WF vs. VUG
WF (Woori Financial Group Inc.) is a stock, while VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past 10 years, WF returned 13.54%/yr vs 17.38%/yr for VUG. Their 0.38 correlation means their historical movements had little consistent relationship.
Performance
WF vs. VUG - Performance Comparison
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Returns By Period
In the year-to-date period, WF achieves a 17.25% return, which is significantly higher than VUG's 5.02% return. Over the past 10 years, WF has underperformed VUG with an annualized return of 13.54%, while VUG has yielded a comparatively higher 17.38% annualized return.
WF
- 1D
- -1.95%
- 1M
- 15.25%
- 6M
- 11.03%
- YTD
- 17.25%
- 1Y
- 35.09%
- 3Y*
- 45.42%
- 5Y*
- 26.66%
- 10Y*
- 13.54%
- ALL TIME*
- 9.65%
VUG
- 1D
- 1.10%
- 1M
- -0.35%
- 6M
- 6.39%
- YTD
- 5.02%
- 1Y
- 15.36%
- 3Y*
- 21.19%
- 5Y*
- 12.16%
- 10Y*
- 17.38%
- ALL TIME*
- 12.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $556.11M | $661.72M | $650.91M | |
| $10.48M | $11.05M | $11.21M |
WF vs. VUG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WF Woori Financial Group Inc. | 17.25% | 99.65% | 16.76% | 13.14% | -7.19% | 18.91% | -9.52% | -28.16% | -5.75% | 40.44% |
VUG Vanguard Growth ETF | 5.02% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Correlation
The correlation between WF and VUG is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.38 |
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Return for Risk
WF vs. VUG — Risk / Return Rank
WF
VUG
WF vs. VUG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Woori Financial Group Inc. (WF) and Vanguard Growth ETF (VUG). 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.
| WF | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.13 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 0.78 | +0.17 |
| Martin ratioReturn relative to average drawdown | 2.03 | 2.47 | -0.44 |
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Drawdowns
WF vs. VUG - Drawdown Comparison
The maximum WF drawdown since its inception was -89.46%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for WF and VUG.
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Drawdown Indicators
| WF | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.46% | -50.68% | -38.78% |
Max Drawdown (1Y)Largest decline over 1 year | -33.23% | -16.53% | -16.70% |
Max Drawdown (3Y)Largest decline over 3 years | -33.23% | -22.85% | -10.38% |
Max Drawdown (5Y)Largest decline over 5 years | -43.52% | -35.61% | -7.91% |
Max Drawdown (10Y)Largest decline over 10 years | -70.84% | -35.61% | -35.23% |
Current DrawdownCurrent decline from peak | -18.40% | -5.53% | -12.87% |
Average DrawdownAverage peak-to-trough decline | -42.79% | -7.08% | -35.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.53% | 5.20% | +10.33% |
Volatility
WF vs. VUG - Volatility Comparison
Woori Financial Group Inc. (WF) has a higher volatility of 12.09% compared to Vanguard Growth ETF (VUG) at 5.58%. This indicates that WF's price experiences larger fluctuations and is considered to be riskier than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WF | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.09% | 5.58% | +6.51% |
Volatility (6M)Calculated over the trailing 6-month period | 28.72% | 14.24% | +14.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.59% | 17.74% | +16.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.36% | 22.49% | +8.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.66% | 21.55% | +12.11% |
Dividends
WF vs. VUG - Dividend Comparison
WF's dividend yield for the trailing twelve months is around 0.63%, more than VUG's 0.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 0.40% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
WF Woori Financial Group Inc. | 0.63% | 3.84% | 12.93% | 2.71% | 8.20% | 1.19% | 0.00% | 0.00% | 0.00% | 0.58% | 3.29% | 7.86% |
Frequently Asked Questions
WF and VUG have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WF has higher volatility (12.09%) compared to VUG (5.58%). In terms of maximum drawdown, WF dropped -89.46% vs VUG's -50.68%.
WF currently has the higher Sharpe Ratio (0.91 vs 0.72), 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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