WPP vs. VTI
WPP (WPP plc) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, WPP returned -12.36%/yr vs 15.14%/yr for VTI. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
WPP vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, WPP achieves a -22.46% return, which is significantly lower than VTI's 8.82% return. Over the past 10 years, WPP has underperformed VTI with an annualized return of -12.36%, while VTI has yielded a comparatively higher 15.14% annualized return.
WPP
- 1D
- -6.05%
- 1M
- -7.21%
- YTD
- -22.46%
- 6M
- -21.09%
- 1Y
- -49.84%
- 3Y*
- -28.12%
- 5Y*
- -20.58%
- 10Y*
- -12.36%
VTI
- 1D
- -1.39%
- 1M
- -0.84%
- YTD
- 8.82%
- 6M
- 7.71%
- 1Y
- 24.22%
- 3Y*
- 20.62%
- 5Y*
- 11.90%
- 10Y*
- 15.14%
WPP vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WPP WPP plc | -22.46% | -53.53% | 13.55% | 1.49% | -31.96% | 43.52% | -17.24% | 36.53% | -36.30% | -14.98% |
VTI Vanguard Total Stock Market ETF | 8.82% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between WPP and VTI is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.59 |
Over the past year, the correlation between WPP and VTI has dropped to 0.29 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.
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Return for Risk
WPP vs. VTI — Risk / Return Rank
WPP
VTI
WPP vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WPP plc (WPP) and Vanguard Total Stock Market ETF (VTI). 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.
| WPP | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.92 | ||
| Sortino ratioReturn per unit of downside risk | -3.99 | ||
| Omega ratioGain probability vs. loss probability | 0.80 | 1.34 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 2.73 | -3.60 |
| Martin ratioReturn relative to average drawdown | -1.22 | 12.14 | -13.35 |
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Drawdowns
WPP vs. VTI - Drawdown Comparison
The maximum WPP drawdown since its inception was -95.30%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for WPP and VTI.
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Drawdown Indicators
| WPP | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.30% | -55.45% | -39.85% |
Max Drawdown (1Y)Largest decline over 1 year | -57.55% | -8.92% | -48.63% |
Max Drawdown (3Y)Largest decline over 3 years | -71.59% | -19.30% | -52.29% |
Max Drawdown (5Y)Largest decline over 5 years | -77.69% | -25.36% | -52.33% |
Max Drawdown (10Y)Largest decline over 10 years | -79.99% | -35.00% | -44.99% |
Current DrawdownCurrent decline from peak | -76.93% | -2.85% | -74.08% |
Average DrawdownAverage peak-to-trough decline | -42.54% | -8.01% | -34.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.05% | 2.00% | +39.05% |
Volatility
WPP vs. VTI - Volatility Comparison
WPP plc (WPP) has a higher volatility of 14.94% compared to Vanguard Total Stock Market ETF (VTI) at 4.95%. This indicates that WPP's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WPP | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.94% | 4.95% | +9.99% |
Volatility (6M)Calculated over the trailing 6-month period | 33.57% | 10.05% | +23.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.91% | 12.83% | +36.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.08% | 17.51% | +17.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.02% | 18.32% | +16.70% |
Dividends
WPP vs. VTI - Dividend Comparison
WPP's dividend yield for the trailing twelve months is around 5.97%, more than VTI's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
WPP WPP plc | 5.97% | 9.09% | 4.85% | 5.09% | 4.38% | 2.45% | 5.66% | 5.47% | 7.35% | 4.32% | 3.01% | 2.81% |
Frequently Asked Questions
WPP and VTI have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WPP has higher volatility (14.94%) compared to VTI (4.95%). In terms of maximum drawdown, WPP dropped -95.30% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (1.90 vs -1.02), 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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