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 7.75%/yr vs 10.12%/yr for VDE. Their 0.70 correlation means they have sometimes moved together and sometimes differently.
Performance
WTI vs. VDE - Performance Comparison
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Returns By Period
In the year-to-date period, WTI achieves a 121.48% return, which is significantly higher than VDE's 35.06% return. Over the past 10 years, WTI has underperformed VDE with an annualized return of 7.75%, while VDE has yielded a comparatively higher 10.12% annualized return.
WTI
- 1D
- 3.76%
- 1M
- 16.18%
- 6M
- 66.36%
- YTD
- 121.48%
- 1Y
- 114.71%
- 3Y*
- -4.31%
- 5Y*
- -1.39%
- 10Y*
- 7.75%
- ALL TIME*
- -6.05%
VDE
- 1D
- 1.02%
- 1M
- 11.65%
- 6M
- 18.28%
- YTD
- 35.06%
- 1Y
- 43.90%
- 3Y*
- 14.78%
- 5Y*
- 23.63%
- 10Y*
- 10.12%
- ALL TIME*
- 8.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $73.73M | $73.82M | $109.36M | |
| $14.50M | $14.39M | $19.55M |
WTI vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WTI W&T Offshore, Inc. | 121.48% | 0.62% | -48.17% | -41.41% | 72.76% | 48.85% | -60.97% | 34.95% | 24.47% | 19.49% |
VDE Vanguard Energy ETF | 35.06% | 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 0.64, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.64 |
Correlation (3Y) Balances recent behavior with more history. | 0.66 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.73 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2005 | 0.70 |
The correlation between WTI and VDE has been stable across timeframes, ranging from 0.64 to 0.73 - a consistent structural relationship.
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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.
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.
| WTI | VDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 2.75 | -0.09 |
| Martin ratioReturn relative to average drawdown | 5.33 | 7.42 | -2.09 |
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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% | -15.04% | -25.13% |
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 | -91.63% | -4.44% | -87.19% |
Average DrawdownAverage peak-to-trough decline | -74.20% | -19.89% | -54.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.00% | 5.59% | +14.41% |
Volatility
WTI vs. VDE - Volatility Comparison
W&T Offshore, Inc. (WTI) has a higher volatility of 23.17% compared to Vanguard Energy ETF (VDE) at 5.99%. 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 | 23.17% | 5.99% | +17.18% |
Volatility (6M)Calculated over the trailing 6-month period | 72.21% | 16.66% | +55.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 86.03% | 20.95% | +65.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.93% | 26.14% | +43.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 73.67% | 29.90% | +43.77% |
Dividends
WTI vs. VDE - Dividend Comparison
WTI's dividend yield for the trailing twelve months is around 1.11%, less than VDE's 2.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VDE Vanguard Energy ETF | 2.40% | 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. | 1.11% | 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 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WTI has higher volatility (23.17%) compared to VDE (5.99%). In terms of maximum drawdown, WTI dropped -97.59% vs VDE's -74.20%.
VDE currently has the higher Sharpe Ratio (1.98 vs 1.24), 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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