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Vanguard International Dividend Appreciation ETF (VIGI) Sharpe Ratio: 0.70

ETF · Currency in USD · Last updated Jun 23, 2026

Vanguard International Dividend Appreciation ETF seeks to track the S&P Global Ex-U.S. Dividend Growers Index. The fund invests in non-U.S. companies with a record of growing dividends and provides broad developed- and emerging-market exposure outside the United States.

VIGI's Sharpe Ratio of 0.70 indicates that for each unit of volatility, it generates 0.70 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

VIGI Sharpe Ratio Rank

VIGI Sharpe Ratio Rank: 20.320
Below Average

VIGI ranks above 20.3% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

VIGI Sharpe Ratio Market Positioning

The chart shows VIGI's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.31
  • Green zone (top 25%): 2.31 or higher
  • Top 1%: 7.39+
  • Median: 1.67 — half of all investments score higher

How it compares to other similar ETFs

The table compares Vanguard International Dividend Appreciation ETF's Sharpe Ratio with other ETFs in the Dividend, Foreign Large Cap Equities category across multiple time periods, showing how VIGI's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
KEMXKraneShares MSCI Emerging Markets ex China Index ETF3.37
LVHIFranklin International Low Volatility High Dividend Index ETF3.34
PATNPacer Nasdaq International Patent Leaders ETF3.27
VIDIVident International Equity Fund3.04
JIVEJpmorgan International Value ETF3.02
HAWXiShares Currency Hedged MSCI ACWI ex U.S. ETF2.93
DBAWXtrackers MSCI All World ex US Hedged Equity ETF2.92
INCEFranklin Income Equity Focus ETF2.90
GMOIGMO International Value ETF2.82
FDTFirst Trust Developed Markets ex-US AlphaDEX Fund2.77
VIGIVanguard International Dividend Appreciation ETF0.70

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows VIGI's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when VIGI consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does VIGI fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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