Vanguard FTSE Europe ETF (VGK)
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.
ETF Info
US9220428745
922042874
Mar 4, 2005
Developed Europe (Broad)
1x
FTSE Developed Europe Index
Large-Cap
Blend
Share Price Chart
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Performance
Performance Chart
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.
Returns By Period
Vanguard FTSE Europe ETF had a return of 2.88% year-to-date (YTD) and 9.21% in the last 12 months. Over the past 10 years, Vanguard FTSE Europe ETF had an annualized return of 4.97%, while the S&P 500 had an annualized return of 11.14%, indicating that Vanguard FTSE Europe ETF did not perform as well as the benchmark.
VGK
2.88%
-6.81%
-5.83%
9.21%
6.17%
4.97%
^GSPC (Benchmark)
24.05%
0.89%
11.19%
30.12%
13.82%
11.14%
Monthly Returns
The table below presents the monthly returns of VGK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.23% | 2.40% | 3.82% | -2.55% | 6.45% | -2.95% | 2.53% | 3.61% | 0.48% | -5.51% | 2.88% | ||
| 2023 | 9.56% | -1.71% | 2.48% | 4.13% | -5.12% | 4.33% | 2.90% | -4.05% | -4.49% | -3.09% | 9.76% | 5.40% | 20.25% |
| 2022 | -3.58% | -5.29% | 0.16% | -6.25% | 2.41% | -9.89% | 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% |
| 2020 | -3.09% | -7.96% | -16.65% | 6.45% | 5.84% | 3.93% | 3.66% | 4.31% | -3.12% | -5.42% | 16.39% | 5.02% | 5.43% |
| 2019 | 6.68% | 3.16% | 0.76% | 3.92% | -5.67% | 6.35% | -2.60% | -1.65% | 2.55% | 3.84% | 1.29% | 4.51% | 24.85% |
| 2018 | 5.63% | -6.15% | -0.35% | 2.15% | -2.42% | -1.24% | 3.40% | -2.83% | 0.07% | -7.90% | -0.68% | -4.85% | -14.89% |
| 2017 | 2.96% | 0.59% | 4.43% | 3.90% | 4.91% | -0.51% | 2.83% | 0.07% | 3.21% | 0.46% | -0.05% | 1.53% | 26.98% |
| 2016 | -5.55% | -3.23% | 7.03% | 2.76% | -0.50% | -4.07% | 3.47% | 0.68% | 0.79% | -3.53% | -2.34% | 4.92% | -0.42% |
| 2015 | 0.52% | 6.09% | -2.44% | 4.24% | 0.28% | -3.27% | 2.67% | -7.02% | -4.12% | 5.90% | -1.25% | -2.62% | -1.94% |
| 2014 | -4.57% | 7.34% | -0.63% | 2.65% | 0.78% | -0.09% | -4.32% | 0.73% | -3.97% | -1.90% | 2.07% | -4.69% | -7.09% |
| 2013 | 4.28% | -3.40% | 0.34% | 4.54% | 0.01% | -4.44% | 7.63% | -1.47% | 7.18% | 4.18% | 1.02% | 2.94% | 24.35% |
Expense Ratio
VGK has an expense ratio of 0.08%, which is considered low compared to other funds.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of VGK is 26, 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.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for Vanguard FTSE Europe ETF (VGK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
Vanguard FTSE Europe ETF provided a 3.13% dividend yield over the last twelve months, with an annual payout of $2.03 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 3.13% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $1.03 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $1.57 | |
| 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 |
| 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 | $1.27 |
| 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 | $1.92 |
| 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 | $1.92 |
| 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 | $1.60 |
| 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 | $1.69 |
| 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 | $1.62 |
| 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 | $2.42 |
| 2013 | $0.24 | $0.00 | $0.00 | $0.95 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.24 | $1.63 |
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.
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 9.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -63.61% | Nov 1, 2007 | 339 | Mar 9, 2009 | 1281 | Apr 9, 2014 | 1620 |
| -37.24% | Jan 29, 2018 | 538 | Mar 18, 2020 | 175 | Nov 24, 2020 | 713 |
| -32.73% | Sep 3, 2021 | 268 | Sep 27, 2022 | 352 | Feb 22, 2024 | 620 |
| -24.94% | Jul 7, 2014 | 405 | Feb 11, 2016 | 317 | May 16, 2017 | 722 |
| -14.06% | May 11, 2006 | 23 | Jun 13, 2006 | 79 | Oct 4, 2006 | 102 |
Volatility
Volatility Chart
The current Vanguard FTSE Europe ETF volatility is 4.24%, 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.