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ISIN
US92204A8018
CUSIP
92204A801
Issuer
Vanguard
Inception Date
Jan 26, 2004
Region
North America (U.S.)
Category
Materials
Leveraged
1x (No leverage)
Index Tracked
MSCI US Investable Market Materials 25/50 Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$5B

Share Price Chart


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Performance

VAW Performance Chart

Vanguard Materials ETF (VAW) is up 13.1% since the beginning of the year. VAW is currently trading at $234 per share. Investors who bought $1,000 worth of VAW shares 5 years ago would now be looking at an investment worth $1,415.


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S&P 500 Index

Returns By Period

Vanguard Materials ETF (VAW) has returned 13.13% so far this year and 24.61% over the past 12 months. Over the last ten years, VAW has returned 10.67% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Vanguard Materials ETF

1D
-0.13%
1M
2.70%
YTD
13.13%
6M
11.82%
1Y
24.61%
3Y*
11.91%
5Y*
7.19%
10Y*
10.67%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VAW Monthly Returns History

Based on dividend-adjusted daily data since Jan 30, 2004, VAW's average daily return is +0.05%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 years.

Historically, 60% of months were positive and 40% were negative. The best month was Oct 2011 with a return of +17.9%, while the worst month was Oct 2008 at -23.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, VAW closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +11.8%, while the worst single day was Oct 15, 2008 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.44%8.47%-7.36%3.10%0.11%0.59%13.13%
20255.05%-0.41%-3.51%-1.76%2.76%2.65%-0.01%6.95%-1.31%-4.74%4.05%2.62%12.30%
2024-4.07%5.89%6.31%-4.87%3.87%-4.23%5.80%1.27%2.87%-2.68%3.23%-11.20%0.48%
20239.71%-2.87%-1.57%-0.82%-6.59%10.97%3.95%-3.53%-4.98%-3.85%8.75%5.79%13.67%
2022-7.04%0.61%5.74%-4.09%1.11%-14.35%7.07%-3.15%-10.17%9.59%11.14%-5.35%-11.80%
2021-2.37%4.49%8.36%4.98%5.41%-5.18%1.55%1.88%-6.97%7.31%-0.84%7.28%27.43%

Benchmark Metrics

Vanguard Materials ETF has an annualized alpha of 0.61%, beta of 1.09, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since January 30, 2004.

  • This ETF captured 117.29% of S&P 500 Index gains and 114.30% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • With beta of 1.09 and R2 of 0.75, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
0.61%
Beta
1.09
0.75
Upside Capture
117.29%
Downside Capture
114.30%

Expense Ratio

VAW has an expense ratio of 0.09%, which is considered low.


Return for Risk

Risk / Return Rank

VAW ranks 38 for risk / return — below 38% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


VAW Risk / Return Rank: 3838
Overall Rank
VAW Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VAW Sortino Ratio Rank: 3838
Sortino Ratio Rank
VAW Omega Ratio Rank: 3535
Omega Ratio Rank
VAW Calmar Ratio Rank: 3838
Calmar Ratio Rank
VAW Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard Materials ETF (VAW) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


VAWBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.23

1.37

-0.14

Calmar ratioReturn relative to maximum drawdown

1.84

2.78

-0.94

Martin ratioReturn relative to average drawdown

5.85

12.44

-6.59

Dividends

Dividend History

Vanguard Materials ETF provided a 1.36% dividend yield over the last twelve months, with an annual payout of $3.19 per share.


1.40%1.60%1.80%2.00%2.20%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$3.19$3.23$3.19$3.26$3.36$2.84$2.63$2.60$2.24$2.23$1.88$2.17

Dividend yield

1.36%1.55%1.70%1.72%1.98%1.44%1.67%1.94%2.03%1.63%1.67%2.30%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.79$0.00$0.00$0.00$0.79
2025$0.00$0.00$0.83$0.00$0.00$0.82$0.00$0.00$0.77$0.00$0.00$0.81$3.23
2024$0.00$0.00$0.68$0.00$0.00$0.82$0.00$0.00$0.84$0.00$0.00$0.86$3.19
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$3.26
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$3.36
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$2.84

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.


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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.

The current Vanguard Materials ETF drawdown is 3.82%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-62.17%Mar 2009
9mo 24d3y 10mo
4y 7moMay 2008 - Jan 2013
COVID crash2020
-41.13%Mar 2020
2y 1mo5mo 12d
2y 7moJan 2018 - Sep 2020
2016 bear market2016
-27.24%Jan 2016
11mo 4d9mo 25d
1y 8moFeb 2015 - Nov 2016
Bear market2022
-25.50%Sep 2022
5mo 8d1y 5mo
1y 10moApr 2022 - Feb 2024
2025 selloff2025
-23.21%Apr 2025
5mo 19d8mo 22d
1y 2moOct 2024 - Dec 2025

Drawdown Indicators


VAWBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-62.17%

-56.78%

-5.39%

Max Drawdown (1Y)

Largest decline over 1 year

-13.42%

-9.10%

-4.32%

Max Drawdown (3Y)

Largest decline over 3 years

-23.21%

-18.90%

-4.31%

Max Drawdown (5Y)

Largest decline over 5 years

-25.50%

-25.43%

-0.07%

Max Drawdown (10Y)

Largest decline over 10 years

-41.13%

-33.92%

-7.21%

Current Drawdown

Current decline from peak

-3.82%

-1.80%

-2.02%

Average Drawdown

Average peak-to-trough decline

-9.62%

-10.71%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.22%

2.03%

+2.19%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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