Vanguard Total Correlations

VT Etf

USD 147.67 1.21 0.83%

The current 90-days correlation between Vanguard Total World and iShares Russell 2000 is 0.84 (i.e., Very poor diversification). The correlation of Vanguard Total is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak. If the correlation is 0, the equities are not correlated; they are entirely random.

Vanguard Total Correlation With Market

Almost no diversification

The correlation between Vanguard Total World and DJI is 0.95 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Vanguard Total World and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Vanguard Etf

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Vanguard Total World. Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in persons.

Moving together with Vanguard Etf

1.0	ACWI	iShares MSCI ACWI	Pair Corr
0.79	ACWV	iShares MSCI Global	Pair Corr
0.68	IOO	iShares Global 100	Pair Corr
0.73	URTH	iShares MSCI World	Pair Corr
0.74	CRBN	iShares MSCI ACWI	Pair Corr
0.82	GLOV	Goldman Sachs ActiveBeta Symbol Change	Pair Corr
0.74	KOKU	Xtrackers MSCI Kokusai	Pair Corr
1.0	SPGM	SPDR Portfolio MSCI	Pair Corr
0.64	USD	ProShares Ultra Semi	Pair Corr
0.77	AGQ	ProShares Ultra Silver Upward Rally	Pair Corr
0.74	DFEN	Direxion Daily Aerospace	Pair Corr
0.64	DGP	DB Gold Double	Pair Corr
0.66	UGL	ProShares Ultra Gold	Pair Corr
0.88	NUGT	Direxion Daily Gold	Pair Corr
0.72	URNM	Sprott Uranium Miners	Pair Corr
0.92	VBK	Vanguard Small Cap	Pair Corr
0.95	BINC	BlackRock ETF Trust	Pair Corr
0.93	AHYB	American Century ETF	Pair Corr
0.83	RDIV	Invesco SP Ultra	Pair Corr
0.65	PFE	Pfizer Inc	Pair Corr
0.91	AA	Alcoa Corp	Pair Corr
0.67	HD	Home Depot	Pair Corr
0.86	CAT	Caterpillar	Pair Corr
0.92	BA	Boeing	Pair Corr
0.79	WMT	Walmart Common Stock Aggressive Push	Pair Corr
0.8	INTC	Intel	Pair Corr
0.8	XOM	Exxon Mobil Corp Aggressive Push	Pair Corr

Moving against Vanguard Etf

0.78	FNGU	MicroSectors FANG Index Symbol Change	Pair Corr
0.34	MMM	3M Company	Pair Corr

Related Correlations Analysis

	VTWAX	VFWAX	VEU	VV	VLCAX	RSP	VYM	VHYAX	SCHD	IWM
VTWAX		0.97	0.97	0.89	0.89	0.97	0.91	0.91	0.86	0.94	VTWAX
VFWAX	0.97		1.0	0.76	0.76	0.95	0.92	0.92	0.93	0.9	VFWAX
VEU	0.97	1.0		0.76	0.76	0.95	0.92	0.92	0.92	0.9	VEU
VV	0.89	0.76	0.76		1.0	0.83	0.74	0.74	0.58	0.83	VV
VLCAX	0.89	0.76	0.76	1.0		0.83	0.74	0.74	0.58	0.83	VLCAX
RSP	0.97	0.95	0.95	0.83	0.83		0.96	0.96	0.9	0.97	RSP
VYM	0.91	0.92	0.92	0.74	0.74	0.96		1.0	0.96	0.9	VYM
VHYAX	0.91	0.92	0.92	0.74	0.74	0.96	1.0		0.96	0.9	VHYAX
SCHD	0.86	0.93	0.92	0.58	0.58	0.9	0.96	0.96		0.83	SCHD
IWM	0.94	0.9	0.9	0.83	0.83	0.97	0.9	0.9	0.83		IWM
	VTWAX	VFWAX	VEU	VV	VLCAX	RSP	VYM	VHYAX	SCHD	IWM

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Vanguard Total Constituents Risk-Adjusted Indicators

There is a big difference between Vanguard Etf performing well and Vanguard Total ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Vanguard Total's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
VTWAX	0.56	0.03	0.01	0.13	0.63	(0.59)	1.09	(1.21)	3.11
VFWAX	0.56	0.12	0.12	0.27	0.48	(0.63)	1.36	(1.15)	2.98
VEU	0.59	0.12	0.12	0.25	0.53	(0.64)	1.28	(1.24)	3.10
VV	0.57	(0.04)	(0.07)	0.04	0.75	(0.56)	1.10	(1.26)	3.69
VLCAX	0.56	(0.03)	(0.07)	0.04	0.77	(0.57)	1.10	(1.27)	3.68
RSP	0.58	0.05	0.05	0.15	0.48	(0.62)	1.42	(1.13)	3.45
VYM	0.55	0.10	0.12	0.22	0.41	(0.59)	1.21	(1.13)	2.96
VHYAX	0.55	0.11	0.12	0.22	0.42	(0.59)	1.18	(1.14)	3.01
SCHD	0.62	0.22	0.34	0.51	0.00	(0.80)	1.67	(0.85)	2.87
IWM	0.94	0.05	0.06	0.13	1.03	(0.97)	1.98	(1.85)	4.68

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