VTV vs. WM
VTV (Vanguard Value ETF) is Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index, while WM (Waste Management, Inc.) is a stock. Over the past 10 years, VTV returned 12.42%/yr vs 15.25%/yr for WM. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
VTV vs. WM - Performance Comparison
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Returns By Period
In the year-to-date period, VTV achieves a 11.91% return, which is significantly higher than WM's -0.81% return. Over the past 10 years, VTV has underperformed WM with an annualized return of 12.42%, while WM has yielded a comparatively higher 15.25% annualized return.
VTV
- 1D
- 0.25%
- 1M
- 2.67%
- YTD
- 11.91%
- 6M
- 13.41%
- 1Y
- 25.49%
- 3Y*
- 17.72%
- 5Y*
- 11.30%
- 10Y*
- 12.42%
WM
- 1D
- -1.93%
- 1M
- 0.79%
- YTD
- -0.81%
- 6M
- 3.67%
- 1Y
- -7.08%
- 3Y*
- 11.63%
- 5Y*
- 10.86%
- 10Y*
- 15.25%
VTV vs. WM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VTV Vanguard Value ETF | 11.91% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
WM Waste Management, Inc. | -0.81% | 10.50% | 14.28% | 16.20% | -4.49% | 43.82% | 5.46% | 30.45% | 5.32% | 24.46% |
Correlation
The correlation between VTV and WM is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004 | 0.55 |
Over the past year, the correlation between VTV and WM has dropped to 0.18 - well below their long-term average of 0.55, suggesting their price drivers have been diverging.
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Return for Risk
VTV vs. WM — Risk / Return Rank
VTV
WM
VTV vs. WM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Value ETF (VTV) and Waste Management, Inc. (WM). 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.
| VTV | WM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.90 | ||
| Sortino ratioReturn per unit of downside risk | +3.99 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.95 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 4.03 | -0.43 | +4.46 |
| Martin ratioReturn relative to average drawdown | 15.20 | -0.95 | +16.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VTV | WM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.52 | -0.38 | +2.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.59 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.78 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.36 | +0.15 |
Drawdowns
VTV vs. WM - Drawdown Comparison
The maximum VTV drawdown since its inception was -59.27%, smaller than the maximum WM drawdown of -77.85%. Use the drawdown chart below to compare losses from any high point for VTV and WM.
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Drawdown Indicators
| VTV | WM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.27% | -77.85% | +18.58% |
Max Drawdown (1Y)Largest decline over 1 year | -6.35% | -16.72% | +10.37% |
Max Drawdown (3Y)Largest decline over 3 years | -14.52% | -18.14% | +3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -17.04% | -18.14% | +1.10% |
Max Drawdown (10Y)Largest decline over 10 years | -36.78% | -30.07% | -6.71% |
Current DrawdownCurrent decline from peak | -1.11% | -11.59% | +10.48% |
Average DrawdownAverage peak-to-trough decline | -7.87% | -17.69% | +9.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.68% | 7.49% | -5.81% |
Volatility
VTV vs. WM - Volatility Comparison
The current volatility for Vanguard Value ETF (VTV) is 2.65%, while Waste Management, Inc. (WM) has a volatility of 5.91%. This indicates that VTV experiences smaller price fluctuations and is considered to be less risky than WM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VTV | WM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 5.91% | -3.26% |
Volatility (6M)Calculated over the trailing 6-month period | 7.67% | 13.69% | -6.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.18% | 18.73% | -8.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.89% | 18.55% | -4.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.68% | 19.51% | -2.83% |
Dividends
VTV vs. WM - Dividend Comparison
VTV's dividend yield for the trailing twelve months is around 1.87%, more than WM's 1.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTV Vanguard Value ETF | 1.87% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
WM Waste Management, Inc. | 1.64% | 1.50% | 1.49% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% |
Frequently Asked Questions
VTV and WM have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WM has higher volatility (5.91%) compared to VTV (2.65%). In terms of maximum drawdown, VTV dropped -59.27% vs WM's -77.85%.
VTV currently has the higher Sharpe Ratio (2.52 vs -0.38), 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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