Vanguard Total Correlations

BNDW Etf

USD 68.87 0.20 0.29%

The current 90-days correlation between Vanguard Total World and Vanguard Total Corporate is 0.9 (i.e., Almost no 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

Modest diversification

The correlation between Vanguard Total World and DJI is 0.25 (i.e., Modest 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 Trending Equities 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 unemployment.

Moving together with Vanguard Etf

0.94	IAGG	iShares Core Interna	Pair Corr
0.91	BGRN	iShares USD Green	Pair Corr
0.89	FLIA	Franklin Liberty Int	Pair Corr
0.68	ARKW	ARK Next Generation	Pair Corr
0.66	WTMF	WisdomTree Managed	Pair Corr
0.66	EWC	iShares MSCI Canada	Pair Corr
0.69	IRET	iREIT MarketVector	Pair Corr
0.63	IXP	iShares Global Comm	Pair Corr
0.72	MPRO	Northern Lights	Pair Corr
0.61	CSCO	Cisco Systems	Pair Corr
0.67	PFE	Pfizer Inc	Pair Corr
0.65	CVX	Chevron Corp	Pair Corr

Moving against Vanguard Etf

0.71	MCD	McDonalds	Pair Corr
0.53	HPQ	HP Inc	Pair Corr
0.45	PG	Procter Gamble Earnings Call This Week	Pair Corr

Related Correlations Analysis

	VTC	VWOB	VGIT	BNDX	VGSH
VTC		0.96	0.87	0.83	0.89	VTC
VWOB	0.96		0.7	0.7	0.83	VWOB
VGIT	0.87	0.7		0.83	0.88	VGIT
BNDX	0.83	0.7	0.83		0.73	BNDX
VGSH	0.89	0.83	0.88	0.73		VGSH
	VTC	VWOB	VGIT	BNDX	VGSH

Click cells to compare fundamentals

Check Volatility

Backtest Portfolio

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
VTC	0.26	0.00	(0.47)	0.20	0.25	(0.28)	0.60	(0.50)	1.71
VWOB	0.26	0.02	(0.34)	0.27	0.18	(0.28)	0.56	(0.52)	1.90
VGIT	0.22	0.00	(0.72)	0.53	0.24	(0.23)	0.36	(0.49)	1.04
BNDX	0.16	(0.01)	(0.88)	(0.03)	0.19	(0.17)	0.35	(0.34)	0.92
VGSH	0.07	0.00	(1.72)	0.36	0.00	(0.08)	0.15	(0.19)	0.38

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC