AGD vs VT: Correlation
Measured on weekly returns over the past three years, abrdn Global Dynamic Dividend Fund (AGD) and Vanguard Total World Stock ETF (VT) carry a correlation of 0.65, a strong link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are AGD and VT?
Over the past 3 years, AGD and VT moved with a correlation of 0.65, which is strong. The relationship has been stable: the 1-year correlation (0.64) sits close to the 3-year figure. Over 5 years the correlation is 0.74, and the annualized covariance of weekly returns is 192.9 %².
Within AGD's tracked universe of 15 assets, VT comes in at #5 by 3-year correlation. Twelve-month performance is nearly a tie, at +19.7% for AGD and +22.7% for VT. Note the risk asymmetry: AGD runs 1.5 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
AGD vs VT: side by side
| AGD (abrdn Global Dynamic Dividend Fund) | VT (Vanguard Total World Stock ETF) | |
|---|---|---|
| 1-year return | +19.7% | +22.7% |
| 5-year return | +65.7% | +67.7% |
| Volatility (ann.) | 21.4% | 13.9% |
| Beta vs S&P 500 | 0.88 | 0.92 |
| Max drawdown (3Y) | -20.3% | -16.5% |
| Market cap | – | – |
| P/E (trailing) | 4.2 | – |
| Dividend yield | 5.26% | 1.59% |
| Expense ratio | – | 0.06% |
| Assets under management | – | $97.9B |
| Sector / category | US Listed | ETF · Global |
VT is a Global Large-Stock Blend fund from Vanguard: $97.9B under management, 5308 holdings, a 0.06% expense ratio, a 1.59% trailing dividend yield.
Year-by-year returns
| Year | AGD | VT |
|---|---|---|
| 2022 | -15.3% | -18.0% |
| 2023 | +7.4% | +22.0% |
| 2024 | +16.4% | +16.5% |
| 2025 | +34.3% | +22.4% |
| 2026 | +16.5% | +15.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are AGD and VT good diversifiers for each other?
Only partially. A correlation of 0.65 means AGD and VT share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
FAQ
What is the correlation between AGD and VT?
Using weekly returns as of 2026-08-27: 0.65 over 3 years, with 0.64 over the last year and 0.74 over 5 years.
Is VT a good diversifier for AGD?
Only partially. A correlation of 0.65 means AGD and VT share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.65 mean?
On the −1 to +1 scale, 0.65 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/agd-vs-vt.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/agd-vs-vt/)
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Related comparisons
Hubs: AGD correlations · VT correlations
