GLQ vs VTI: Correlation
Clough Global Equity Fund (GLQ) and Vanguard Total Stock Market ETF (VTI) show a very strong relationship: their 3-year correlation of weekly returns is 0.87.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are GLQ and VTI?
Across a 3-year window, the weekly returns of GLQ and VTI correlate at 0.87, very strong, meaning they move nearly in lockstep. Little has changed lately, as the 1-year reading of 0.79 lands near the 3-year figure. Stretching to 5 years gives 0.78, with an annualized covariance of 212.1 %².
By 3-year correlation, VTI places #6 of the 21 assets tracked against GLQ. Neither side won the trailing year by much: +21.6% against +20.7%.
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.
GLQ vs VTI: side by side
| GLQ (Clough Global Equity Fund) | VTI (Vanguard Total Stock Market ETF) | |
|---|---|---|
| 1-year return | +21.6% | +20.7% |
| 5-year return | -3.8% | +74.8% |
| Volatility (ann.) | 16.6% | 14.6% |
| Beta vs S&P 500 | 1.00 | 1.01 |
| Max drawdown (3Y) | -19.2% | -19.3% |
| Market cap | – | – |
| P/E (trailing) | 2.7 | – |
| Dividend yield | 9.99% | 1.06% |
| Expense ratio | – | 0.03% |
| Assets under management | – | $2,290.0B |
| Sector / category | US Listed | ETF · US Large Cap |
VTI, Vanguard's Large Blend fund, carries $2,290.0B under management, 3140 holdings, a 0.03% expense ratio, a 1.06% trailing dividend yield.
Year-by-year returns
| Year | GLQ | VTI |
|---|---|---|
| 2022 | -42.3% | -19.5% |
| 2023 | +2.8% | +26.0% |
| 2024 | +25.2% | +23.8% |
| 2025 | +28.5% | +17.1% |
| 2026 | +13.2% | +14.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are GLQ and VTI good diversifiers for each other?
No: a correlation of 0.87 means GLQ and VTI tend to fall together, which is precisely when diversification is supposed to help.
FAQ
What is the correlation between GLQ and VTI?
The GLQ/VTI correlation stands at 0.87 on a 3-year window (1 year: 0.79, 5 years: 0.78), computed from weekly returns as of 2026-08-27.
Is VTI a good diversifier for GLQ?
No: a correlation of 0.87 means GLQ and VTI tend to fall together, which is precisely when diversification is supposed to help.
What does a correlation of 0.87 mean?
A reading of 0.87 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/glq-vs-vti.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/glq-vs-vti/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: GLQ correlations · VTI correlations
