VUG vs. BZ=F

Last updated Jul 31, 2026

VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index, while BZ=F (Brent Crude Oil Last Day Financial Futures) is an asset. Their -0.04 correlation means they have often moved in opposite directions in the past.

Performance

VUG vs. BZ=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Growth ETF (VUG) and Brent Crude Oil Last Day Financial Futures (BZ=F). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

VUG

• 1D: 2.68%
• 1M: -2.17%
• 6M: 4.45%
• YTD: 3.87%
• 1Y: 11.65%
• 3Y*: 20.62%
• 5Y*: 11.92%
• 10Y*: 17.16%
• ALL TIME*: 12.03%

BZ=F

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*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)
VUG Vanguard Growth ETF	$577.14M	$666.77M	$652.71M

VUG vs. BZ=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VUG Vanguard Growth ETF	3.87%	19.40%	32.69%	46.83%	-23.90%
BZ=F Brent Crude Oil Last Day Financial Futures	0.00%	0.00%	0.00%	0.00%	20.59%

Correlation

The correlation between VUG and BZ=F is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022	-0.04

Return for Risk

VUG vs. BZ=F — Risk / Return Rank

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

VUG

VUG Risk / Return Rank: 27
VUG Sharpe Ratio Rank: 28
VUG Sortino Ratio Rank: 28
VUG Omega Ratio Rank: 27
VUG Calmar Ratio Rank: 24
VUG Martin Ratio Rank: 28

BZ=F

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

VUG vs. BZ=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Growth ETF (VUG) and Brent Crude Oil Last Day Financial Futures (BZ=F). 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.

	VUG	BZ=F	Difference
Sharpe ratio: Return per unit of total volatility	0.66	—	—
Sortino ratio: Return per unit of downside risk	1.02	—	—
Omega ratio: Gain probability vs. loss probability	1.12	—	—
Calmar ratio: Return relative to maximum drawdown	0.71	—	—
Martin ratio: Return relative to average drawdown	2.25	—	—

Drawdowns

Drawdown Indicators

	VUG	BZ=F	Difference
Max Drawdown Largest peak-to-trough decline	-50.68%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-16.53%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-22.85%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-35.61%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-35.61%	—	—
Current Drawdown Current decline from peak	-6.56%	—	—
Average Drawdown Average peak-to-trough decline	-7.08%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	5.19%	—	—

Volatility

Volatility by Period

	VUG	BZ=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.45%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.23%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	17.71%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.50%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.55%	—	—

Frequently Asked Questions

Can I hold both VUG and BZ=F in my portfolio?

VUG and BZ=F have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.