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Vanguard FTSE Europe ETF

VGK
ETF · Currency in USD
ISIN
US9220428745
CUSIP
922042874
Issuer
Vanguard
Inception Date
Mar 10, 2005
Region
Developed Europe (Broad)
Category
Europe Equities
Expense Ratio
0.09%
Index Tracked
FTSE Developed Europe Index
ETF Home Page
investor.vanguard.com
Asset Class
Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

VGKPrice Chart


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VGKPerformance

The chart shows the growth of $10,000 invested in Vanguard FTSE Europe ETF on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $20,840 for a total return of roughly 108.40%. All prices are adjusted for splits and dividends.


VGK (Vanguard FTSE Europe ETF)
Benchmark (S&P 500)

VGKReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M2.76%
6M6.26%
YTD16.76%
1Y34.38%
5Y11.13%
10Y8.03%

VGKMonthly Returns Heatmap


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VGKSharpe 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 Europe ETF Sharpe ratio is 2.25. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


VGK (Vanguard FTSE Europe ETF)
Benchmark (S&P 500)

VGKDividends

Vanguard FTSE Europe ETF granted a 3.13% dividend yield in the last twelve months, as of Oct 23, 2021. The annual payout for that period amounted to $2.16 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$2.16$1.65$1.92$1.92$1.60$1.69$1.62$2.42$1.63$1.47$1.91$2.31

Dividend yield

3.13%2.74%3.27%3.95%2.70%3.52%3.25%4.62%2.77%3.01%4.61%4.70%

VGKDrawdowns Chart

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


VGK (Vanguard FTSE Europe ETF)
Benchmark (S&P 500)

VGKWorst Drawdowns

The table below shows the maximum drawdowns of the Vanguard FTSE Europe 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 Europe ETF is 37.24%, recorded on Mar 18, 2020. It took 175 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.24%Jan 29, 2018538Mar 18, 2020175Nov 24, 2020713
-30.25%May 2, 2011101Sep 22, 2011404May 3, 2013505
-24.94%Jul 7, 2014405Feb 11, 2016317May 16, 2017722
-22.79%Jan 12, 201094May 26, 201097Oct 13, 2010191
-11.81%Nov 5, 201017Nov 30, 201039Jan 26, 201156
-9.43%Mar 4, 20119Mar 16, 201113Apr 4, 201122
-8.77%May 22, 201323Jun 24, 201322Jul 25, 201345
-6.9%Jan 23, 20148Feb 3, 20149Feb 14, 201417
-6.59%Sep 3, 202123Oct 6, 2021
-5.88%Jun 16, 202123Jul 19, 202113Aug 5, 202136

VGKVolatility Chart

Current Vanguard FTSE Europe ETF volatility is 8.99%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


VGK (Vanguard FTSE Europe ETF)
Benchmark (S&P 500)

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