VOO vs VT: returns, Sharpe ratio and drawdown
Performance
VOO+16.50%VT+16.49%
Summary
VOO vs VT
Over the past year, VOO returned +16.50% against +16.49% for VT. Over five years, VOO averaged +12.13% a year, compared with +9.24% for VT. VOO had the higher Sharpe ratio over the past year (0.91 vs 0.85), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.19% for VOO and -9.89% for VT.
Current Drawdown
VOO-0.58%VT-1.45%
Rolling Volatility
Pro feature
Volatility analysis is available on the Pro plan only.
Asset Correlations
Pro feature
Correlation analysis is available on the Pro plan only.
Risk Indicators
Plus feature
Risk indicators are available on the Plus plan and above.
Comparisons