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VT vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VT and SPY is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

VT vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Total World Stock ETF (VT) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
232.77%
484.42%
VT
SPY

Key characteristics

Sharpe Ratio

VT:

0.62

SPY:

0.54

Sortino Ratio

VT:

0.98

SPY:

0.89

Omega Ratio

VT:

1.14

SPY:

1.13

Calmar Ratio

VT:

0.66

SPY:

0.58

Martin Ratio

VT:

3.01

SPY:

2.39

Ulcer Index

VT:

3.63%

SPY:

4.51%

Daily Std Dev

VT:

17.69%

SPY:

20.07%

Max Drawdown

VT:

-50.27%

SPY:

-55.19%

Current Drawdown

VT:

-6.73%

SPY:

-10.54%

Returns By Period

In the year-to-date period, VT achieves a -1.58% return, which is significantly higher than SPY's -6.44% return. Over the past 10 years, VT has underperformed SPY with an annualized return of 8.42%, while SPY has yielded a comparatively higher 11.95% annualized return.


VT

YTD

-1.58%

1M

-3.41%

6M

-2.05%

1Y

9.71%

5Y*

13.70%

10Y*

8.42%

SPY

YTD

-6.44%

1M

-5.00%

6M

-5.02%

1Y

9.54%

5Y*

15.80%

10Y*

11.95%

*Annualized

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VT vs. SPY - Expense Ratio Comparison

VT has a 0.07% expense ratio, which is lower than SPY's 0.09% 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%.


Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%
Expense ratio chart for VT: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VT: 0.07%

Risk-Adjusted Performance

VT vs. SPY — Risk-Adjusted Performance Rank

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

VT
The Risk-Adjusted Performance Rank of VT is 7070
Overall Rank
The Sharpe Ratio Rank of VT is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7474
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7474
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6565
Overall Rank
The Sharpe Ratio Rank of SPY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 6464
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6969
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VT vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for VT, currently valued at 0.62, compared to the broader market-1.000.001.002.003.004.00
VT: 0.62
SPY: 0.54
The chart of Sortino ratio for VT, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.00
VT: 0.98
SPY: 0.89
The chart of Omega ratio for VT, currently valued at 1.14, compared to the broader market0.501.001.502.00
VT: 1.14
SPY: 1.13
The chart of Calmar ratio for VT, currently valued at 0.66, compared to the broader market0.002.004.006.008.0010.0012.00
VT: 0.66
SPY: 0.58
The chart of Martin ratio for VT, currently valued at 3.01, compared to the broader market0.0020.0040.0060.00
VT: 3.01
SPY: 2.39

The current VT Sharpe Ratio is 0.62, which is comparable to the SPY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of VT and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.62
0.54
VT
SPY

Dividends

VT vs. SPY - Dividend Comparison

VT's dividend yield for the trailing twelve months is around 1.96%, more than SPY's 1.31% yield.


TTM20242023202220212020201920182017201620152014
VT
Vanguard Total World Stock ETF
1.96%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%
SPY
SPDR S&P 500 ETF
1.31%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

VT vs. SPY - Drawdown Comparison

The maximum VT drawdown since its inception was -50.27%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VT and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.73%
-10.54%
VT
SPY

Volatility

VT vs. SPY - Volatility Comparison

The current volatility for Vanguard Total World Stock ETF (VT) is 12.79%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.13%. This indicates that VT experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
12.79%
15.13%
VT
SPY