VTI vs. WRB
VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index, while WRB (W. R. Berkley Corporation) is a stock. Over the past 10 years, VTI returned 15.02%/yr vs 17.92%/yr for WRB. At a 0.49 correlation, their price movements are largely independent.
Performance
VTI vs. WRB - Performance Comparison
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Returns By Period
In the year-to-date period, VTI achieves a 9.62% return, which is significantly higher than WRB's -2.51% return. Over the past 10 years, VTI has underperformed WRB with an annualized return of 15.02%, while WRB has yielded a comparatively higher 17.92% annualized return.
VTI
- 1D
- 0.57%
- 1M
- -0.28%
- YTD
- 9.62%
- 6M
- 9.69%
- 1Y
- 26.27%
- 3Y*
- 20.60%
- 5Y*
- 12.20%
- 10Y*
- 15.02%
WRB
- 1D
- 1.08%
- 1M
- 2.74%
- YTD
- -2.51%
- 6M
- 0.17%
- 1Y
- -4.36%
- 3Y*
- 24.41%
- 5Y*
- 17.90%
- 10Y*
- 17.92%
VTI vs. WRB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 9.62% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
WRB W. R. Berkley Corporation | -2.51% | 23.02% | 27.19% | 0.25% | 33.92% | 27.39% | -3.14% | 43.80% | 5.96% | 10.21% |
Correlation
The correlation between VTI and WRB 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 (1Y) Calculated over the trailing 1-year period | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.49 |
The correlation between VTI and WRB shifts across timeframes, from -0.05 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VTI vs. WRB — Risk / Return Rank
VTI
WRB
VTI vs. WRB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Stock Market ETF (VTI) and W. R. Berkley Corporation (WRB). 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.
| VTI | WRB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.21 | ||
| Sortino ratioReturn per unit of downside risk | +2.85 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.98 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | -0.29 | +3.08 |
| Martin ratioReturn relative to average drawdown | 12.52 | -0.54 | +13.06 |
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Drawdowns
VTI vs. WRB - Drawdown Comparison
The maximum VTI drawdown since its inception was -55.45%, smaller than the maximum WRB drawdown of -69.33%. Use the drawdown chart below to compare losses from any high point for VTI and WRB.
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Drawdown Indicators
| VTI | WRB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.45% | -69.33% | +13.88% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -17.62% | +8.70% |
Max Drawdown (3Y)Largest decline over 3 years | -19.30% | -17.62% | -1.68% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -26.29% | +0.93% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -45.35% | +10.35% |
Current DrawdownCurrent decline from peak | -2.14% | -11.49% | +9.35% |
Average DrawdownAverage peak-to-trough decline | -8.02% | -14.58% | +6.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.99% | 9.29% | -7.30% |
Volatility
VTI vs. WRB - Volatility Comparison
The current volatility for Vanguard Total Stock Market ETF (VTI) is 4.50%, while W. R. Berkley Corporation (WRB) has a volatility of 7.63%. This indicates that VTI experiences smaller price fluctuations and is considered to be less risky than WRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTI | WRB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.50% | 7.63% | -3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 15.08% | -5.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 21.37% | -8.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.47% | 22.83% | -5.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.33% | 24.56% | -6.23% |
Dividends
VTI vs. WRB - Dividend Comparison
VTI's dividend yield for the trailing twelve months is around 1.03%, less than WRB's 2.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
WRB W. R. Berkley Corporation | 2.72% | 2.64% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% |
Frequently Asked Questions
VTI and WRB 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.
WRB has higher volatility (7.63%) compared to VTI (4.50%). In terms of maximum drawdown, VTI dropped -55.45% vs WRB's -69.33%.
VTI currently has the higher Sharpe Ratio (1.97 vs -0.24), 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.
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