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Vanguard Energy ETF (VDE)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS92204A3068
CUSIP92204A306
IssuerVanguard
Inception DateSep 23, 2004
RegionNorth America (U.S.)
CategoryEnergy Equities
Leveraged1x
Index TrackedMSCI US Investable Market Energy 25/50 Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

VDE has an expense ratio of 0.10%, which is considered low compared to other funds.


Expense ratio chart for VDE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

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.


Popular comparisons: VDE vs. XLE, VDE vs. FENY, VDE vs. VOO, VDE vs. IXC, VDE vs. IYE, VDE vs. PXE, VDE vs. XOP, VDE vs. VAW, VDE vs. MLPX, VDE vs. VGT

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
-5.30%
8.78%
VDE (Vanguard Energy ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard Energy ETF had a return of 4.57% year-to-date (YTD) and -3.35% in the last 12 months. Over the past 10 years, Vanguard Energy ETF had an annualized return of 2.40%, while the S&P 500 had an annualized return of 10.88%, indicating that Vanguard Energy ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date4.57%18.10%
1 month-4.50%1.42%
6 months-4.19%9.39%
1 year-3.35%26.58%
5 years (annualized)12.64%13.42%
10 years (annualized)2.40%10.88%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.78%3.20%10.49%-1.02%0.15%-1.56%2.43%-2.48%4.57%
20232.97%-6.63%-1.11%2.37%-9.47%7.58%8.29%1.95%2.37%-5.37%-1.18%-0.16%0.03%
202217.48%7.50%10.04%-1.67%15.19%-17.14%10.56%3.20%-9.36%24.02%1.31%-3.88%62.89%
20214.96%22.45%3.06%0.43%6.55%5.24%-8.70%-1.85%10.00%9.91%-5.75%2.63%56.31%
2020-11.81%-14.94%-36.53%32.21%1.66%-0.88%-4.19%-0.62%-14.75%-3.47%28.04%5.25%-33.02%
201911.71%2.17%2.31%-0.19%-11.70%8.82%-2.41%-8.71%3.88%-2.63%1.08%7.33%9.47%
20183.15%-10.74%2.04%9.69%3.59%0.73%1.08%-2.96%2.63%-12.11%-2.84%-13.42%-19.95%
2017-3.47%-2.65%-1.08%-3.50%-4.05%-0.50%2.58%-5.57%10.46%-1.07%2.06%5.39%-2.50%
2016-3.77%-2.22%10.57%10.28%-1.70%2.84%-1.92%1.90%3.44%-3.71%9.76%1.93%29.17%
2015-4.86%4.91%-1.91%7.06%-5.08%-3.69%-8.54%-4.10%-7.61%11.49%-0.25%-11.09%-23.22%
2014-6.13%5.57%2.49%5.07%1.28%5.35%-3.74%2.66%-7.83%-3.99%-9.25%-0.29%-9.91%
20138.01%0.33%2.26%-1.29%2.68%-2.10%5.22%-1.50%2.38%4.53%0.17%3.00%25.83%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VDE is 7, indicating that it is in the bottom 7% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of VDE is 77
VDE (Vanguard Energy ETF)
The Sharpe Ratio Rank of VDE is 88Sharpe Ratio Rank
The Sortino Ratio Rank of VDE is 88Sortino Ratio Rank
The Omega Ratio Rank of VDE is 88Omega Ratio Rank
The Calmar Ratio Rank of VDE is 33Calmar Ratio Rank
The Martin Ratio Rank of VDE is 77Martin 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 Energy ETF (VDE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VDE
Sharpe ratio
The chart of Sharpe ratio for VDE, currently valued at -0.25, compared to the broader market0.002.004.006.00-0.25
Sortino ratio
The chart of Sortino ratio for VDE, currently valued at -0.22, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.22
Omega ratio
The chart of Omega ratio for VDE, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.003.500.97
Calmar ratio
The chart of Calmar ratio for VDE, currently valued at -0.34, compared to the broader market0.005.0010.0015.00-0.34
Martin ratio
The chart of Martin ratio for VDE, currently valued at -0.64, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.64
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.96, compared to the broader market0.002.004.006.001.96
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.65, compared to the broader market-2.000.002.004.006.008.0010.0012.002.65
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.003.501.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.43, compared to the broader market0.0020.0040.0060.0080.00100.00120.0010.43

Sharpe Ratio

The current Vanguard Energy ETF Sharpe ratio is -0.25. 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 Energy 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 Ratio-0.500.000.501.001.502.002.503.00AprilMayJuneJulyAugustSeptember
-0.25
1.96
VDE (Vanguard Energy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Energy ETF granted a 3.17% dividend yield in the last twelve months. The annual payout for that period amounted to $3.83 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.83$3.92$4.43$3.21$2.47$2.92$2.58$2.87$2.41$2.64$2.21$2.19

Dividend yield

3.17%3.34%3.65%4.13%4.76%3.59%3.35%2.90%2.31%3.17%1.98%1.74%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.96$0.00$0.00$0.95$0.00$0.00$0.00$1.90
2023$0.00$0.00$1.01$0.00$0.00$0.98$0.00$0.00$0.87$0.00$0.00$1.06$3.92
2022$0.00$0.00$0.82$0.00$0.00$1.01$0.00$0.00$1.24$0.00$0.00$1.36$4.43
2021$0.00$0.00$0.69$0.00$0.00$0.66$0.00$0.00$0.92$0.00$0.00$0.94$3.21
2020$0.00$0.00$0.67$0.00$0.00$0.64$0.00$0.00$0.55$0.00$0.00$0.60$2.47
2019$0.00$0.00$0.67$0.00$0.00$0.69$0.00$0.00$0.67$0.00$0.00$0.90$2.92
2018$0.00$0.00$0.59$0.00$0.00$0.65$0.00$0.00$0.68$0.00$0.00$0.67$2.58
2017$0.00$0.00$0.59$0.00$0.00$0.59$0.00$0.00$1.10$0.00$0.00$0.60$2.87
2016$0.00$0.00$0.68$0.00$0.00$0.54$0.00$0.00$0.61$0.00$0.00$0.58$2.41
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.96$0.00$0.00$0.68$2.64
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.21$2.21
2013$2.19$2.19

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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-10.94%
-0.60%
VDE (Vanguard Energy ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Energy 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 Energy ETF was 74.16%, occurring on Mar 18, 2020. Recovery took 520 trading sessions.

The current Vanguard Energy ETF drawdown is 10.94%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.16%Jun 24, 20141444Mar 18, 2020520Apr 8, 20221964
-58.21%May 21, 2008196Mar 2, 20091141Sep 11, 20131337
-26.58%Jun 8, 202225Jul 14, 202277Nov 1, 2022102
-18.53%Nov 16, 202283Mar 17, 2023120Sep 8, 2023203
-16.76%May 11, 200623Jun 13, 2006118Nov 29, 2006141

Volatility

Volatility Chart

The current Vanguard Energy ETF volatility is 5.75%, 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%7.00%AprilMayJuneJulyAugustSeptember
5.75%
4.09%
VDE (Vanguard Energy ETF)
Benchmark (^GSPC)