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VT vs. SLQD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VT vs. SLQD

Last updated Jun 9, 2026

VT (Vanguard Total World Stock ETF) and SLQD (iShares 0-5 Year Investment Grade Corporate Bond ETF) are both exchange-traded funds - VT is a Global Equities fund tracking the FTSE Global All Cap Index, while SLQD is a Corporate Bonds fund tracking the Markit iBoxx USD Liquid Investment Grade 0-5 Index. Both are passively managed. Over the past 10 years, VT returned 12.61%/yr vs 2.63%/yr for SLQD. At a 0.14 correlation, their price movements are largely independent. Both charge a 0.06% expense ratio.

Performance

VT vs. SLQD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) and iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD). 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 9.77% return, which is significantly higher than SLQD's 0.73% return. Over the past 10 years, VT has outperformed SLQD with an annualized return of 12.61%, while SLQD has yielded a comparatively lower 2.63% annualized return.

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%

SLQD

1D
0.05%
1M
-0.12%
YTD
0.73%
6M
1.17%
1Y
4.49%
3Y*
5.41%
5Y*
2.48%
10Y*
2.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VT vs. SLQD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VT
Vanguard Total World Stock ETF		9.77%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%
SLQD
iShares 0-5 Year Investment Grade Corporate Bond ETF		0.73%6.27%4.94%5.98%-4.38%-0.61%4.76%6.09%1.09%2.12%

Correlation

The correlation between VT and SLQD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.40

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

0.32

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

0.30

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

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 18, 2013

0.14

Over the past year, VT and SLQD have become more correlated (0.40) than their long-term average of 0.14, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard Total World Stock ETF

iShares 0-5 Year Investment Grade Corporate Bond ETF

Often compared with VT:
VT vs. VOOVT vs. VTIVT vs. VXUSVT vs. SPYVT vs. ACWIVT vs. VWRA.LVT vs. VWCE.DE
Often compared with SLQD:
SLQD vs. IGSBSLQD vs. SPSBSLQD vs. SCHJSLQD vs. VCSHSLQD vs. DFAIXSLQD vs. PSECSLQD vs. GVI

Return for Risk

VT vs. SLQD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VT
VT Risk / Return Rank: 6565
Overall Rank
VT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VT Sortino Ratio Rank: 6464
Sortino Ratio Rank
VT Omega Ratio Rank: 6666
Omega Ratio Rank
VT Calmar Ratio Rank: 5959
Calmar Ratio Rank
VT Martin Ratio Rank: 6969
Martin Ratio Rank
SLQD
SLQD Risk / Return Rank: 9191
Overall Rank
SLQD Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
SLQD Sortino Ratio Rank: 9595
Sortino Ratio Rank
SLQD Omega Ratio Rank: 9494
Omega Ratio Rank
SLQD Calmar Ratio Rank: 8585
Calmar Ratio Rank
SLQD Martin Ratio Rank: 9090
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. SLQD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD). 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.

VTSLQDDifference
Sharpe ratioReturn per unit of total volatility
1.96
3.04

-1.08

Sortino ratioReturn per unit of downside risk
2.68
4.86

-2.19

Omega ratioGain probability vs. loss probability

1.36

1.63

-0.27

Calmar ratioReturn relative to maximum drawdown

2.64

4.25

-1.60

Martin ratioReturn relative to average drawdown

11.68

19.25

-7.57

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VT vs. SLQD - Sharpe Ratio Comparison

The current VT Sharpe Ratio is 1.96, which is lower than the SLQD Sharpe Ratio of 3.04. The chart below compares the historical Sharpe Ratios of VT and SLQD, 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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Sharpe Ratios by Period

VTSLQDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

3.04

-1.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.66

1.02

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.84

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.84

-0.41

Drawdowns

VT vs. SLQD - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, which is greater than SLQD's maximum drawdown of -12.69%. Use the drawdown chart below to compare losses from any high point for VT and SLQD.

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Drawdown Indicators

VTSLQDDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-12.69%

-37.58%

Max Drawdown (1Y)

Largest decline over 1 year

-9.67%

-1.06%

-8.61%

Max Drawdown (3Y)

Largest decline over 3 years

-16.51%

-1.06%

-15.45%

Max Drawdown (5Y)

Largest decline over 5 years

-26.38%

-7.63%

-18.75%

Max Drawdown (10Y)

Largest decline over 10 years

-34.24%

-12.69%

-21.55%

Current Drawdown

Current decline from peak

-3.06%

-0.24%

-2.82%

Average Drawdown

Average peak-to-trough decline

-7.02%

-0.87%

-6.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

0.23%

+1.96%

Volatility

VT vs. SLQD - Volatility Comparison

Vanguard Total World Stock ETF (VT) has a higher volatility of 4.55% compared to iShares 0-5 Year Investment Grade Corporate Bond ETF (SLQD) at 0.51%. This indicates that VT's price experiences larger fluctuations and is considered to be riskier than SLQD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VTSLQDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.55%

0.51%

+4.04%

Volatility (6M)

Calculated over the trailing 6-month period

10.67%

1.12%

+9.55%

Volatility (1Y)

Calculated over the trailing 1-year period

13.10%

1.49%

+11.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

2.44%

+13.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

3.14%

+14.12%

VT vs. SLQD - Expense Ratio Comparison

Both VT and SLQD have an expense ratio of 0.06%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.

Dividends

VT vs. SLQD - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.63%, less than SLQD's 4.33% yield.

PositionTTM20252024202320222021202020192018201720162015
SLQD
iShares 0-5 Year Investment Grade Corporate Bond ETF		4.33%4.15%3.71%2.99%2.00%1.67%2.34%2.89%2.55%1.98%1.81%1.43%
VT
Vanguard Total World Stock ETF		1.63%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 SLQD have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VT has higher volatility (4.55%) compared to SLQD (0.51%). In terms of maximum drawdown, VT dropped -50.27% vs SLQD's -12.69%.

On 10-year performance, VT leads with 12.61% vs 2.63% for SLQD. Both ETFs have the same 0.06% expense ratio. On volatility, SLQD has been the lower-risk option at 0.51%. 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 12.61% return vs 2.63%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VT and SLQD have the same expense ratio: 0.06% per year.

SLQD has the higher dividend yield at 4.33%, compared with 1.63% for VT.

VT is categorized as Global Equities, while SLQD is Corporate Bonds. VT tracks FTSE Global All Cap Index, while SLQD tracks Markit iBoxx USD Liquid Investment Grade 0-5 Index. They also come from different issuers: Vanguard and iShares.

SLQD currently has the higher Sharpe Ratio (3.04 vs 1.96), 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

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