PortfoliosLab logoPortfoliosLab logo
WDS vs. VTIP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WDS vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Woodside Energy Group Ltd (WDS) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WDS vs. VTIP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WDS
Woodside Energy Group Ltd
57.42%6.78%-20.60%-4.42%68.06%-6.77%-24.23%14.38%-9.70%19.32%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.99%6.07%4.74%4.62%-2.94%5.36%4.95%4.86%0.56%0.82%

Returns By Period

In the year-to-date period, WDS achieves a 57.42% return, which is significantly higher than VTIP's 0.99% return. Over the past 10 years, WDS has outperformed VTIP with an annualized return of 8.07%, while VTIP has yielded a comparatively lower 3.07% annualized return.


WDS

1D
-1.61%
1M
19.83%
YTD
57.42%
6M
63.07%
1Y
74.61%
3Y*
9.04%
5Y*
13.51%
10Y*
8.07%

VTIP

1D
0.02%
1M
0.10%
YTD
0.99%
6M
1.37%
1Y
3.94%
3Y*
4.66%
5Y*
3.48%
10Y*
3.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WDS vs. VTIP — Risk / Return Rank

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

WDS
WDS Risk / Return Rank: 8989
Overall Rank
WDS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
WDS Sortino Ratio Rank: 8888
Sortino Ratio Rank
WDS Omega Ratio Rank: 9090
Omega Ratio Rank
WDS Calmar Ratio Rank: 8787
Calmar Ratio Rank
WDS Martin Ratio Rank: 8787
Martin Ratio Rank

VTIP
VTIP Risk / Return Rank: 9494
Overall Rank
VTIP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9595
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9696
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9393
Martin Ratio Rank
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.

WDS vs. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Woodside Energy Group Ltd (WDS) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.


WDSVTIPDifference

Sharpe ratio

Return per unit of total volatility

2.20

2.09

+0.12

Sortino ratio

Return per unit of downside risk

2.62

3.15

-0.53

Omega ratio

Gain probability vs. loss probability

1.39

1.44

-0.05

Calmar ratio

Return relative to maximum drawdown

3.16

4.11

-0.95

Martin ratio

Return relative to average drawdown

8.80

13.24

-4.43

WDS vs. VTIP - Sharpe Ratio Comparison

The current WDS Sharpe Ratio is 2.20, which is comparable to the VTIP Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of WDS and VTIP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


WDSVTIPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.20

2.09

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

1.26

-0.85

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.24

1.12

-0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

0.87

-0.81

Correlation

The correlation between WDS and VTIP is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WDS vs. VTIP - Dividend Comparison

WDS's dividend yield for the trailing twelve months is around 4.69%, more than VTIP's 3.77% yield.


TTM20252024202320222021202020192018201720162015
WDS
Woodside Energy Group Ltd
4.69%6.80%8.27%10.62%8.84%2.39%4.41%5.12%5.45%3.65%5.21%9.84%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.77%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%0.00%

Drawdowns

WDS vs. VTIP - Drawdown Comparison

The maximum WDS drawdown since its inception was -77.06%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for WDS and VTIP.


Loading graphics...

Drawdown Indicators


WDSVTIPDifference

Max Drawdown

Largest peak-to-trough decline

-77.06%

-6.27%

-70.79%

Max Drawdown (1Y)

Largest decline over 1 year

-22.03%

-0.98%

-21.05%

Max Drawdown (5Y)

Largest decline over 5 years

-48.77%

-5.50%

-43.27%

Max Drawdown (10Y)

Largest decline over 10 years

-66.16%

-6.27%

-59.89%

Current Drawdown

Current decline from peak

-7.05%

-0.26%

-6.79%

Average Drawdown

Average peak-to-trough decline

-39.87%

-1.05%

-38.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.92%

0.30%

+7.62%

Volatility

WDS vs. VTIP - Volatility Comparison

Woodside Energy Group Ltd (WDS) has a higher volatility of 11.95% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.60%. This indicates that WDS's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WDSVTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.95%

0.60%

+11.35%

Volatility (6M)

Calculated over the trailing 6-month period

21.62%

0.97%

+20.65%

Volatility (1Y)

Calculated over the trailing 1-year period

34.18%

1.90%

+32.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.07%

2.78%

+30.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.80%

2.74%

+31.06%