WTI vs. VDE
WTI (W&T Offshore, Inc.) is a stock, while VDE (Vanguard Energy ETF) is Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index. Over the past 10 years, WTI returned 7.38%/yr vs 9.70%/yr for VDE. A 0.70 correlation means they provide meaningful diversification when combined.
Performance
WTI vs. VDE - Performance Comparison
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Returns By Period
In the year-to-date period, WTI achieves a 147.39% return, which is significantly higher than VDE's 32.24% return. Over the past 10 years, WTI has underperformed VDE with an annualized return of 7.38%, while VDE has yielded a comparatively higher 9.70% annualized return.
WTI
- 1D
- -0.25%
- 1M
- -8.24%
- YTD
- 147.39%
- 6M
- 125.27%
- 1Y
- 147.10%
- 3Y*
- 1.53%
- 5Y*
- -1.50%
- 10Y*
- 7.38%
VDE
- 1D
- 1.13%
- 1M
- -2.17%
- YTD
- 32.24%
- 6M
- 29.32%
- 1Y
- 45.53%
- 3Y*
- 17.97%
- 5Y*
- 20.43%
- 10Y*
- 9.70%
WTI vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTI W&T Offshore, Inc. | 147.39% | 0.62% | -48.17% | -41.41% | 72.76% | 48.85% | -60.97% | 34.95% | 24.47% | 19.49% |
VDE Vanguard Energy ETF | 32.24% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | -33.02% | 9.28% | -19.95% | -2.50% |
Correlation
The correlation between WTI and VDE is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2005 | 0.70 |
The correlation between WTI and VDE shifts across timeframes, from 0.63 (1 year) to 0.73 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
WTI vs. VDE — Risk / Return Rank
WTI
VDE
WTI vs. VDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for W&T Offshore, Inc. (WTI) and Vanguard Energy ETF (VDE). 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.
| WTI | VDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.39 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.36 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | 3.88 | -0.19 |
| Martin ratioReturn relative to average drawdown | 7.08 | 11.42 | -4.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WTI | VDE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.76 | 2.25 | -0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | 0.78 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.10 | 0.33 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.28 | -0.36 |
Drawdowns
WTI vs. VDE - Drawdown Comparison
The maximum WTI drawdown since its inception was -97.59%, which is greater than VDE's maximum drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for WTI and VDE.
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Drawdown Indicators
| WTI | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.59% | -74.20% | -23.39% |
Max Drawdown (1Y)Largest decline over 1 year | -40.17% | -11.80% | -28.37% |
Max Drawdown (3Y)Largest decline over 3 years | -74.31% | -21.41% | -52.90% |
Max Drawdown (5Y)Largest decline over 5 years | -87.31% | -26.58% | -60.73% |
Max Drawdown (10Y)Largest decline over 10 years | -88.92% | -69.29% | -19.63% |
Current DrawdownCurrent decline from peak | -90.65% | -6.43% | -84.22% |
Average DrawdownAverage peak-to-trough decline | -74.07% | -19.96% | -54.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.86% | 4.00% | +16.86% |
Volatility
WTI vs. VDE - Volatility Comparison
W&T Offshore, Inc. (WTI) has a higher volatility of 24.03% compared to Vanguard Energy ETF (VDE) at 7.99%. This indicates that WTI's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WTI | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.03% | 7.99% | +16.04% |
Volatility (6M)Calculated over the trailing 6-month period | 66.16% | 16.33% | +49.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 84.36% | 20.38% | +63.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 68.88% | 26.40% | +42.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.16% | 29.93% | +43.23% |
Dividends
WTI vs. VDE - Dividend Comparison
WTI's dividend yield for the trailing twelve months is around 1.00%, less than VDE's 2.37% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDE Vanguard Energy ETF | 2.37% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
WTI W&T Offshore, Inc. | 1.00% | 2.45% | 2.41% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WTI and VDE have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTI has higher volatility (24.03%) compared to VDE (7.99%). In terms of maximum drawdown, WTI dropped -97.59% vs VDE's -74.20%.
VDE currently has the higher Sharpe Ratio (2.25 vs 1.76), 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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