IBKR vs VTI: Correlation
Measured on weekly returns over the past three years, Interactive Brokers (IBKR) and Vanguard Total Stock Market ETF (VTI) carry a correlation of 0.58, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are IBKR and VTI?
Over the past 3 years, IBKR and VTI moved with a correlation of 0.58, which is moderate. Little has changed lately, as the 1-year reading of 0.59 lands near the 3-year figure. Over 5 years the correlation is 0.55, and the annualized covariance of weekly returns is 288.9 %².
Among the 32 assets we track against IBKR, VTI ranks #8 by 3-year correlation. Correlation aside, the last 12 months split them widely, with IBKR ahead by 36.3 points (+57.0% versus +20.7%). This link changes with the market regime, having swung between 0.07 and 0.76 on a rolling one-year basis. Risk is not evenly split, since IBKR carries 2.3 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 VTI: side by side
| IBKR (Interactive Brokers) | VTI (Vanguard Total Stock Market ETF) | |
|---|---|---|
| 1-year return | +57.0% | +20.7% |
| 5-year return | +516.0% | +74.8% |
| Volatility (ann.) | 33.9% | 14.6% |
| Beta vs S&P 500 | 1.37 | 1.01 |
| Max drawdown (3Y) | -38.7% | -19.3% |
| Market cap | $164.5B | – |
| P/E (trailing) | 38.5 | – |
| Dividend yield | 0.34% | 1.06% |
| Expense ratio | – | 0.03% |
| Assets under management | – | $2,290.0B |
| Sector / category | Financials | 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 | IBKR | VTI |
|---|---|---|
| 2022 | -8.4% | -19.5% |
| 2023 | +15.1% | +26.0% |
| 2024 | +114.4% | +23.8% |
| 2025 | +46.4% | +17.1% |
| 2026 | +50.4% | +14.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Fund exposure
Keep in mind that VTI holds IBKR at a 0.05% weight, which makes a slice of this correlation mechanical rather than coincidental.
Are IBKR and VTI good diversifiers for each other?
To a limited degree. At 0.58 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 VTI?
As of 2026-08-27, the correlation of weekly returns between IBKR and VTI is 0.58 over 3 years, 0.59 over 1 year and 0.55 over 5 years.
Is VTI a good diversifier for IBKR?
To a limited degree. At 0.58 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 0.58 mean?
On the −1 to +1 scale, 0.58 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
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Related comparisons
Hubs: IBKR correlations · VTI correlations
