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

ETF Info

ISIN
US9220427754
CUSIP
922042775
Issuer
Vanguard
Inception Date
Mar 2, 2007
Region
Broad Asia (Broad)
Leveraged
1x (No leverage)
Index Tracked
FTSE All-World ex US Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

Vanguard FTSE All-World ex-US ETF (VEU) has returned 2.25% so far this year and 27.68% over the past 12 months. Over the last ten years, VEU has returned 9.02% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Vanguard FTSE All-World ex-US ETF

1D
3.23%
1M
-8.07%
YTD
2.25%
6M
7.22%
1Y
27.68%
3Y*
15.69%
5Y*
7.46%
10Y*
9.02%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 8, 2007, VEU's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, your investment would double in approximately 10.7 years.

Historically, 57% of months were positive and 43% were negative. The best month was May 2009 with a return of +15.2%, while the worst month was Oct 2008 at -22.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 6 months.

On a daily basis, VEU closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +13.6%, while the worst single day was Oct 15, 2008 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.67%5.26%-8.07%2.25%
20253.41%2.07%0.41%2.77%4.64%3.79%-0.92%4.14%3.41%1.81%0.43%2.56%32.35%
2024-1.66%3.17%3.35%-2.51%3.95%-0.58%2.54%2.58%2.55%-4.54%-0.38%-2.60%5.56%
20238.70%-4.39%2.84%1.89%-3.41%4.53%3.77%-4.39%-3.37%-3.20%8.23%4.91%15.84%
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%

Benchmark Metrics

Vanguard FTSE All-World ex-US ETF has an annualized alpha of -2.57%, beta of 0.98, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since March 09, 2007.

  • This ETF participated in 103.82% of S&P 500 Index downside but only 88.79% of its upside — more exposed to losses than it benefited from rallies.
  • This ETF had an annualized alpha of -2.57% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • With beta of 0.98 and R² of 0.79, 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
-2.57%
Beta
0.98
0.79
Upside Capture
88.79%
Downside Capture
103.82%

Expense Ratio

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


Return for Risk

Risk / Return Rank

VEU ranks 82 for risk / return — in the top 82% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


VEU Risk / Return Rank: 8282
Overall Rank
VEU Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
VEU Sortino Ratio Rank: 8383
Sortino Ratio Rank
VEU Omega Ratio Rank: 8282
Omega Ratio Rank
VEU Calmar Ratio Rank: 8181
Calmar Ratio Rank
VEU Martin Ratio Rank: 8181
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 FTSE All-World ex-US ETF (VEU) and compare them to a chosen benchmark (S&P 500 Index).


VEUBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.62

0.90

+0.72

Sortino ratio

Return per unit of downside risk

2.23

1.39

+0.84

Omega ratio

Gain probability vs. loss probability

1.33

1.21

+0.12

Calmar ratio

Return relative to maximum drawdown

2.36

1.40

+0.96

Martin ratio

Return relative to average drawdown

9.13

6.61

+2.52

Explore VEU risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Vanguard FTSE All-World ex-US ETF provided a 2.92% dividend yield over the last twelve months, with an annual payout of $2.19 per share.


2.00%2.20%2.40%2.60%2.80%3.00%3.20%3.40%$0.00$0.50$1.00$1.50$2.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.19$2.27$1.86$1.86$1.56$1.88$1.16$1.67$1.49$1.45$1.31$1.28

Dividend yield

2.92%3.09%3.24%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%

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
2026$0.00$0.00$0.11$0.11
2025$0.00$0.00$0.19$0.00$0.00$0.47$0.00$0.00$0.35$0.00$0.00$1.26$2.27
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

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 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 8.57%.


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
-29.31%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 chart below shows the rolling one-month volatility.


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