PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Vanguard Materials ETF (VAW)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS92204A8018
CUSIP92204A801
IssuerVanguard
Inception DateJan 26, 2004
RegionNorth America (U.S.)
CategoryMaterials
Index TrackedMSCI US Investable Market Materials 25/50 Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

The Vanguard Materials ETF features an expense ratio of 0.10%, falling within the medium range.


0.50%1.00%1.50%2.00%0.10%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with VAW

Vanguard Materials ETF

Popular comparisons: VAW vs. XLB, VAW vs. DBC, VAW vs. XME, VAW vs. VDE, VAW vs. VOO, VAW vs. PAVE, VAW vs. SPY, VAW vs. IAU, VAW vs. VNQ, VAW vs. VGLT

Performance

Performance Chart

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


300.00%350.00%400.00%450.00%500.00%OctoberNovemberDecember2024FebruaryMarch
509.22%
364.00%
VAW (Vanguard Materials ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Materials ETF had a return of 7.74% year-to-date (YTD) and 20.74% in the last 12 months. Over the past 10 years, Vanguard Materials ETF had an annualized return of 8.97%, while the S&P 500 had an annualized return of 10.96%, indicating that Vanguard Materials ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date7.74%10.04%
1 month7.33%3.53%
6 months20.34%22.79%
1 year20.74%32.16%
5 years (annualized)12.76%13.15%
10 years (annualized)8.97%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-4.07%5.89%
2023-3.53%-4.98%-3.85%8.75%5.79%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Vanguard Materials ETF (VAW) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VAW
Vanguard Materials ETF
1.39
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Vanguard Materials ETF Sharpe ratio is 1.39. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.39
2.76
VAW (Vanguard Materials ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Materials ETF granted a 1.60% dividend yield in the last twelve months. The annual payout for that period amounted to $3.26 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.26$3.26$3.36$2.84$2.63$2.60$2.24$2.23$1.88$2.17$1.89$1.90

Dividend yield

1.60%1.72%1.98%1.44%1.67%1.94%2.03%1.63%1.67%2.30%1.76%1.84%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Materials ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
2023$0.00$0.00$0.68$0.00$0.00$0.83$0.00$0.00$0.86$0.00$0.00$0.89
2022$0.00$0.00$0.64$0.00$0.00$0.98$0.00$0.00$0.79$0.00$0.00$0.95
2021$0.00$0.00$0.56$0.00$0.00$0.66$0.00$0.00$0.80$0.00$0.00$0.83
2020$0.00$0.00$0.54$0.00$0.00$0.67$0.00$0.00$0.59$0.00$0.00$0.82
2019$0.00$0.00$0.57$0.00$0.00$0.70$0.00$0.00$0.63$0.00$0.00$0.69
2018$0.00$0.00$0.37$0.00$0.00$0.66$0.00$0.00$0.59$0.00$0.00$0.63
2017$0.00$0.00$0.50$0.00$0.00$0.55$0.00$0.00$0.61$0.00$0.00$0.57
2016$0.00$0.00$0.38$0.00$0.00$0.43$0.00$0.00$0.52$0.00$0.00$0.55
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.57$0.00$0.00$0.60
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.89
2013$1.90

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
VAW (Vanguard Materials ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Materials 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 Materials ETF was 62.17%, occurring on Mar 9, 2009. Recovery took 967 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-62.17%May 19, 2008203Mar 9, 2009967Jan 9, 20131170
-41.13%Jan 29, 2018541Mar 23, 2020113Sep 1, 2020654
-27.24%Feb 25, 2015231Jan 25, 2016206Nov 15, 2016437
-25.5%Apr 21, 2022109Sep 26, 2022358Feb 29, 2024467
-16.6%May 10, 200624Jun 13, 2006114Nov 22, 2006138

Volatility

Volatility Chart

The current Vanguard Materials ETF volatility is 3.20%, 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%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
3.20%
2.82%
VAW (Vanguard Materials ETF)
Benchmark (^GSPC)