IBKR vs VUG: Correlation
Interactive Brokers (IBKR) and Vanguard Growth ETF (VUG) show a moderate relationship: their 3-year correlation of weekly returns is 0.58.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are IBKR and VUG?
On 3 years of weekly data the IBKR/VUG correlation comes out at 0.58, moderate. Little has changed lately, as the 1-year reading of 0.55 lands near the 3-year figure. The 5-year figure is 0.53, and annualized covariance runs at 378.5 %².
Within IBKR's tracked universe of 32 assets, VUG comes in at #9 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months IBKR outperformed by 40.8 percentage points (+57.0% for IBKR against +16.2% for VUG). The relationship is regime-dependent: the rolling one-year correlation swung between 0.11 and 0.78 over the past three years, so this pair behaves very differently depending on the market environment. Risk is not evenly split, since IBKR carries 1.7 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 VUG: side by side
| IBKR (Interactive Brokers) | VUG (Vanguard Growth ETF) | |
|---|---|---|
| 1-year return | +57.0% | +16.2% |
| 5-year return | +516.0% | +78.4% |
| Volatility (ann.) | 33.9% | 19.4% |
| Beta vs S&P 500 | 1.37 | 1.28 |
| Max drawdown (3Y) | -38.7% | -22.8% |
| Market cap | $164.5B | – |
| P/E (trailing) | 38.5 | – |
| Dividend yield | 0.34% | 0.40% |
| Expense ratio | – | 0.03% |
| Assets under management | – | $372.0B |
| Sector / category | Financials | ETF · US Style |
VUG, Vanguard's Large Growth fund, carries $372.0B under management, 146 holdings, a 0.03% expense ratio, a 0.40% trailing dividend yield.
Year-by-year returns
| Year | IBKR | VUG |
|---|---|---|
| 2022 | -8.4% | -33.2% |
| 2023 | +15.1% | +46.8% |
| 2024 | +114.4% | +32.7% |
| 2025 | +46.4% | +19.4% |
| 2026 | +50.4% | +9.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Fund exposure
IBKR represents 0.07% of VUG's portfolio, so part of any move in VUG is IBKR itself, and the correlation between them is partly mechanical.
Are IBKR and VUG good diversifiers for each other?
Somewhat, no more. With 0.58 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between IBKR and VUG?
Using weekly returns as of 2026-08-27: 0.58 over 3 years, with 0.55 over the last year and 0.53 over 5 years.
Is VUG a good diversifier for IBKR?
Somewhat, no more. With 0.58 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.58 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/ibkr-vs-vug.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/ibkr-vs-vug/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: IBKR correlations · VUG correlations
