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WW vs. VT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WW vs. VT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WW International, Inc. (WW) and Vanguard Total World Stock ETF (VT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WW achieves a -45.30% return, which is significantly lower than VT's 13.23% return. Over the past 10 years, WW has underperformed VT with an annualized return of 0.55%, while VT has yielded a comparatively higher 12.84% annualized return.


WW

1D
-4.77%
1M
49.77%
YTD
-45.30%
6M
-40.04%
1Y
6,302.24%
3Y*
30.50%
5Y*
-16.58%
10Y*
0.55%

VT

1D
0.47%
1M
5.22%
YTD
13.23%
6M
14.61%
1Y
30.72%
3Y*
21.29%
5Y*
11.39%
10Y*
12.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WW vs. VT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WW
WW International, Inc.
-45.30%2,200.39%-85.49%126.68%-76.07%-33.89%-36.14%-0.88%-12.94%286.72%
VT
Vanguard Total World Stock ETF
13.23%22.43%16.49%22.02%-18.00%18.27%16.59%26.81%-9.76%24.50%

Correlation

The correlation between WW and VT is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.37

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2008

0.38

The correlation between WW and VT shifts across timeframes, from 0.26 (3 years) to 0.38 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WW vs. VT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WW
WW Risk / Return Rank: 9292
Overall Rank
WW Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
WW Sortino Ratio Rank: 100100
Sortino Ratio Rank
WW Omega Ratio Rank: 100100
Omega Ratio Rank
WW Calmar Ratio Rank: 100100
Calmar Ratio Rank
WW Martin Ratio Rank: 100100
Martin Ratio Rank

VT
VT Risk / Return Rank: 7272
Overall Rank
VT Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
VT Sortino Ratio Rank: 7373
Sortino Ratio Rank
VT Omega Ratio Rank: 7373
Omega Ratio Rank
VT Calmar Ratio Rank: 6565
Calmar Ratio Rank
VT Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WW vs. VT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WW International, Inc. (WW) 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.


WWVTDifference

Sharpe ratio

Return per unit of total volatility

0.58

2.44

-1.86

Sortino ratio

Return per unit of downside risk

273.39

3.36

+270.03

Omega ratio

Gain probability vs. loss probability

32.58

1.44

+31.14

Calmar ratio

Return relative to maximum drawdown

104.29

3.27

+101.03

Martin ratio

Return relative to average drawdown

177.17

14.59

+162.58

WW vs. VT - Sharpe Ratio Comparison

The current WW Sharpe Ratio is 0.58, which is lower than the VT Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of WW and VT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


WWVTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

2.44

-1.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.71

-0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.00

0.75

-0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.00

0.44

-0.44

Drawdowns

WW vs. VT - Drawdown Comparison

The maximum WW drawdown since its inception was -99.87%, which is greater than VT's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for WW and VT.


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Drawdown Indicators


WWVTDifference

Max Drawdown

Largest peak-to-trough decline

-99.87%

-50.27%

-49.60%

Max Drawdown (1Y)

Largest decline over 1 year

-79.68%

-9.67%

-70.01%

Max Drawdown (3Y)

Largest decline over 3 years

-99.02%

-16.51%

-82.51%

Max Drawdown (5Y)

Largest decline over 5 years

-99.68%

-26.38%

-73.30%

Max Drawdown (10Y)

Largest decline over 10 years

-99.87%

-34.24%

-65.63%

Current Drawdown

Current decline from peak

-84.50%

0.00%

-84.50%

Average Drawdown

Average peak-to-trough decline

-51.35%

-7.02%

-44.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.91%

2.17%

+44.74%

Volatility

WW vs. VT - Volatility Comparison

WW International, Inc. (WW) has a higher volatility of 45.47% compared to Vanguard Total World Stock ETF (VT) at 3.75%. This indicates that WW'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


WWVTDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.47%

3.75%

+41.72%

Volatility (6M)

Calculated over the trailing 6-month period

72.26%

10.13%

+62.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16,706.77%

12.67%

+16,694.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7,233.54%

16.04%

+7,217.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5,078.84%

17.23%

+5,061.61%

Dividends

WW vs. VT - Dividend Comparison

WW has not paid dividends to shareholders, while VT's dividend yield for the trailing twelve months is around 1.58%.


PositionTTM20252024202320222021202020192018201720162015
VT
Vanguard Total World Stock ETF
1.58%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%
WW
WW International, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WW and VT have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WW has higher volatility (45.47%) compared to VT (3.75%). In terms of maximum drawdown, WW dropped -99.87% vs VT's -50.27%.

VT currently has the higher Sharpe Ratio (2.44 vs 0.58), 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.

Portfolio Optimizer

Find the right allocation for WW and VT

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