VWO vs. SNAP
VWO (Vanguard FTSE Emerging Markets ETF) is Emerging Markets Equities fund tracking the FTSE Emerging Index, while SNAP (Snap Inc.) is a stock. Over the past 5 years, VWO returned 5.03%/yr vs -39.35%/yr for SNAP. At a 0.38 correlation, their price movements are largely independent.
Performance
VWO vs. SNAP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VWO achieves a 10.77% return, which is significantly higher than SNAP's -34.82% return.
VWO
- 1D
- 0.76%
- 1M
- -0.65%
- YTD
- 10.77%
- 6M
- 12.57%
- 1Y
- 24.61%
- 3Y*
- 16.61%
- 5Y*
- 5.03%
- 10Y*
- 9.00%
SNAP
- 1D
- -1.31%
- 1M
- -6.24%
- YTD
- -34.82%
- 6M
- -28.04%
- 1Y
- -36.63%
- 3Y*
- -20.12%
- 5Y*
- -39.35%
- 10Y*
- —
VWO vs. SNAP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWO Vanguard FTSE Emerging Markets ETF | 10.77% | 25.60% | 10.59% | 9.25% | -17.98% | 1.26% | 15.17% | 20.75% | -14.76% | 19.68% |
SNAP Snap Inc. | -34.82% | -25.07% | -36.39% | 89.16% | -80.97% | -6.07% | 206.61% | 196.37% | -62.29% | -39.12% |
Correlation
The correlation between VWO and SNAP is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Mar 2, 2017 | 0.38 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VWO vs. SNAP — Risk / Return Rank
VWO
SNAP
VWO vs. SNAP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets ETF (VWO) and Snap Inc. (SNAP). 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.
| VWO | SNAP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.16 | ||
| Sortino ratioReturn per unit of downside risk | +2.85 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.91 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.21 | -0.59 | +2.81 |
| Martin ratioReturn relative to average drawdown | 7.80 | -1.06 | +8.87 |
Loading charts...
Drawdowns
VWO vs. SNAP - Drawdown Comparison
The maximum VWO drawdown since its inception was -67.68%, smaller than the maximum SNAP drawdown of -95.27%. Use the drawdown chart below to compare losses from any high point for VWO and SNAP.
Loading charts...
Drawdown Indicators
| VWO | SNAP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.68% | -95.27% | +27.59% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -62.03% | +50.86% |
Max Drawdown (3Y)Largest decline over 3 years | -17.37% | -77.48% | +60.11% |
Max Drawdown (5Y)Largest decline over 5 years | -32.60% | -95.27% | +62.67% |
Max Drawdown (10Y)Largest decline over 10 years | -36.39% | — | — |
Current DrawdownCurrent decline from peak | -2.68% | -93.67% | +90.99% |
Average DrawdownAverage peak-to-trough decline | -15.80% | -60.04% | +44.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 34.45% | -31.28% |
Volatility
VWO vs. SNAP - Volatility Comparison
The current volatility for Vanguard FTSE Emerging Markets ETF (VWO) is 6.64%, while Snap Inc. (SNAP) has a volatility of 12.67%. This indicates that VWO experiences smaller price fluctuations and is considered to be less risky than SNAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VWO | SNAP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.64% | 12.67% | -6.03% |
Volatility (6M)Calculated over the trailing 6-month period | 14.04% | 41.17% | -27.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.54% | 55.41% | -38.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.48% | 75.96% | -58.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.22% | 71.73% | -52.51% |
Dividends
VWO vs. SNAP - Dividend Comparison
VWO's dividend yield for the trailing twelve months is around 2.44%, while SNAP has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNAP Snap Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 2.44% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Frequently Asked Questions
VWO and SNAP have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SNAP has higher volatility (12.67%) compared to VWO (6.64%). In terms of maximum drawdown, VWO dropped -67.68% vs SNAP's -95.27%.
VWO currently has the higher Sharpe Ratio (1.49 vs -0.66), 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.
Find the right allocation for VWO and SNAP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer