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Vanguard FTSE All-World ex-US ETF (VEU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9220427754

CUSIP

922042775

Issuer

Vanguard

Inception Date

Mar 2, 2007

Region

Broad Asia (Broad)

Leveraged

1x

Index Tracked

FTSE All-World ex US Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VEU has an expense ratio of 0.07%, which is considered low.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard FTSE All-World ex-US ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
104.75%
304.02%
VEU (Vanguard FTSE All-World ex-US ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard FTSE All-World ex-US ETF (VEU) returned 10.16% year-to-date (YTD) and 10.51% over the past 12 months. Over the past 10 years, VEU returned 5.22% annually, underperforming the S&P 500 benchmark at 10.43%.


VEU

YTD

10.16%

1M

16.35%

6M

4.75%

1Y

10.51%

5Y*

10.78%

10Y*

5.22%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of VEU, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.41%2.07%0.41%2.77%1.14%10.16%
2024-1.66%3.17%3.35%-2.51%3.95%-0.57%2.54%2.58%2.55%-4.54%-0.38%-2.60%5.56%
20238.70%-4.39%2.84%1.89%-3.41%4.56%3.77%-4.39%-3.37%-3.20%8.23%4.91%15.88%
2022-2.40%-3.06%-0.49%-6.48%1.63%-7.66%3.38%-4.39%-9.68%3.40%13.15%-2.19%-15.58%
20210.38%2.08%1.74%2.57%3.17%-0.48%-1.42%1.52%-3.35%2.74%-4.30%3.68%8.27%
2020-3.40%-6.61%-15.13%6.80%4.68%4.37%3.93%4.41%-1.69%-2.06%12.61%5.71%11.10%
20197.57%1.63%1.01%2.85%-5.54%5.89%-1.80%-2.44%2.81%3.45%1.05%4.17%21.83%
20185.70%-5.31%-0.44%0.57%-1.99%-2.12%2.89%-2.34%0.45%-8.30%1.47%-4.95%-14.18%
20174.14%1.26%2.99%2.09%3.05%0.51%3.38%0.64%1.84%1.95%0.63%2.05%27.40%
2016-5.60%-2.44%8.30%2.11%-0.79%-0.73%4.25%0.69%1.57%-1.69%-2.13%1.94%4.88%
2015-0.02%5.85%-1.41%4.74%-1.04%-2.81%-0.29%-7.75%-4.03%6.69%-1.32%-2.52%-4.78%
2014-5.80%5.63%0.47%1.47%1.92%1.67%-1.47%1.01%-4.88%0.20%-0.32%-3.95%-4.53%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VEU is 67, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VEU is 6767
Overall Rank
The Sharpe Ratio Rank of VEU is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of VEU is 6565
Sortino Ratio Rank
The Omega Ratio Rank of VEU is 6363
Omega Ratio Rank
The Calmar Ratio Rank of VEU is 7575
Calmar Ratio Rank
The Martin Ratio Rank of VEU is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard FTSE All-World ex-US ETF (VEU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current Vanguard FTSE All-World ex-US ETF Sharpe ratio is 0.63. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard FTSE All-World ex-US ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.63
0.48
VEU (Vanguard FTSE All-World ex-US ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard FTSE All-World ex-US ETF provided a 2.91% dividend yield over the last twelve months, with an annual payout of $1.84 per share.


2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.50$2.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.84$1.86$1.86$1.56$1.88$1.17$1.67$1.49$1.46$1.31$1.28$1.65

Dividend yield

2.91%3.24%3.32%3.12%3.07%2.00%3.10%3.27%2.66%2.96%2.95%3.52%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard FTSE All-World ex-US ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.19$0.00$0.00$0.19
2024$0.00$0.00$0.22$0.00$0.00$0.46$0.00$0.00$0.25$0.00$0.00$0.94$1.86
2023$0.00$0.00$0.12$0.00$0.00$0.61$0.00$0.00$0.30$0.00$0.00$0.84$1.86
2022$0.00$0.00$0.11$0.00$0.00$0.58$0.00$0.00$0.26$0.00$0.00$0.62$1.56
2021$0.00$0.00$0.16$0.00$0.00$0.51$0.00$0.00$0.37$0.00$0.00$0.85$1.88
2020$0.00$0.00$0.12$0.00$0.00$0.25$0.00$0.00$0.34$0.00$0.00$0.45$1.17
2019$0.00$0.00$0.18$0.00$0.00$0.58$0.00$0.00$0.33$0.00$0.00$0.58$1.67
2018$0.00$0.00$0.16$0.00$0.00$0.61$0.00$0.00$0.27$0.00$0.00$0.45$1.49
2017$0.00$0.00$0.15$0.00$0.00$0.54$0.00$0.00$0.30$0.00$0.00$0.46$1.46
2016$0.00$0.00$0.15$0.00$0.00$0.53$0.00$0.00$0.26$0.00$0.00$0.38$1.31
2015$0.00$0.00$0.16$0.00$0.00$0.56$0.00$0.00$0.23$0.00$0.00$0.34$1.28
2014$0.39$0.00$0.00$0.61$0.00$0.00$0.27$0.00$0.00$0.38$1.65

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.99%
-7.82%
VEU (Vanguard FTSE All-World ex-US ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE All-World ex-US ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard FTSE All-World ex-US ETF was 61.52%, occurring on Mar 9, 2009. Recovery took 1338 trading sessions.

The current Vanguard FTSE All-World ex-US ETF drawdown is 0.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-61.52%Nov 1, 2007339Mar 9, 20091338Jul 1, 20141677
-34.98%Jan 29, 2018541Mar 23, 2020163Nov 11, 2020704
-29.32%Jun 15, 2021336Oct 12, 2022395May 9, 2024731
-25.03%Jul 7, 2014405Feb 11, 2016307May 2, 2017712
-13.69%Mar 20, 202514Apr 8, 202517May 2, 202531

Volatility

Volatility Chart

The current Vanguard FTSE All-World ex-US ETF volatility is 7.95%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
7.95%
11.21%
VEU (Vanguard FTSE All-World ex-US ETF)
Benchmark (^GSPC)