EMR vs VT: Correlation
How closely do Emerson Electric (EMR) and Vanguard Total World Stock ETF (VT) trade together? Their weekly returns over three years give a correlation of 0.69, which is strong.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are EMR and VT?
Over the past 3 years, EMR and VT moved with a correlation of 0.69, which is strong. Recent behaviour matches the longer record: 0.72 over 1 year against 0.69 over 3. Over 5 years the correlation is 0.70, and the annualized covariance of weekly returns is 271.4 %².
Among the 47 assets we track against EMR, VT ranks #14 by 3-year correlation. Neither side won the trailing year by much: +20.0% against +22.7%. On a rolling one-year basis the correlation drifted between 0.43 and 0.79, a moderate band. Note the risk asymmetry: EMR runs 2.0 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.
EMR vs VT: side by side
| EMR (Emerson Electric) | VT (Vanguard Total World Stock ETF) | |
|---|---|---|
| 1-year return | +20.0% | +22.7% |
| 5-year return | +65.4% | +67.7% |
| Volatility (ann.) | 28.3% | 13.9% |
| Beta vs S&P 500 | 1.29 | 0.92 |
| Max drawdown (3Y) | -29.6% | -16.5% |
| Market cap | $88.0B | – |
| P/E (trailing) | 34.5 | – |
| Dividend yield | 1.39% | 1.59% |
| Expense ratio | – | 0.06% |
| Assets under management | – | $97.9B |
| Sector / category | Industrials | 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 | EMR | VT |
|---|---|---|
| 2022 | +5.7% | -18.0% |
| 2023 | +3.8% | +22.0% |
| 2024 | +29.7% | +16.5% |
| 2025 | +8.9% | +22.4% |
| 2026 | +20.2% | +15.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Fund exposure
EMR represents 0.08% of VT's portfolio, so part of any move in VT is EMR itself, and the correlation between them is partly mechanical.
Are EMR and VT good diversifiers for each other?
Only partially. A correlation of 0.69 means EMR 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 EMR and VT?
Using weekly returns as of 2026-08-27: 0.69 over 3 years, with 0.72 over the last year and 0.70 over 5 years.
Is VT a good diversifier for EMR?
Only partially. A correlation of 0.69 means EMR 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 0.69 mean?
On the −1 to +1 scale, 0.69 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/emr-vs-vt.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/emr-vs-vt/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: EMR correlations · VT correlations
