- ISIN
- US9219107250
- CUSIP
- 921910725
- Issuer
- Vanguard
- Inception Date
- Sep 18, 2018
- Region
- Global ex-U.S. (Developed and Emerging ex-U.S.)
- Category
- Foreign Large Cap Equities, ESG
- Leveraged
- 1x (No leverage)
- Index Tracked
- FTSE Global All Cap ex US Choice Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $7B
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
VSGX Performance Chart
Vanguard ESG International Stock ETF (VSGX) is up 18.5% since the beginning of the year. VSGX is currently trading at $84 per share. Investors who bought $1,000 worth of VSGX shares 5 years ago would now be looking at an investment worth $1,518.
Loading charts...
Returns By Period
Vanguard ESG International Stock ETF (VSGX) has returned 18.50% so far this year and 37.23% over the past 12 months.
Vanguard ESG International Stock ETF
- 1D
- 0.24%
- 1M
- 5.19%
- YTD
- 18.50%
- 6M
- 18.94%
- 1Y
- 37.23%
- 3Y*
- 20.80%
- 5Y*
- 8.71%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
VSGX Monthly Returns History
Based on dividend-adjusted daily data since Sep 20, 2018, VSGX's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +12.9%, while the worst month was Mar 2020 at -15.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, VSGX closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +7.7%, while the worst single day was Mar 16, 2020 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.38% | 5.07% | -9.01% | 8.67% | 5.32% | 2.77% | 18.50% | ||||||
| 2025 | 3.02% | 1.69% | -0.07% | 2.95% | 4.71% | 4.04% | -1.08% | 4.12% | 3.48% | 1.50% | 0.48% | 2.45% | 30.77% |
| 2024 | -1.50% | 2.92% | 3.12% | -3.29% | 3.71% | 0.33% | 2.92% | 2.75% | 2.21% | -4.13% | -0.27% | -2.75% | 5.72% |
| 2023 | 8.66% | -4.25% | 2.52% | 1.70% | -2.95% | 4.00% | 3.82% | -4.50% | -3.78% | -3.37% | 8.74% | 5.35% | 15.62% |
| 2022 | -3.56% | -3.48% | -0.67% | -6.80% | 0.84% | -7.62% | 3.77% | -4.74% | -10.16% | 3.59% | 12.89% | -2.38% | -18.61% |
| 2021 | 0.44% | 1.90% | 1.39% | 2.67% | 2.78% | -0.19% | -1.38% | 1.83% | -3.79% | 2.67% | -4.03% | 3.06% | 7.24% |
Benchmark Metrics
Vanguard ESG International Stock ETF has an annualized alpha of -0.38%, beta of 0.78, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since September 20, 2018.
- This ETF participated in 86.47% of S&P 500 Index downside but only 75.43% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.38%
- Beta
- 0.78
- R²
- 0.72
- Upside Capture
- 75.43%
- Downside Capture
- 86.47%
Expense Ratio
VSGX has an expense ratio of 0.10%, which is considered low.
Return for Risk
Risk / Return Rank
VSGX ranks 66 for risk / return — better than 66% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Vanguard ESG International Stock ETF (VSGX) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VSGX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.37 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 2.78 | +0.13 |
| Martin ratioReturn relative to average drawdown | 11.20 | 12.44 | -1.24 |
Dividends
Dividend History
Vanguard ESG International Stock ETF provided a 2.87% dividend yield over the last twelve months, with an annual payout of $2.40 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $2.40 | $2.32 | $1.76 | $1.53 | $1.28 | $1.55 | $0.99 | $1.22 | $0.17 |
Dividend yield | 2.87% | 3.23% | 3.10% | 2.77% | 2.61% | 2.49% | 1.67% | 2.28% | 0.38% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard ESG International Stock 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 | $0.42 | $0.00 | $0.00 | $0.68 | $1.10 | ||||||
| 2025 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.63 | $0.00 | $0.00 | $0.44 | $0.00 | $0.00 | $0.85 | $2.32 |
| 2024 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $0.49 | $1.76 |
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.65 | $0.00 | $0.00 | $0.24 | $0.00 | $0.00 | $0.54 | $1.53 |
| 2022 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.61 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.40 | $1.28 |
| 2021 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.49 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.67 | $1.55 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard ESG International Stock 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 ESG International Stock ETF was 33.09%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -33.09%Mar 2020 | 2mo 2d | 7mo 17d | 9mo 19dJan 2020 - Nov 2020 |
Bear market2022 | -32.14%Oct 2022 | 1y 1mo | 1y 10mo | 2y 11moSep 2021 - Aug 2024 |
Rate-hike selloffLate 2018 | -15.25%Dec 2018 | 3mo 4d | 6mo 11d | 9mo 15dSep 2018 - Jul 2019 |
2025 selloff2025 | -13.83%Apr 2025 | 6mo 12d | 25d | 7mo 7dSep 2024 - May 2025 |
2026 correction2026 | -12.84%Mar 2026 | 1mo 2d | 1mo 7d | 2mo 9dFeb 2026 - May 2026 |
Drawdown Indicators
| VSGX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.09% | -56.78% | +23.69% |
Max Drawdown (1Y)Largest decline over 1 year | -12.84% | -9.10% | -3.74% |
Max Drawdown (3Y)Largest decline over 3 years | -13.83% | -18.90% | +5.07% |
Max Drawdown (5Y)Largest decline over 5 years | -32.14% | -25.43% | -6.71% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -7.74% | -10.71% | +2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 2.03% | +1.30% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with VSGX
Add Vanguard ESG International Stock ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with VSGX