- ISIN
- US9220428745
- CUSIP
- 922042874
- Issuer
- Vanguard
- Inception Date
- Mar 4, 2005
- Region
- Developed Europe (Broad)
- Category
- Europe Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- FTSE Developed Europe All Cap Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $38B
Share Price Chart
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Performance
VGK Performance Chart
Vanguard FTSE Europe ETF (VGK) is up 5.6% since the beginning of the year. VGK is currently trading at $88 per share. Investors who bought $1,000 worth of VGK shares 5 years ago would now be looking at an investment worth $1,480.
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Returns By Period
Vanguard FTSE Europe ETF (VGK) has returned 5.60% so far this year and 16.77% over the past 12 months. Over the last ten years, VGK has returned 9.67% per year, falling short of the S&P 500 Index benchmark, which averaged 13.42% annually.
Vanguard FTSE Europe ETF
- 1D
- 0.41%
- 1M
- -0.27%
- YTD
- 5.60%
- 6M
- 9.21%
- 1Y
- 16.77%
- 3Y*
- 16.40%
- 5Y*
- 8.15%
- 10Y*
- 9.67%
Benchmark (S&P 500 Index)
- 1D
- -0.26%
- 1M
- -0.17%
- YTD
- 7.91%
- 6M
- 7.98%
- 1Y
- 22.99%
- 3Y*
- 19.77%
- 5Y*
- 11.75%
- 10Y*
- 13.42%
VGK Monthly Returns History
Based on dividend-adjusted daily data since Mar 10, 2005, VGK's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, an investment would double in approximately 8.9 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +16.4%, while the worst month was Oct 2008 at -21.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.
On a daily basis, VGK closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +14.2%, while the worst single day was Mar 16, 2020 at -11.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.65% | 3.05% | -8.16% | 5.71% | 2.15% | -1.27% | 5.60% | ||||||
| 2025 | 6.35% | 4.00% | 0.42% | 3.85% | 5.28% | 2.45% | -2.39% | 3.77% | 1.92% | 0.63% | 1.53% | 3.52% | 35.83% |
| 2024 | -1.23% | 2.40% | 3.82% | -2.55% | 6.45% | -2.95% | 2.53% | 3.61% | 0.48% | -5.51% | -1.76% | -2.74% | 1.88% |
| 2023 | 9.56% | -1.71% | 2.48% | 4.13% | -5.12% | 4.27% | 2.90% | -4.05% | -4.49% | -3.09% | 9.76% | 5.40% | 20.19% |
| 2022 | -3.58% | -5.29% | 0.16% | -6.25% | 2.41% | -9.90% | 5.00% | -7.46% | -9.69% | 8.43% | 13.49% | -1.67% | -15.98% |
| 2021 | -0.90% | 2.58% | 3.32% | 4.78% | 4.45% | -1.37% | 1.86% | 1.81% | -5.39% | 5.03% | -4.89% | 5.20% | 16.89% |
Benchmark Metrics
Vanguard FTSE Europe ETF has an annualized alpha of -1.85%, beta of 1.02, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since March 10, 2005.
- This ETF participated in 109.46% of S&P 500 Index downside but only 97.88% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.02 and R2 of 0.73, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.85%
- Beta
- 1.02
- R²
- 0.73
- Upside Capture
- 97.88%
- Downside Capture
- 109.46%
Expense Ratio
VGK has an expense ratio of 0.06%, which is considered low.
Return for Risk
Risk / Return Rank
VGK ranks 34 for risk / return — below 34% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Vanguard FTSE Europe ETF (VGK) and compare them to S&P 500 Index.
| VGK | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.35 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 1.39 | 2.54 | -1.14 |
| Martin ratioReturn relative to average drawdown | 5.15 | 11.58 | -6.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Vanguard FTSE Europe ETF provided a 2.82% dividend yield over the last twelve months, with an annual payout of $2.48 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.48 | $2.39 | $2.29 | $2.03 | $1.80 | $2.08 | $1.27 | $1.92 | $1.92 | $1.60 | $1.69 | $1.62 |
Dividend yield | 2.82% | 2.86% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard FTSE Europe 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $0.00 | $0.38 | ||||||
| 2025 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $1.11 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.78 | $2.39 |
| 2024 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $1.03 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.72 | $2.29 |
| 2023 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $1.10 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.46 | $2.03 |
| 2022 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $1.05 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.40 | $1.80 |
| 2021 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.74 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.68 | $2.08 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard FTSE Europe 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 Europe ETF was 63.61%, occurring on Mar 9, 2009. Recovery took 1281 trading sessions.
The current Vanguard FTSE Europe ETF drawdown is 2.43%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -63.61%Mar 2009 | 1y 4mo | 5y 1mo | 6y 5moNov 2007 - Apr 2014 |
COVID crash2020 | -37.24%Mar 2020 | 2y 1mo | 8mo 11d | 2y 10moJan 2018 - Nov 2020 |
Bear market2022 | -32.74%Sep 2022 | 1y 24d | 1y 4mo | 2y 5moSep 2021 - Feb 2024 |
2016 bear market2016 | -24.94%Feb 2016 | 1y 7mo | 1y 3mo | 2y 10moJul 2014 - May 2017 |
2025 selloff2025 | -14.31%Apr 2025 | 20d | 24d | 1mo 14dMar 2025 - May 2025 |
Drawdown Indicators
| VGK | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.61% | -56.78% | -6.83% |
Max Drawdown (1Y)Largest decline over 1 year | -12.09% | -9.10% | -2.99% |
Max Drawdown (3Y)Largest decline over 3 years | -14.31% | -18.90% | +4.59% |
Max Drawdown (5Y)Largest decline over 5 years | -32.74% | -25.43% | -7.31% |
Max Drawdown (10Y)Largest decline over 10 years | -37.24% | -33.92% | -3.32% |
Current DrawdownCurrent decline from peak | -2.43% | -2.93% | +0.50% |
Average DrawdownAverage peak-to-trough decline | -13.33% | -10.72% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.26% | 1.99% | +1.27% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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