PortfoliosLab logo

Vanguard FTSE All-World ex-US ETF (VEU)

ETF · Currency in USD · Last updated May 27, 2023

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

ISINUS9220427754
CUSIP922042775
IssuerVanguard
Inception DateMar 2, 2007
RegionBroad Asia (Broad)
CategoryForeign Large Cap Equities
Index TrackedFTSE All-World ex US Index
ETF 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.


0.07%
0.00%2.15%

Share Price Chart


Loading data...

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.


50.00%100.00%150.00%200.00%December2023FebruaryMarchAprilMay
63.02%
199.98%
VEU (Vanguard FTSE All-World ex-US ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with VEU

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.


PeriodReturnBenchmark
1 month-1.49%0.86%
Year-To-Date7.28%9.53%
6 months6.74%4.45%
1 year1.22%1.14%
5 years (annualized)3.17%9.36%
10 years (annualized)4.26%9.79%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20238.70%-4.39%2.84%1.89%
20223.40%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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VEU
Vanguard FTSE All-World ex-US ETF
0.20
^GSPC
S&P 500
0.27

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Vanguard FTSE All-World ex-US ETF Sharpe ratio is 0.20. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50December2023FebruaryMarchAprilMay
0.20
0.27
VEU (Vanguard FTSE All-World ex-US ETF)
Benchmark (^GSPC)

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.


PeriodTTM20222021202020192018201720162015201420132012
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-22.00%-20.00%-18.00%-16.00%-14.00%-12.00%-10.00%December2023FebruaryMarchAprilMay
-12.58%
-12.32%
VEU (Vanguard FTSE All-World ex-US ETF)
Benchmark (^GSPC)

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, 2007339Mar 9, 20091338Jul 1, 20141677
-34.98%Jan 29, 2018541Mar 23, 2020163Nov 11, 2020704
-29.32%Jun 15, 2021338Oct 14, 2022
-25.03%Jul 7, 2014405Feb 11, 2016307May 2, 2017712
-13.08%Jul 24, 200718Aug 16, 200729Sep 27, 200747

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2023FebruaryMarchAprilMay
3.53%
3.82%
VEU (Vanguard FTSE All-World ex-US ETF)
Benchmark (^GSPC)

Alternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. YieldMax. DrawdownSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
ACWXMar 26, 20080.32%7.4%3.8%2.5%-60.4%0.2
VEAJul 20, 20070.05%8.7%4.9%3.0%-60.7%0.3
VSSApr 2, 20090.07%5.4%4.0%2.2%-43.5%-0.1
VWOMar 4, 20050.08%2.3%2.1%4.1%-67.7%-0.1
VXUSJan 26, 20110.07%7.2%4.2%3.1%-36.0%0.2

Portfolios with Vanguard FTSE All-World ex-US ETF


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownExpense RatioSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
Bob Clyatt Sandwich Portfolio3.69%5.02%2.24%9.08%-32.63%0.17%-0.01
Frank Armstrong’s Ideal Index Portfolio2.68%5.29%2.68%11.71%-44.57%0.12%-0.00
Mebane Faber Ivy Portfolio1.31%4.13%2.54%12.10%-48.90%0.22%-0.44
Paul Merriman Ultimate Portfolio2.84%6.36%3.29%17.00%-38.24%0.16%-0.07
Second Grader's Starter Portfolio7.99%8.28%2.44%15.42%-52.66%0.04%0.26