VT vs. SHEH

Last updated Jul 31, 2026

VT (Vanguard Total World Stock ETF) and SHEH (Shell plc ADRhedged ETF) are both exchange-traded funds - VT is a Global Equities fund tracking the FTSE Global All Cap Index, while SHEH is a Energy Equities fund tracking the Shell plc - Benchmark Price Return. Both are passively managed. Over the past year, VT returned 21.10% vs 26.77% for SHEH. Their -0.05 correlation means they have often moved in opposite directions in the past. VT charges 0.06%/yr vs 0.19%/yr for SHEH.

Performance

VT vs. SHEH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) and Shell plc ADRhedged ETF (SHEH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VT achieves a 10.86% return, which is significantly lower than SHEH's 23.96% return.

VT

• 1D: 2.12%
• 1M: -0.96%
• 6M: 6.58%
• YTD: 10.86%
• 1Y: 21.10%
• 3Y*: 17.85%
• 5Y*: 10.52%
• 10Y*: 12.29%
• ALL TIME*: 8.80%

SHEH

• 1D: 1.36%
• 1M: 14.38%
• 6M: 20.66%
• YTD: 23.96%
• 1Y: 26.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 30.11%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SHEH Shell plc ADRhedged ETF	$661.16K	$578.81K	$296.23K
VT Vanguard Total World Stock ETF	$412.83M	$369.31M	$481.45M

VT vs. SHEH - Yearly Performance Comparison

	2026 (YTD)	2025
VT Vanguard Total World Stock ETF	10.86%	28.18%
SHEH Shell plc ADRhedged ETF	23.96%	12.63%

Correlation

The correlation between VT and SHEH is -0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.10
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025	-0.05

VT vs. SHEH - Sectors Allocation Comparison

Sectors	VT	SHEH
Technology	31.2%	-
Financial Services	15.7%	-
Industrials	11.7%	-
Consumer Cyclical	9.0%	-
Healthcare	8.3%	-
Communication Services	7.4%	-
Consumer Defensive	4.5%	-
Basic Materials	3.8%	-
Energy	3.6%	96.5%
Utilities	2.5%	-
Real Estate	2.3%	-

Return for Risk

VT vs. SHEH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VT

VT Risk / Return Rank: 70
VT Sharpe Ratio Rank: 69
VT Sortino Ratio Rank: 68
VT Omega Ratio Rank: 68
VT Calmar Ratio Rank: 66
VT Martin Ratio Rank: 76

SHEH

SHEH Risk / Return Rank: 48
SHEH Sharpe Ratio Rank: 54
SHEH Sortino Ratio Rank: 51
SHEH Omega Ratio Rank: 50
SHEH Calmar Ratio Rank: 44
SHEH Martin Ratio Rank: 40

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VT vs. SHEH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and Shell plc ADRhedged ETF (SHEH). 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.

	VT	SHEH	Difference
Sharpe ratio: Return per unit of total volatility	1.52	1.29	+0.23
Sortino ratio: Return per unit of downside risk	2.14	1.80	+0.34
Omega ratio: Gain probability vs. loss probability	1.27	1.23	+0.05
Calmar ratio: Return relative to maximum drawdown	2.19	1.53	+0.66
Martin ratio: Return relative to average drawdown	9.13	4.19	+4.94

VT vs. SHEH - Sharpe Ratio Comparison

The current VT Sharpe Ratio is 1.52, which is comparable to the SHEH Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of VT and SHEH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VT vs. SHEH - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, which is greater than SHEH's maximum drawdown of -17.53%. Use the drawdown chart below to compare losses from any high point for VT and SHEH.

Drawdown Indicators

	VT	SHEH	Difference
Max Drawdown Largest peak-to-trough decline	-50.27%	-17.53%	-32.74%
Max Drawdown (1Y) Largest decline over 1 year	-9.67%	-17.53%	+7.86%
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	-2.10%	-4.43%	+2.33%
Average Drawdown Average peak-to-trough decline	-6.97%	-4.14%	-2.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.32%	6.41%	-4.09%

Volatility

VT vs. SHEH - Volatility Comparison

The current volatility for Vanguard Total World Stock ETF (VT) is 4.01%, while Shell plc ADRhedged ETF (SHEH) has a volatility of 6.97%. This indicates that VT experiences smaller price fluctuations and is considered to be less risky than SHEH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VT	SHEH	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.01%	6.97%	-2.96%
Volatility (6M) Calculated over the trailing 6-month period	11.68%	17.35%	-5.67%
Volatility (1Y) Calculated over the trailing 1-year period	13.97%	20.94%	-6.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.22%	20.54%	-4.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.18%	20.54%	-3.36%

VT vs. SHEH - Expense Ratio Comparison

VT has a 0.06% expense ratio, which is lower than SHEH's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

VT vs. SHEH - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.60%, less than SHEH's 1.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SHEH Shell plc ADRhedged ETF	1.87%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VT Vanguard Total World Stock ETF	1.60%	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

Can I hold both VT and SHEH in my portfolio?

VT and SHEH have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VT or SHEH?

SHEH has higher volatility (6.97%) compared to VT (4.01%). In terms of maximum drawdown, VT dropped -50.27% vs SHEH's -17.53%.

Which ETF is better, VT or SHEH?

On 1-year performance, SHEH leads with 26.77% vs 21.10% for VT. On fees, VT is cheaper at 0.06% per year. On volatility, VT has been the lower-risk option at 4.01%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VT or SHEH?

Over the 1-year period, SHEH has performed better with a 26.77% return vs 21.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VT or SHEH?

VT is cheaper with a 0.06% expense ratio, compared with 0.19% for SHEH.

Which ETF pays a higher dividend yield, VT or SHEH?

SHEH has the higher dividend yield at 1.87%, compared with 1.60% for VT.

What is the main difference between VT and SHEH?

VT is categorized as Global Equities, while SHEH is Energy Equities. VT tracks FTSE Global All Cap Index, while SHEH tracks Shell plc - Benchmark Price Return. They also come from different issuers: Vanguard and ADRhedged. Their fees differ too: 0.06% for VT and 0.19% for SHEH.

Which has better risk-adjusted returns?

VT currently has the higher Sharpe Ratio (1.52 vs 1.29), 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.