VV vs. WRLD

Last updated Jun 4, 2026

VV (Vanguard Large-Cap ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Index, while WRLD (World Acceptance Corporation) is a stock. Over the past 10 years, VV returned 15.58%/yr vs 15.02%/yr for WRLD. At a 0.49 correlation, their price movements are largely independent.

Performance

VV vs. WRLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Large-Cap ETF (VV) and World Acceptance Corporation (WRLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VV achieves a 10.69% return, which is significantly lower than WRLD's 18.39% return. Both investments have delivered pretty close results over the past 10 years, with VV having a 15.58% annualized return and WRLD not far behind at 15.02%.

VV

• 1D: -0.72%
• 1M: 5.19%
• YTD: 10.69%
• 6M: 10.54%
• 1Y: 27.77%
• 3Y*: 22.68%
• 5Y*: 13.54%
• 10Y*: 15.58%

WRLD

• 1D: 0.38%
• 1M: 18.24%
• YTD: 18.39%
• 6M: 4.40%
• 1Y: 5.68%
• 3Y*: 12.34%
• 5Y*: 1.75%
• 10Y*: 15.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VV vs. WRLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VV Vanguard Large-Cap ETF	10.69%	18.11%	25.25%	27.18%	-19.91%	27.41%	21.04%	31.25%	-4.46%	22.00%
WRLD World Acceptance Corporation	18.39%	24.86%	-13.86%	97.95%	-73.13%	140.10%	18.31%	-15.51%	26.68%	25.58%

Correlation

The correlation between VV and WRLD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.48
Correlation (10Y) Calculated over the trailing 10-year period	0.45
Correlation (All Time) Calculated using the full available price history since Feb 2, 2004	0.49

The correlation between VV and WRLD shifts across timeframes, from 0.36 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.

Return for Risk

VV vs. WRLD — Risk / Return Rank

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

VV

VV Risk / Return Rank: 67
VV Sharpe Ratio Rank: 69
VV Sortino Ratio Rank: 68
VV Omega Ratio Rank: 68
VV Calmar Ratio Rank: 60
VV Martin Ratio Rank: 72

WRLD

WRLD Risk / Return Rank: 43
WRLD Sharpe Ratio Rank: 45
WRLD Sortino Ratio Rank: 41
WRLD Omega Ratio Rank: 42
WRLD Calmar Ratio Rank: 44
WRLD Martin Ratio Rank: 44

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.

VV vs. WRLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) and World Acceptance Corporation (WRLD). 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.

	VV	WRLD	Difference
Sharpe ratio: Return per unit of total volatility	2.33	0.12	+2.21
Sortino ratio: Return per unit of downside risk	3.18	0.47	+2.72
Omega ratio: Gain probability vs. loss probability	1.42	1.07	+0.35
Calmar ratio: Return relative to maximum drawdown	3.03	0.15	+2.88
Martin ratio: Return relative to average drawdown	13.86	0.30	+13.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VV vs. WRLD - Sharpe Ratio Comparison

The current VV Sharpe Ratio is 2.33, which is higher than the WRLD Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of VV and WRLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VV	WRLD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.33	0.12	+2.21
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.79	0.03	+0.76
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.86	0.27	+0.59
Sharpe Ratio (All Time) Calculated using the full available price history	0.59	0.25	+0.35

Drawdowns

VV vs. WRLD - Drawdown Comparison

The maximum VV drawdown since its inception was -54.81%, smaller than the maximum WRLD drawdown of -77.65%. Use the drawdown chart below to compare losses from any high point for VV and WRLD.

Drawdown Indicators

	VV	WRLD	Difference
Max Drawdown Largest peak-to-trough decline	-54.81%	-77.65%	+22.84%
Max Drawdown (1Y) Largest decline over 1 year	-9.21%	-37.34%	+28.13%
Max Drawdown (3Y) Largest decline over 3 years	-18.97%	-39.37%	+20.40%
Max Drawdown (5Y) Largest decline over 5 years	-25.66%	-77.00%	+51.34%
Max Drawdown (10Y) Largest decline over 10 years	-34.28%	-77.00%	+42.72%
Current Drawdown Current decline from peak	-0.72%	-35.83%	+35.11%
Average Drawdown Average peak-to-trough decline	-6.84%	-33.22%	+26.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.01%	18.90%	-16.89%

Volatility

VV vs. WRLD - Volatility Comparison

The current volatility for Vanguard Large-Cap ETF (VV) is 2.84%, while World Acceptance Corporation (WRLD) has a volatility of 8.34%. This indicates that VV experiences smaller price fluctuations and is considered to be less risky than WRLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VV	WRLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.84%	8.34%	-5.50%
Volatility (6M) Calculated over the trailing 6-month period	8.98%	37.13%	-28.15%
Volatility (1Y) Calculated over the trailing 1-year period	11.99%	48.82%	-36.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.22%	55.11%	-37.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.19%	55.21%	-37.02%

Dividends

VV vs. WRLD - Dividend Comparison

VV's dividend yield for the trailing twelve months is around 0.98%, while WRLD has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VV Vanguard Large-Cap ETF	0.98%	1.08%	1.24%	1.41%	1.66%	1.19%	1.46%	1.81%	2.09%	1.75%	1.98%	1.96%
WRLD World Acceptance Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VV and WRLD in my portfolio?

VV and WRLD have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VV or WRLD?

WRLD has higher volatility (8.34%) compared to VV (2.84%). In terms of maximum drawdown, VV dropped -54.81% vs WRLD's -77.65%.

Which has better risk-adjusted returns?

VV currently has the higher Sharpe Ratio (2.33 vs 0.12), 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.