STT vs VTV: Correlation
State Street Corporation (STT) and Vanguard Value ETF (VTV) show a strong relationship: their 3-year correlation of weekly returns is 0.71.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are STT and VTV?
Across a 3-year window, the weekly returns of STT and VTV correlate at 0.71, strong. The past 12 months show a weaker link (0.56) than the 3-year average (0.71). Stretching to 5 years gives 0.73, with an annualized covariance of 193.4 %².
By 3-year correlation, VTV places #15 of the 32 assets tracked against STT. The last year tells two different stories: STT led by 47.0 percentage points, +72.7% for STT against +25.7% for VTV. On a rolling one-year basis the correlation drifted between 0.55 and 0.83, a moderate band. Note the risk asymmetry: STT runs 1.9 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
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.
STT vs VTV: side by side
| STT (State Street Corporation) | VTV (Vanguard Value ETF) | |
|---|---|---|
| 1-year return | +72.7% | +25.7% |
| 5-year return | +144.9% | +79.1% |
| Volatility (ann.) | 22.9% | 11.9% |
| Beta vs S&P 500 | 0.97 | 0.65 |
| Max drawdown (3Y) | -25.7% | -14.5% |
| Market cap | $53.1B | – |
| P/E (trailing) | 17.1 | – |
| Dividend yield | 1.74% | 1.86% |
| Expense ratio | – | 0.03% |
| Assets under management | – | $256.4B |
| Sector / category | Financials | ETF · US Style |
On the fund side, VTV sits in the Large Value category at Vanguard, with $256.4B under management, 308 holdings, a 0.03% expense ratio, a 1.86% trailing dividend yield.
Year-by-year returns
| Year | STT | VTV |
|---|---|---|
| 2022 | -13.8% | -2.1% |
| 2023 | +3.5% | +9.3% |
| 2024 | +30.2% | +16.0% |
| 2025 | +35.5% | +15.3% |
| 2026 | +52.6% | +19.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Fund exposure
A structural note: 0.18% of VTV is STT itself, so the fund partly moves with the stock by construction.
Are STT and VTV good diversifiers for each other?
Only partially. A correlation of 0.71 means STT and VTV 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 STT and VTV?
The STT/VTV correlation stands at 0.71 on a 3-year window (1 year: 0.56, 5 years: 0.73), computed from weekly returns as of 2026-08-27.
Is VTV a good diversifier for STT?
Only partially. A correlation of 0.71 means STT and VTV share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.71 mean?
A reading of 0.71 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/stt-vs-vtv.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/stt-vs-vtv/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: STT correlations · VTV correlations
