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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
Leveraged1x
Index TrackedFTSE All-World ex US Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VEU has an expense ratio of 0.07%, which is considered low compared to other funds.


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.


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

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.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-1.81%
10.70%
VEU (Vanguard FTSE All-World ex-US ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard FTSE All-World ex-US ETF had a return of 6.15% year-to-date (YTD) and 13.39% in the last 12 months. Over the past 10 years, Vanguard FTSE All-World ex-US ETF had an annualized return of 4.84%, while the S&P 500 had an annualized return of 11.11%, indicating that Vanguard FTSE All-World ex-US ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.15%23.08%
1 month-4.99%0.48%
6 months-1.81%10.70%
1 year13.39%30.22%
5 years (annualized)5.31%13.50%
10 years (annualized)4.84%11.11%

Monthly Returns

The table below presents the monthly returns of VEU, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.66%3.17%3.35%-2.51%3.95%-0.58%2.54%2.58%2.55%-4.54%6.15%
20238.70%-4.39%2.84%1.89%-3.41%4.56%3.77%-4.39%-3.37%-3.20%8.23%4.91%15.88%
2022-2.40%-3.06%-0.49%-6.48%1.63%-7.67%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%-4.29%3.68%8.27%
2020-3.40%-6.61%-15.13%6.80%4.68%4.37%3.93%4.41%-1.69%-2.06%12.61%5.71%11.10%
20197.57%1.63%1.00%2.85%-5.54%5.89%-1.80%-2.44%2.82%3.45%1.05%4.17%21.83%
20185.70%-5.31%-0.44%0.57%-1.99%-2.12%2.89%-2.34%0.45%-8.30%1.47%-4.94%-14.18%
20174.14%1.26%2.99%2.09%3.05%0.51%3.38%0.64%1.84%1.95%0.63%2.05%27.40%
2016-5.60%-2.44%8.30%2.11%-0.79%-0.73%4.25%0.69%1.57%-1.69%-2.13%1.94%4.88%
2015-0.02%5.85%-1.41%4.74%-1.04%-2.81%-0.29%-7.75%-4.03%6.69%-1.32%-2.52%-4.78%
2014-5.80%5.63%0.47%1.47%1.92%1.67%-1.47%1.01%-4.88%0.20%-0.32%-3.95%-4.53%
20132.43%-1.39%0.62%3.75%-3.31%-3.61%4.70%-1.99%7.58%3.33%0.34%1.47%14.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VEU is 36, suggesting that the investment has average results relative to other ETFs 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 3636
Combined Rank
The Sharpe Ratio Rank of VEU is 3333Sharpe Ratio Rank
The Sortino Ratio Rank of VEU is 3333Sortino Ratio Rank
The Omega Ratio Rank of VEU is 3131Omega Ratio Rank
The Calmar Ratio Rank of VEU is 4444Calmar 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 1.02, compared to the broader market0.002.004.006.001.02
Sortino ratio
The chart of Sortino ratio for VEU, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.0010.0012.001.48
Omega ratio
The chart of Omega ratio for VEU, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.18
Calmar ratio
The chart of Calmar ratio for VEU, currently valued at 1.11, compared to the broader market0.005.0010.0015.001.11
Martin ratio
The chart of Martin ratio for VEU, currently valued at 5.38, compared to the broader market0.0020.0040.0060.0080.00100.005.38
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.48, compared to the broader market0.002.004.006.002.48
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.33, compared to the broader market-2.000.002.004.006.008.0010.0012.003.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.001.46
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.58, compared to the broader market0.005.0010.0015.003.58
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 15.96, compared to the broader market0.0020.0040.0060.0080.00100.0015.96

Sharpe Ratio

The current Vanguard FTSE All-World ex-US ETF Sharpe ratio is 1.02. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard FTSE All-World ex-US ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.02
2.48
VEU (Vanguard FTSE All-World ex-US ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard FTSE All-World ex-US ETF provided a 3.01% dividend yield over the last twelve months, with an annual payout of $1.76 per share.


2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.50$2.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.76$1.86$1.56$1.88$1.17$1.67$1.49$1.46$1.31$1.28$1.65$1.35

Dividend yield

3.01%3.32%3.12%3.07%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.22$0.00$0.00$0.46$0.00$0.00$0.25$0.00$0.00$0.92
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
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$1.17
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$1.67
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$1.49
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$1.46
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$1.31
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$1.28
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$1.65
2013$0.14$0.00$0.00$0.61$0.00$0.00$0.22$0.00$0.00$0.39$1.35

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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.87%
-2.18%
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 7.87%.


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, 2022395May 9, 2024731
-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 3.86%, 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%JuneJulyAugustSeptemberOctoberNovember
3.86%
4.06%
VEU (Vanguard FTSE All-World ex-US ETF)
Benchmark (^GSPC)