DD vs VTV: Correlation
How closely do DuPont (DD) and Vanguard Value ETF (VTV) trade together? Their weekly returns over three years give a correlation of 0.56, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DD and VTV?
On 3 years of weekly data the DD/VTV correlation comes out at 0.56, moderate. Little has changed lately, as the 1-year reading of 0.48 lands near the 3-year figure. The 5-year figure is 0.64, and annualized covariance runs at 191.2 %².
Within DD's tracked universe of 34 assets, VTV comes in at #11 by 3-year correlation. Correlation aside, the last 12 months split them widely, with DD ahead by 19.0 points (+44.7% versus +25.7%). This link changes with the market regime, having swung between 0.20 and 0.79 on a rolling one-year basis. Risk is not evenly split, since DD carries 2.4 times the volatility of the other side.
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.
DD vs VTV: side by side
| DD (DuPont) | VTV (Vanguard Value ETF) | |
|---|---|---|
| 1-year return | +44.7% | +25.7% |
| 5-year return | +64.0% | +79.1% |
| Volatility (ann.) | 28.8% | 11.9% |
| Beta vs S&P 500 | 0.93 | 0.65 |
| Max drawdown (3Y) | -37.8% | -14.5% |
| Market cap | $18.7B | – |
| P/E (trailing) | 59.1 | – |
| Dividend yield | 2.20% | 1.86% |
| Expense ratio | – | 0.03% |
| Assets under management | – | $256.4B |
| Sector / category | Industrials | ETF · US Style |
On the fund side, VTV sits in the Large Value category at Vanguard, with $256.4B under management, 308 holdings, a 0.03% expense ratio, a 1.86% trailing dividend yield.
Year-by-year returns
| Year | DD | VTV |
|---|---|---|
| 2022 | -13.4% | -2.1% |
| 2023 | +14.4% | +9.3% |
| 2024 | +1.0% | +16.0% |
| 2025 | +28.7% | +15.3% |
| 2026 | +16.0% | +19.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DD and VTV good diversifiers for each other?
To a limited degree. At 0.56 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between DD and VTV?
As of 2026-08-27, the correlation of weekly returns between DD and VTV is 0.56 over 3 years, 0.48 over 1 year and 0.64 over 5 years.
Is VTV a good diversifier for DD?
To a limited degree. At 0.56 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.56 mean?
On the −1 to +1 scale, 0.56 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/dd-vs-vtv.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/dd-vs-vtv/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: DD correlations · VTV correlations
