WMT vs. VT
WMT (Walmart Inc.) is a stock, while VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index. Over the past 10 years, WMT returned 19.77%/yr vs 12.93%/yr for VT. At a 0.37 correlation, their price movements are largely independent.
Performance
WMT vs. VT - Performance Comparison
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Returns By Period
In the year-to-date period, WMT achieves a 9.07% return, which is significantly lower than VT's 11.06% return. Over the past 10 years, WMT has outperformed VT with an annualized return of 19.77%, while VT has yielded a comparatively lower 12.93% annualized return.
WMT
- 1D
- 0.45%
- 1M
- -7.92%
- YTD
- 9.07%
- 6M
- 4.13%
- 1Y
- 29.24%
- 3Y*
- 34.18%
- 5Y*
- 22.42%
- 10Y*
- 19.77%
VT
- 1D
- 0.44%
- 1M
- 1.80%
- YTD
- 11.06%
- 6M
- 11.82%
- 1Y
- 27.43%
- 3Y*
- 19.71%
- 5Y*
- 10.65%
- 10Y*
- 12.93%
WMT vs. VT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WMT Walmart Inc. | 9.07% | 24.49% | 73.99% | 12.88% | -0.46% | 1.97% | 23.32% | 30.16% | -3.43% | 46.56% |
VT Vanguard Total World Stock ETF | 11.06% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
Correlation
The correlation between WMT and VT is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jun 26, 2008 | 0.37 |
The correlation between WMT and VT shifts across timeframes, from -0.02 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WMT vs. VT — Risk / Return Rank
WMT
VT
WMT vs. VT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Walmart Inc. (WMT) and Vanguard Total World Stock ETF (VT). 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.
| WMT | VT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.35 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.68 | -0.85 |
| Martin ratioReturn relative to average drawdown | 5.82 | 11.67 | -5.85 |
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Drawdowns
WMT vs. VT - Drawdown Comparison
The maximum WMT drawdown since its inception was -77.14%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for WMT and VT.
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Drawdown Indicators
| WMT | VT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.14% | -50.27% | -26.87% |
Max Drawdown (1Y)Largest decline over 1 year | -15.75% | -9.67% | -6.08% |
Max Drawdown (3Y)Largest decline over 3 years | -21.93% | -16.51% | -5.42% |
Max Drawdown (5Y)Largest decline over 5 years | -25.74% | -26.38% | +0.64% |
Max Drawdown (10Y)Largest decline over 10 years | -25.74% | -34.24% | +8.50% |
Current DrawdownCurrent decline from peak | -9.81% | -1.92% | -7.89% |
Average DrawdownAverage peak-to-trough decline | -14.63% | -7.01% | -7.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.94% | 2.22% | +2.72% |
Volatility
WMT vs. VT - Volatility Comparison
Walmart Inc. (WMT) has a higher volatility of 9.86% compared to Vanguard Total World Stock ETF (VT) at 5.26%. This indicates that WMT's price experiences larger fluctuations and is considered to be riskier than VT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WMT | VT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.86% | 5.26% | +4.60% |
Volatility (6M)Calculated over the trailing 6-month period | 18.49% | 11.01% | +7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.67% | 13.38% | +10.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 16.15% | +5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.73% | 17.27% | +4.46% |
Dividends
WMT vs. VT - Dividend Comparison
WMT's dividend yield for the trailing twelve months is around 0.80%, less than VT's 1.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 1.61% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
WMT Walmart Inc. | 0.80% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
Frequently Asked Questions
WMT and VT have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WMT has higher volatility (9.86%) compared to VT (5.26%). In terms of maximum drawdown, WMT dropped -77.14% vs VT's -50.27%.
VT currently has the higher Sharpe Ratio (1.94 vs 1.22), 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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