VT vs. SCHB
Vanguard Total World Stock ETF
Schwab U.S. Broad Market ETF
Correlation
Compare with
Top 10 shared holdings
Performance Measures**
for the time period Jun 26, 2008 to Jul 22, 2026
1M Trailing Return:
3M Trailing Return:
-1.0%
4.3%
0.3%
5.4%
-1.3%
-1.1%
1M Trailing Return:
3M Trailing Return:
-1.0%
4.3%
0.3%
5.4%
-1.3%
-1.1%
Max Drawdown:
Standard Deviation:
-50.3%
20.5%
-35.3%
17.5%
-15%
+3%
Max Drawdown:
Standard Deviation:
-50.3%
20.5%
-35.3%
17.5%
-15%
+3%
Sharpe Ratio:
Calmar Ratio:
0.52
0.18
0.86
0.41
-0.34
-0.23
Sharpe Ratio:
Calmar Ratio:
0.52
0.18
0.86
0.41
-0.34
-0.23
What is VT?
Invests in more than 3000 stocks representative of the whole U.S. market. Goal is to keep pace with U.S. stock market returns. Offers high potential for investment growth; share value typically rises and falls more sharply than that of funds holding bonds. More appropriate for long-term goals where your money s growth is essential.
What is SCHB?
The fund offers diversified exposure across large- and small-cap U.S. stocks. It seeks investment results that track performance before fees and expenses of the approximately 2500-stock Dow Jones U.S. Broad Stock Market Index?.
Snapshot**
- Liquidity: In an active trading strategy (trading multiple time per week), it’s important to consider the liquidity of the ETF you’re using. Lower liquidity can mean more money lost in slippage. AUM and average daily volume are both indicators of liquidity.
- Expense: Some ETFs are more expensive to use than others. For strategies that are focused on longer holding periods, it’s important to factor in how expensive it is to hold this ETF. Expense ratio is the main indicator of how expensive an ETF is.
- Risk: Some ETFs will be highly correlated, but have varying degrees of returns, due to leverage. It’s important to consider if an ETF is using leverage or not. The main indicators of a riskier ETF will be the use of leverage and higher standard deviation or max drawdown in a backtest.
Trading Strategies
Related toVT
Steph combo 2
Category
Tactical multi-asset rotation, Big Tech momentum, Leveraged ETFs, Volatility hedging, Core index + T-bills
OOS Cumulative Return
91.23%
Trading Strategies
Related toSCHB
Baller Basket
Category
Trend-following, Tactical allocation, Leveraged ETFs, Semiconductors, Treasuries, Volatility hedging, Momentum, RSI, Risk-on/risk-off
OOS Cumulative Return
223.58%
Create your own algorithmic
trading strategy
Disclaimers
We show information directly obtained from our data provider, Xignite. Data shown here is provided by Xignite, an unaffiliated third party. Composer believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate.
We show information based on calculations performed by Composer using data from our provider. Information provided here is based on calculations performed by Composer using data sourced from Xignite, an unaffiliated third party. Composer believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.