino Ratio Rank: 6868
Sortino Ratio Rank
VT Omega Ratio Rank: 6969
Omega Ratio Rank
VT Calmar Ratio Rank: 6262
Calmar Ratio Rank
VT Martin Ratio Rank: 7272
Martin Ratio Rank

ISHG
ISHG Risk / Return Rank: 1111
Overall Rank
ISHG Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ISHG Sortino Ratio Rank: 1111
Sortino Ratio Rank
ISHG Omega Ratio Rank: 1111
Omega Ratio Rank
ISHG Calmar Ratio Rank: 1212
Calmar Ratio Rank
ISHG Martin Ratio Rank: 1212
Martin Ratio Rank
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. ISHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and iShares 1-3 Year International Treasury Bond ETF (ISHG). 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.


VTISHGDifference
Sharpe ratioReturn per unit of total volatility

+1.79

Sortino ratioReturn per unit of downside risk

+2.40

Omega ratioGain probability vs. loss probability

1.35

1.03

+0.32

Calmar ratioReturn relative to maximum drawdown

2.68

0.20

+2.48

Martin ratioReturn relative to average drawdown

11.67

0.49

+11.18

VT vs. ISHG - Sharpe Ratio Comparison

The current VT Sharpe Ratio is 1.94, which is higher than the ISHG Sharpe Ratio of 0.15. The chart below compares the historical Sharpe Ratios of VT and ISHG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VT vs. ISHG - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, which is greater than ISHG's maximum drawdown of -37.24%. Use the drawdown chart below to compare losses from any high point for VT and ISHG.


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Drawdown Indicators


VTISHGDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-37.24%

-13.03%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-5.02%

-4.65%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-8.21%

-8.30%

Max Drawdown (5Y)

Largest decline over 5 years

-26.38%

-22.91%

-3.47%

Max Drawdown (10Y)

Largest decline over 10 years

-34.24%

-25.56%

-8.68%

Current Drawdown

Current decline from peak

-1.92%

-22.37%

+20.45%

Average Drawdown

Average peak-to-trough decline

-7.01%

-18.44%

+11.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

2.05%

+0.17%

Volatility

VT vs. ISHG - Volatility Comparison

Vanguard Total World Stock ETF (VT) has a higher volatility of 5.26% compared to iShares 1-3 Year International Treasury Bond ETF (ISHG) at 1.67%. This indicates that VT's price experiences larger fluctuations and is considered to be riskier than ISHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTISHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

1.67%

+3.59%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

4.76%

+6.25%

Volatility (1Y)

Calculated over the trailing 1-year period

13.38%

6.51%

+6.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.15%

7.58%

+8.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.27%

6.94%

+10.33%

VT vs. ISHG - Expense Ratio Comparison

VT has a 0.06% expense ratio, which is lower than ISHG's 0.35% expense ratio.


Dividends

VT vs. ISHG - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.61%, more than ISHG's 1.45% yield.


PositionTTM20252024202320222021202020192018201720162015
ISHG
iShares 1-3 Year International Treasury Bond ETF
1.45%1.45%2.56%0.18%0.00%1.29%0.00%0.00%1.80%0.46%0.00%0.09%
VT
Vanguard Total World Stock ETF
1.61%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

Frequently Asked Questions


VT and ISHG have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VT has higher volatility (5.26%) compared to ISHG (1.67%). In terms of maximum drawdown, VT dropped -50.27% vs ISHG's -37.24%.

On 10-year performance, VT leads with 12.93% vs -0.14% for ISHG. On fees, VT is cheaper at 0.06% per year. On volatility, ISHG has been the lower-risk option at 1.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VT has performed better with a 12.93% return vs -0.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VT is cheaper with a 0.06% expense ratio, compared with 0.35% for ISHG.

VT has the higher dividend yield at 1.61%, compared with 1.45% for ISHG.

VT is categorized as Global Equities, while ISHG is International Government Bonds. VT tracks FTSE Global All Cap Index, while ISHG tracks S&P/Citigroup International Treasury Bond Index Ex-US 1-3 Year. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.06% for VT and 0.35% for ISHG.

VT currently has the higher Sharpe Ratio (1.94 vs 0.15), 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.

Portfolio Optimizer

Find the right allocation for VT and ISHG

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