VT vs VTI: returns, Sharpe ratio and drawdown
Performance
VT+16.49%VTI+16.10%
Summary
VT vs VTI
Over the past year, VT returned +16.49% against +16.10% for VTI. Over five years, VTI averaged +10.98% a year, compared with +9.24% for VT. VTI had the higher Sharpe ratio over the past year (0.87 vs 0.85), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.20% for VTI and -9.89% for VT.
Current Drawdown
VT-1.45%VTI-1.18%
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