ITT vs VT: Correlation
How closely do ITT Inc. (ITT) and Vanguard Total World Stock ETF (VT) trade together? Their weekly returns over three years give a correlation of 0.74, which is strong.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are ITT and VT?
Over the past 3 years, ITT and VT moved with a correlation of 0.74, which is strong. The past 12 months show a weaker link (0.60) than the 3-year average (0.74). Over 5 years the correlation is 0.78, and the annualized covariance of weekly returns is 279.4 %².
Among the 38 assets we track against ITT, VT ranks #4 by 3-year correlation. Their 12-month results are close: +20.8% for ITT against +22.7% for VT. One caveat on sizing: ITT is 2.0 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
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.
ITT vs VT: side by side
| ITT (ITT Inc.) | VT (Vanguard Total World Stock ETF) | |
|---|---|---|
| 1-year return | +20.8% | +22.7% |
| 5-year return | +124.4% | +67.7% |
| Volatility (ann.) | 27.4% | 13.9% |
| Beta vs S&P 500 | 1.33 | 0.92 |
| Max drawdown (3Y) | -29.1% | -16.5% |
| Market cap | – | – |
| P/E (trailing) | 40.9 | – |
| Dividend yield | 0.70% | 1.59% |
| Expense ratio | – | 0.06% |
| Assets under management | – | $97.9B |
| Sector / category | US Listed | 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 | ITT | VT |
|---|---|---|
| 2022 | -19.5% | -18.0% |
| 2023 | +48.9% | +22.0% |
| 2024 | +20.9% | +16.5% |
| 2025 | +22.5% | +22.4% |
| 2026 | +20.3% | +15.2% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are ITT and VT good diversifiers for each other?
Only partially. A correlation of 0.74 means ITT 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 ITT and VT?
As of 2026-08-27, the correlation of weekly returns between ITT and VT is 0.74 over 3 years, 0.60 over 1 year and 0.78 over 5 years.
Is VT a good diversifier for ITT?
Only partially. A correlation of 0.74 means ITT 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 0.74 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/itt-vs-vt.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/itt-vs-vt/)
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Related comparisons
Hubs: ITT correlations · VT correlations
