VTV vs YHGJ: Correlation
Vanguard Value ETF (VTV) and Yunhong Green CTI Ltd. (YHGJ) show a negative relationship: their 3-year correlation of weekly returns is -0.12.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are VTV and YHGJ?
Across a 3-year window, the weekly returns of VTV and YHGJ correlate at -0.12, negative, meaning they tend to move in opposite directions. Recent behaviour matches the longer record: -0.17 over 1 year against -0.12 over 3. Stretching to 5 years gives -0.03, with an annualized covariance of -133.7 %².
Among the 149 assets we track against VTV, YHGJ ranks #140 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months VTV outperformed by 70.6 percentage points (+25.7% for VTV against -44.9% for YHGJ). Note the risk asymmetry: YHGJ runs 7.6 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.
VTV vs YHGJ: side by side
| VTV (Vanguard Value ETF) | YHGJ (Yunhong Green CTI Ltd.) | |
|---|---|---|
| 1-year return | +25.7% | -44.9% |
| 5-year return | +79.1% | -85.6% |
| Volatility (ann.) | 11.9% | 90.5% |
| Beta vs S&P 500 | 0.65 | -0.69 |
| Max drawdown (3Y) | -14.5% | -91.7% |
| Market cap | – | – |
| P/E (trailing) | – | – |
| Dividend yield | 1.86% | 0.00% |
| Expense ratio | 0.03% | – |
| Assets under management | $256.4B | – |
| Sector / category | ETF · US Style | US Listed |
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 | VTV | YHGJ |
|---|---|---|
| 2022 | -2.1% | -12.6% |
| 2023 | +9.3% | +105.8% |
| 2024 | +16.0% | -74.3% |
| 2025 | +15.3% | -34.0% |
| 2026 | +19.3% | -19.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are VTV and YHGJ good diversifiers for each other?
Yes. With a correlation of -0.12, VTV and YHGJ have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
FAQ
What is the correlation between VTV and YHGJ?
As of 2026-08-27, the correlation of weekly returns between VTV and YHGJ is -0.12 over 3 years, -0.17 over 1 year and -0.03 over 5 years.
Is YHGJ a good diversifier for VTV?
Yes. With a correlation of -0.12, VTV and YHGJ have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
What does a correlation of -0.12 mean?
A reading of -0.12 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/vtv-vs-yhgj.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/vtv-vs-yhgj/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: VTV correlations · YHGJ correlations
