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Vanguard FTSE Europe ETF (VGK)

ETF · Currency in USD · Last updated Mar 1, 2024

VGK is a passive ETF by Vanguard tracking the investment results of the FTSE Developed Europe Index. VGK launched on Mar 4, 2005 and has a 0.08% expense ratio.

Summary

ETF Info

ISINUS9220428745
CUSIP922042874
IssuerVanguard
Inception DateMar 4, 2005
RegionDeveloped Europe (Broad)
CategoryEurope Equities
Index TrackedFTSE Developed Europe Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The Vanguard FTSE Europe ETF has an expense ratio of 0.08% which is considered to be low.


0.08%
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 Europe ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024February
153.68%
321.44%
VGK (Vanguard FTSE Europe ETF)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

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

Vanguard FTSE Europe ETF

Popular comparisons: VGK vs. VEA, VGK vs. FEZ, VGK vs. IEUR, VGK vs. VEU, VGK vs. VXUS, VGK vs. SCHE, VGK vs. CQQQ, VGK vs. IGRO, VGK vs. VOO, VGK vs. VGT

Return

Vanguard FTSE Europe ETF had a return of 1.15% year-to-date (YTD) and 12.24% in the last 12 months. Over the past 10 years, Vanguard FTSE Europe ETF had an annualized return of 4.45%, while the S&P 500 had an annualized return of 10.71%, indicating that Vanguard FTSE Europe ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date1.15%6.84%
1 month1.64%3.48%
6 months8.30%13.06%
1 year12.24%28.97%
5 years (annualized)7.26%12.72%
10 years (annualized)4.45%10.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.23%
2023-4.05%-4.49%-3.09%9.76%5.40%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for Vanguard FTSE Europe ETF (VGK) and compares them with a selected benchmark (^GSPC). These performance indicators 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
VGK
Vanguard FTSE Europe ETF
0.90
^GSPC
S&P 500
2.30

Sharpe Ratio

The current Vanguard FTSE Europe ETF Sharpe ratio is 0.90. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.00OctoberNovemberDecember2024February
0.90
2.30
VGK (Vanguard FTSE Europe ETF)
Benchmark (^GSPC)

Dividend History

Vanguard FTSE Europe ETF granted a 3.11% dividend yield in the last twelve months. The annual payout for that period amounted to $2.03 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.03$2.03$1.80$2.08$1.27$1.92$1.92$1.60$1.69$1.62$2.42$1.63

Dividend yield

3.11%3.15%3.25%3.05%2.11%3.27%3.95%2.70%3.52%3.25%4.62%2.77%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00
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
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
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
2020$0.00$0.00$0.25$0.00$0.00$0.35$0.00$0.00$0.30$0.00$0.00$0.38
2019$0.00$0.00$0.31$0.00$0.00$0.96$0.00$0.00$0.32$0.00$0.00$0.33
2018$0.00$0.00$0.28$0.00$0.00$1.11$0.00$0.00$0.22$0.00$0.00$0.31
2017$0.00$0.00$0.28$0.00$0.00$0.78$0.00$0.00$0.23$0.00$0.00$0.31
2016$0.00$0.00$0.27$0.00$0.00$0.92$0.00$0.00$0.27$0.00$0.00$0.23
2015$0.00$0.00$0.32$0.00$0.00$0.88$0.00$0.00$0.23$0.00$0.00$0.20
2014$0.00$0.00$0.88$0.00$0.00$0.98$0.00$0.00$0.27$0.00$0.00$0.29
2013$0.24$0.00$0.00$0.95$0.00$0.00$0.20$0.00$0.00$0.24

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024February
-0.46%
0
VGK (Vanguard FTSE Europe ETF)
Benchmark (^GSPC)

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 0.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.61%Nov 1, 2007339Mar 9, 20091281Apr 9, 20141620
-37.24%Jan 29, 2018538Mar 18, 2020175Nov 24, 2020713
-32.74%Sep 3, 2021268Sep 27, 2022352Feb 22, 2024620
-24.94%Jul 7, 2014405Feb 11, 2016317May 16, 2017722
-14.06%May 11, 200623Jun 13, 200679Oct 4, 2006102

Volatility Chart

The current Vanguard FTSE Europe ETF volatility is 3.57%, 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%OctoberNovemberDecember2024February
3.57%
3.90%
VGK (Vanguard FTSE Europe ETF)
Benchmark (^GSPC)

Portfolios with Vanguard FTSE Europe ETF


Portfolio NameYTD Return10Y ReturnDiv. Yield10Y VolatilityMax. DrawdownCurrent DrawdownExpense RatioSharpe RatioSortino ratioOmega ratioCalmar ratioUlcer Index
Aronson Family Taxable Portfolio1.08%6.48%2.40%12.34%-42.95%-6.62%0.19%1.07
Bill Bernstein Coward's Portfolio1.10%5.86%2.46%10.19%-37.25%0.00%0.15%1.23
Gone Fishin’ Portfolio0.92%6.01%2.75%12.11%-26.03%-2.03%0.12%1.19