IBKR vs VT: Correlation
Measured on weekly returns over the past three years, Interactive Brokers (IBKR) and Vanguard Total World Stock ETF (VT) carry a correlation of 0.56, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are IBKR and VT?
On 3 years of weekly data the IBKR/VT correlation comes out at 0.56, moderate. Little has changed lately, as the 1-year reading of 0.61 lands near the 3-year figure. The 5-year figure is 0.56, and annualized covariance runs at 264.9 %².
Among the 32 assets we track against IBKR, VT ranks #14 by 3-year correlation. Correlation aside, the last 12 months split them widely, with IBKR ahead by 34.3 points (+57.0% versus +22.7%). This link changes with the market regime, having swung between 0.03 and 0.73 on a rolling one-year basis. Risk is not evenly split, since IBKR 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.
IBKR vs VT: side by side
| IBKR (Interactive Brokers) | VT (Vanguard Total World Stock ETF) | |
|---|---|---|
| 1-year return | +57.0% | +22.7% |
| 5-year return | +516.0% | +67.7% |
| Volatility (ann.) | 33.9% | 13.9% |
| Beta vs S&P 500 | 1.37 | 0.92 |
| Max drawdown (3Y) | -38.7% | -16.5% |
| Market cap | $164.5B | – |
| P/E (trailing) | 38.5 | – |
| Dividend yield | 0.34% | 1.59% |
| Expense ratio | – | 0.06% |
| Assets under management | – | $97.9B |
| Sector / category | Financials | 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 | IBKR | VT |
|---|---|---|
| 2022 | -8.4% | -18.0% |
| 2023 | +15.1% | +22.0% |
| 2024 | +114.4% | +16.5% |
| 2025 | +46.4% | +22.4% |
| 2026 | +50.4% | +15.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are IBKR and VT 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 IBKR and VT?
As of 2026-08-27, the correlation of weekly returns between IBKR and VT is 0.56 over 3 years, 0.61 over 1 year and 0.56 over 5 years.
Is VT a good diversifier for IBKR?
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?
A reading of 0.56 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/ibkr-vs-vt.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/ibkr-vs-vt/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: IBKR correlations · VT correlations
