WSM vs. VTI
WSM (Williams-Sonoma, Inc.) 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, WSM returned 27.02%/yr vs 15.16%/yr for VTI. A 0.55 correlation means they provide meaningful diversification when combined.
Performance
WSM vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, WSM achieves a 28.12% return, which is significantly higher than VTI's 10.82% return. Over the past 10 years, WSM has outperformed VTI with an annualized return of 27.02%, while VTI has yielded a comparatively lower 15.16% annualized return.
WSM
- 1D
- 1.74%
- 1M
- 34.71%
- YTD
- 28.12%
- 6M
- 23.34%
- 1Y
- 45.75%
- 3Y*
- 56.54%
- 5Y*
- 26.20%
- 10Y*
- 27.02%
VTI
- 1D
- -0.58%
- 1M
- 2.10%
- YTD
- 10.82%
- 6M
- 11.43%
- 1Y
- 26.40%
- 3Y*
- 20.71%
- 5Y*
- 12.61%
- 10Y*
- 15.16%
WSM vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSM Williams-Sonoma, Inc. | 28.12% | -2.09% | 86.56% | 80.24% | -30.49% | 68.60% | 42.38% | 50.07% | 0.61% | 10.20% |
VTI Vanguard Total Stock Market ETF | 10.82% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between WSM and VTI is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.55 |
The correlation between WSM and VTI has been stable across timeframes, ranging from 0.46 to 0.56 - a consistent structural relationship.
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Return for Risk
WSM vs. VTI — Risk / Return Rank
WSM
VTI
WSM vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Williams-Sonoma, Inc. (WSM) 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.
| WSM | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.77 | ||
| Sortino ratioReturn per unit of downside risk | -0.81 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.38 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.98 | 2.97 | -1.00 |
| Martin ratioReturn relative to average drawdown | 4.48 | 13.35 | -8.87 |
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Drawdowns
WSM vs. VTI - Drawdown Comparison
The maximum WSM drawdown since its inception was -89.01%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for WSM and VTI.
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Drawdown Indicators
| WSM | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.01% | -55.45% | -33.56% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -8.92% | -14.35% |
Max Drawdown (3Y)Largest decline over 3 years | -36.79% | -19.30% | -17.49% |
Max Drawdown (5Y)Largest decline over 5 years | -51.92% | -25.36% | -26.56% |
Max Drawdown (10Y)Largest decline over 10 years | -59.71% | -35.00% | -24.71% |
Current DrawdownCurrent decline from peak | 0.00% | -1.07% | +1.07% |
Average DrawdownAverage peak-to-trough decline | -25.03% | -8.02% | -17.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.25% | 1.99% | +8.26% |
Volatility
WSM vs. VTI - Volatility Comparison
Williams-Sonoma, Inc. (WSM) has a higher volatility of 11.30% compared to Vanguard Total Stock Market ETF (VTI) at 4.58%. This indicates that WSM'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
| WSM | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.30% | 4.58% | +6.72% |
Volatility (6M)Calculated over the trailing 6-month period | 25.58% | 9.89% | +15.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.65% | 12.69% | +21.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.76% | 17.49% | +27.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.28% | 18.34% | +25.94% |
Dividends
WSM vs. VTI - Dividend Comparison
WSM's dividend yield for the trailing twelve months is around 1.21%, more than VTI's 1.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.02% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
WSM Williams-Sonoma, Inc. | 1.21% | 1.43% | 1.16% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% |
Frequently Asked Questions
WSM and VTI have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WSM has higher volatility (11.30%) compared to VTI (4.58%). In terms of maximum drawdown, WSM dropped -89.01% vs VTI's -55.45%.
VTI currently has the higher Sharpe Ratio (2.10 vs 1.33), 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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