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

ETF Info

ISINUS9220427754
CUSIP922042775
IssuerVanguard
Inception DateMar 2, 2007
RegionBroad Asia (Broad)
CategoryForeign Large Cap Equities
Index TrackedFTSE All-World ex US Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

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.


Expense ratio chart for VEU: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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.


Vanguard FTSE All-World ex-US ETF

Popular comparisons: VEU vs. VXUS, VEU vs. VEA, VEU vs. VSS, VEU vs. VWO, VEU vs. ACWX, VEU vs. VOO, VEU vs. SPDW, VEU vs. VGK, VEU vs. VPL, VEU vs. SPY

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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
15.87%
19.37%
VEU (Vanguard FTSE All-World ex-US ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard FTSE All-World ex-US ETF had a return of 2.57% year-to-date (YTD) and 9.10% in the last 12 months. Over the past 10 years, Vanguard FTSE All-World ex-US ETF had an annualized return of 4.35%, while the S&P 500 had an annualized return of 10.55%, indicating that Vanguard FTSE All-World ex-US ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date2.57%6.30%
1 month-1.81%-3.13%
6 months15.88%19.37%
1 year9.10%22.56%
5 years (annualized)5.49%11.65%
10 years (annualized)4.35%10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.66%3.17%3.35%
2023-3.37%-3.20%8.23%4.91%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VEU is 43, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of VEU is 4343
Vanguard FTSE All-World ex-US ETF(VEU)
The Sharpe Ratio Rank of VEU is 4343Sharpe Ratio Rank
The Sortino Ratio Rank of VEU is 4242Sortino Ratio Rank
The Omega Ratio Rank of VEU is 4242Omega Ratio Rank
The Calmar Ratio Rank of VEU is 4545Calmar Ratio Rank
The Martin Ratio Rank of VEU is 4141Martin 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 FTSE All-World ex-US ETF (VEU) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VEU
Sharpe ratio
The chart of Sharpe ratio for VEU, currently valued at 0.74, compared to the broader market-1.000.001.002.003.004.000.74
Sortino ratio
The chart of Sortino ratio for VEU, currently valued at 1.13, compared to the broader market-2.000.002.004.006.008.001.13
Omega ratio
The chart of Omega ratio for VEU, currently valued at 1.13, compared to the broader market1.001.502.001.13
Calmar ratio
The chart of Calmar ratio for VEU, currently valued at 0.52, compared to the broader market0.002.004.006.008.0010.000.52
Martin ratio
The chart of Martin ratio for VEU, currently valued at 2.23, compared to the broader market0.0010.0020.0030.0040.0050.0060.002.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.008.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.0010.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.64

Sharpe Ratio

The current Vanguard FTSE All-World ex-US ETF Sharpe ratio is 0.74. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.74
1.92
VEU (Vanguard FTSE All-World ex-US ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard FTSE All-World ex-US ETF granted a 3.42% dividend yield in the last twelve months. The annual payout for that period amounted to $1.96 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.96$1.86$1.56$1.88$1.16$1.67$1.49$1.45$1.31$1.28$1.65$1.35

Dividend yield

3.42%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%3.52%2.66%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.22
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
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$0.14$0.00$0.00$0.61$0.00$0.00$0.22$0.00$0.00$0.39

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.15%
-3.50%
VEU (Vanguard FTSE All-World ex-US ETF)
Benchmark (^GSPC)

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 3.15%.


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
-29.32%Jun 15, 2021336Oct 12, 2022
-25.03%Jul 7, 2014405Feb 11, 2016307May 2, 2017712
-13.08%Jul 24, 200718Aug 16, 200729Sep 27, 200747

Volatility

Volatility Chart

The current Vanguard FTSE All-World ex-US ETF volatility is 3.24%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.24%
3.58%
VEU (Vanguard FTSE All-World ex-US ETF)
Benchmark (^GSPC)