- Issuer
- Vanguard
- Inception Date
- Sep 11, 2018
- Category
- Global Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Vanguard Ethically Conscious International Shares Index Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
Share Price Chart
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Performance
VESG.AX Performance Chart
Vanguard Ethically Conscious International Shares Index ETF (VESG.AX) is up 6.5% since the beginning of the year. VESG.AX is currently trading at A$119 per share. Investors who bought A$1,000 worth of VESG.AX shares 5 years ago would now be looking at an investment worth A$1,777.
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Returns By Period
Vanguard Ethically Conscious International Shares Index ETF (VESG.AX) has returned 6.51% so far this year and 15.76% over the past 12 months.
Vanguard Ethically Conscious International Shares Index ETF
- 1D
- -0.32%
- 1M
- 1.11%
- 6M
- 5.63%
- YTD
- 6.51%
- 1Y
- 15.76%
- 3Y*
- 18.48%
- 5Y*
- 12.18%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.12%
- 1M
- 1.38%
- 6M
- 4.49%
- YTD
- 5.58%
- 1Y
- 12.98%
- 3Y*
- 18.01%
- 5Y*
- 13.12%
- 10Y*
- 14.27%
VESG.AX Monthly Returns History
Based on dividend-adjusted daily data since Sep 11, 2018, VESG.AX's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2026 with a return of +7.8%, while the worst month was Oct 2018 at -8.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, VESG.AX closed higher 53% of trading days. The best single day was Apr 10, 2025 with a return of +6.1%, while the worst single day was Mar 23, 2020 at -5.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.35% | -1.86% | -5.57% | 7.83% | 7.79% | 2.99% | -0.66% | 6.51% | |||||
| 2025 | 3.17% | -2.86% | -5.45% | -1.02% | 6.39% | 2.89% | 4.00% | 0.65% | 1.61% | 4.25% | -0.39% | -0.86% | 12.41% |
| 2024 | 5.74% | 4.18% | 2.98% | -3.36% | 0.84% | 4.63% | 2.00% | -1.94% | 0.25% | 4.98% | 3.75% | 3.60% | 30.88% |
| 2023 | 1.76% | 3.68% | 2.77% | 3.32% | 3.29% | 2.10% | 3.42% | 1.02% | -4.43% | -1.86% | 5.92% | 2.39% | 25.56% |
| 2022 | -5.36% | -6.41% | 2.07% | -4.00% | -3.17% | -4.49% | 5.53% | -1.77% | -4.03% | 7.04% | -0.56% | -3.17% | -17.69% |
| 2021 | 0.74% | -1.07% | 5.60% | 3.41% | 1.36% | 5.13% | 3.31% | 4.29% | -2.10% | -0.76% | 6.35% | 0.47% | 29.71% |
Benchmark Metrics
Vanguard Ethically Conscious International Shares Index ETF has an annualized alpha of 13.54%, beta of 0.09, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since September 11, 2018.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.10%) than losses (88.24%) - typical of diversified or defensive assets.
- Beta of 0.09 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 13.54%
- Beta
- 0.09
- R²
- 0.01
- Upside Capture
- 94.10%
- Downside Capture
- 88.24%
Return for Risk
Risk / Return Rank
VESG.AX ranks 42 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Vanguard Ethically Conscious International Shares Index ETF (VESG.AX) 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.
| VESG.AX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.24 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.11 | +0.13 |
| Martin ratioReturn relative to average drawdown | 3.71 | 3.10 | +0.61 |
Dividends
Dividend History
Vanguard Ethically Conscious International Shares Index ETF provided a 1.09% dividend yield over the last twelve months, with an annual payout of A$1.29 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Dividend | A$1.29 | A$1.66 | A$0.74 | A$1.14 | A$1.16 | A$0.78 | A$0.90 | A$0.78 |
Dividend yield | 1.09% | 1.47% | 0.73% | 1.45% | 1.83% | 0.99% | 1.47% | 1.37% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard Ethically Conscious International Shares Index ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | A$0.00 | A$0.00 | A$0.44 | A$0.00 | A$0.00 | A$0.00 | A$0.64 | A$1.08 | |||||
| 2025 | A$0.31 | A$0.00 | A$0.27 | A$0.00 | A$0.00 | A$0.00 | A$0.87 | A$0.00 | A$0.00 | A$0.21 | A$0.00 | A$0.00 | A$1.66 |
| 2024 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.00 | A$0.56 | A$0.00 | A$0.00 | A$0.19 | A$0.00 | A$0.00 | A$0.74 |
| 2023 | A$0.00 | A$0.00 | A$0.00 | A$0.33 | A$0.00 | A$0.00 | A$0.61 | A$0.00 | A$0.00 | A$0.19 | A$0.00 | A$0.00 | A$1.14 |
| 2022 | A$0.00 | A$0.00 | A$0.00 | A$0.32 | A$0.00 | A$0.00 | A$0.64 | A$0.00 | A$0.00 | A$0.20 | A$0.00 | A$0.00 | A$1.16 |
| 2021 | A$0.19 | A$0.00 | A$0.00 | A$0.16 | A$0.00 | A$0.00 | A$0.24 | A$0.00 | A$0.00 | A$0.18 | A$0.00 | A$0.00 | A$0.78 |
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 Ethically Conscious International Shares Index 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 Ethically Conscious International Shares Index ETF was 23.90%, occurring on Jun 17, 2022. Recovery took 283 trading sessions.
The current Vanguard Ethically Conscious International Shares Index ETF drawdown is 0.75%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-23.90%Jun 2022 | 5mo 13d | 1y 1mo | 1y 6moJan 2022 - Aug 2023 | Bear market2022 |
-21.84%Mar 2020 | 28d | 7mo 28d | 8mo 26dFeb 2020 - Nov 2020 | COVID crash2020 |
-14.93%Apr 2025 | 2mo 3d | 3mo 1d | 5mo 4dFeb 2025 - Jul 2025 | 2025 selloff2025 |
-14.75%Dec 2018 | 2mo 20d | 3mo 23d | 6mo 13dOct 2018 - Apr 2019 | Rate-hike selloffLate 2018 |
-12.59%Mar 2026 | 4mo 16d | 1mo 23d | 6mo 9dNov 2025 - May 2026 | — |
Drawdown Indicators
| VESG.AX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.90% | -41.07% | +17.17% |
Max Drawdown (1Y)Largest decline over 1 year | -12.59% | -11.69% | -0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -14.93% | -17.74% | +2.81% |
Max Drawdown (5Y)Largest decline over 5 years | -23.90% | -22.01% | -1.89% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.71% | — |
Current DrawdownCurrent decline from peak | -0.75% | -0.60% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -5.02% | -11.02% | +6.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.30% | 4.20% | +0.10% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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