Vanguard FTSE All-World ex-US ETF (VEU)
VEU is a passive ETF by Vanguard tracking the investment results of the FTSE All-World ex US Index. VEU launched on Mar 2, 2007 and has a 0.07% expense ratio.
ETF Info
ISIN | US9220427754 |
---|---|
CUSIP | 922042775 |
Issuer | Vanguard |
Inception Date | Mar 2, 2007 |
Region | Broad Asia (Broad) |
Category | Foreign Large Cap Equities |
Index Tracked | FTSE All-World ex US Index |
ETF Home Page | advisors.vanguard.com |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The Vanguard FTSE All-World ex-US ETF has an expense ratio of 0.07% which is considered to be low.
Share Price Chart
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Performance
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.
Compare to other instruments
Popular comparisons: VEU vs. VEA, VEU vs. VXUS, VEU vs. VSS, VEU vs. VWO, VEU vs. ACWX, VEU vs. VGK, VEU vs. SPDW, VEU vs. VPL, VEU vs. SPY, VEU vs. VOO
Return
Vanguard FTSE All-World ex-US ETF had a return of 7.28% year-to-date (YTD) and 1.22% in the last 12 months. Over the past 10 years, Vanguard FTSE All-World ex-US ETF had an annualized return of 4.26%, while the S&P 500 had an annualized return of 9.79%, indicating that Vanguard FTSE All-World ex-US ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
1 month | -1.49% | 0.86% |
Year-To-Date | 7.28% | 9.53% |
6 months | 6.74% | 4.45% |
1 year | 1.22% | 1.14% |
5 years (annualized) | 3.17% | 9.36% |
10 years (annualized) | 4.26% | 9.79% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 8.70% | -4.39% | 2.84% | 1.89% | ||||||||
2022 | 3.40% | 13.15% | -2.19% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US ETF (VEU) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
VEU Vanguard FTSE All-World ex-US ETF | 0.20 | ||||
^GSPC S&P 500 | 0.27 |
Dividend History
Vanguard FTSE All-World ex-US ETF granted a 3.13% dividend yield in the last twelve months. The annual payout for that period amounted to $1.68 per share.
Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $1.68 | $1.56 | $1.88 | $1.16 | $1.67 | $1.49 | $1.45 | $1.31 | $1.28 | $1.65 | $1.35 | $1.35 |
Dividend yield | 3.13% | 3.13% | 3.18% | 2.13% | 3.38% | 3.68% | 3.09% | 3.54% | 3.64% | 4.46% | 3.48% | 3.96% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | $0.00 | $0.00 | $0.12 | $0.00 | ||||||||
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 |
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 |
2020 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.45 |
2019 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.58 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.58 |
2018 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.61 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.45 |
2017 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.46 |
2016 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.53 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.38 |
2015 | $0.00 | $0.00 | $0.16 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.34 |
2014 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.61 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.38 |
2013 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.61 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.39 |
2012 | $0.80 | $0.00 | $0.00 | $0.55 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Vanguard FTSE All-World ex-US ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Vanguard FTSE All-World ex-US ETF is 61.52%, recorded on Mar 9, 2009. It took 1338 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-61.52% | Nov 1, 2007 | 339 | Mar 9, 2009 | 1338 | Jul 1, 2014 | 1677 |
-34.98% | Jan 29, 2018 | 541 | Mar 23, 2020 | 163 | Nov 11, 2020 | 704 |
-29.32% | Jun 15, 2021 | 338 | Oct 14, 2022 | — | — | — |
-25.03% | Jul 7, 2014 | 405 | Feb 11, 2016 | 307 | May 2, 2017 | 712 |
-13.08% | Jul 24, 2007 | 18 | Aug 16, 2007 | 29 | Sep 27, 2007 | 47 |
Volatility Chart
The current Vanguard FTSE All-World ex-US ETF volatility is 3.53%, 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.
Alternatives
Symbol | Inception | Expense Ratio | YTD Ret. | 10Y Ann. Ret. | Div. Yield | Max. Drawdown | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
---|---|---|---|---|---|---|---|---|---|---|---|
ACWX | Mar 26, 2008 | 0.32% | 7.4% | 3.8% | 2.5% | -60.4% | 0.2 | ||||
VEA | Jul 20, 2007 | 0.05% | 8.7% | 4.9% | 3.0% | -60.7% | 0.3 | ||||
VSS | Apr 2, 2009 | 0.07% | 5.4% | 4.0% | 2.2% | -43.5% | -0.1 | ||||
VWO | Mar 4, 2005 | 0.08% | 2.3% | 2.1% | 4.1% | -67.7% | -0.1 | ||||
VXUS | Jan 26, 2011 | 0.07% | 7.2% | 4.2% | 3.1% | -36.0% | 0.2 |
Portfolios with Vanguard FTSE All-World ex-US ETF
Portfolio Name | YTD Return | 10Y Return | Div. Yield | 10Y Volatility | Max. Drawdown | Expense Ratio | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
---|---|---|---|---|---|---|---|---|---|---|---|
Bob Clyatt Sandwich Portfolio | 3.69% | 5.02% | 2.24% | 9.08% | -32.63% | 0.17% | -0.01 | ||||
Frank Armstrong’s Ideal Index Portfolio | 2.68% | 5.29% | 2.68% | 11.71% | -44.57% | 0.12% | -0.00 | ||||
Mebane Faber Ivy Portfolio | 1.31% | 4.13% | 2.54% | 12.10% | -48.90% | 0.22% | -0.44 | ||||
Paul Merriman Ultimate Portfolio | 2.84% | 6.36% | 3.29% | 17.00% | -38.24% | 0.16% | -0.07 | ||||
Second Grader's Starter Portfolio | 7.99% | 8.28% | 2.44% | 15.42% | -52.66% | 0.04% | 0.26 |