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ISIN
US9220427184
CUSIP
922042718
Issuer
Vanguard
Inception Date
Apr 2, 2009
Region
Developed Markets (Broad)
Leveraged
1x (No leverage)
Index Tracked
FTSE Global Small Cap ex US Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Multi-Cap
Asset Class Style
Blend
Assets Under Management
$14B

Share Price Chart


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Performance

VSS Performance Chart

Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) is up 10.8% since the beginning of the year. VSS is currently trading at $158 per share. Investors who bought $1,000 worth of VSS shares 5 years ago would now be looking at an investment worth $1,353.


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S&P 500 Index

Returns By Period

Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) has returned 10.76% so far this year and 26.93% over the past 12 months. Over the last ten years, VSS has returned 8.76% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Vanguard FTSE All-World ex-US Small-Cap ETF

1D
0.22%
1M
-0.37%
YTD
10.76%
6M
11.06%
1Y
26.93%
3Y*
17.08%
5Y*
6.23%
10Y*
8.76%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VSS Monthly Returns History

Based on dividend-adjusted daily data since Apr 6, 2009, VSS's average daily return is +0.04%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.

Historically, 59% of months were positive and 41% were negative. The best month was May 2009 with a return of +16.8%, while the worst month was Mar 2020 at -20.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, VSS closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.0%, while the worst single day was Mar 12, 2020 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.40%4.95%-8.91%8.44%1.84%-1.40%10.76%
20250.55%0.12%0.30%4.17%6.04%5.85%-0.53%4.93%2.17%-0.13%0.98%2.08%29.61%
2024-3.13%1.57%3.23%-1.92%4.56%-1.25%3.18%1.52%2.81%-4.65%0.14%-2.69%2.94%
20238.76%-3.15%0.87%1.57%-3.50%4.09%4.93%-3.83%-4.26%-4.91%9.37%6.04%15.52%
2022-5.80%-1.95%0.13%-7.41%0.79%-10.41%5.92%-4.67%-10.80%3.66%11.32%-2.29%-21.48%
2021-0.64%4.00%1.96%4.27%2.51%-0.14%0.93%1.70%-4.13%3.21%-4.53%3.67%13.05%

Benchmark Metrics

Vanguard FTSE All-World ex-US Small-Cap ETF has an annualized alpha of -1.44%, beta of 0.89, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since April 06, 2009.

  • This ETF participated in 105.09% of S&P 500 Index downside but only 89.86% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.89 and R2 of 0.72, 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
-1.44%
Beta
0.89
0.72
Upside Capture
89.86%
Downside Capture
105.09%

Expense Ratio

VSS has an expense ratio of 0.07%, which is considered low.


Return for Risk

Risk / Return Rank

VSS ranks 51 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


VSS Risk / Return Rank: 5151
Overall Rank
VSS Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
VSS Sortino Ratio Rank: 5050
Sortino Ratio Rank
VSS Omega Ratio Rank: 5353
Omega Ratio Rank
VSS Calmar Ratio Rank: 4848
Calmar Ratio Rank
VSS Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) 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.


VSSBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.29

Sortino ratioReturn per unit of downside risk

-0.38

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.05

Calmar ratioReturn relative to maximum drawdown

2.33

2.78

-0.46

Martin ratioReturn relative to average drawdown

8.70

12.44

-3.74

Dividends

Dividend History

Vanguard FTSE All-World ex-US Small-Cap ETF provided a 3.15% dividend yield over the last twelve months, with an annual payout of $4.98 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%2.50%3.00%3.50%$0.00$1.00$2.00$3.00$4.00$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$4.98$4.86$3.94$3.61$2.36$3.67$2.31$3.61$2.65$3.38$2.75$2.47

Dividend yield

3.15%3.39%3.44%3.14%2.30%2.74%1.90%3.25%2.80%2.83%2.93%2.66%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard FTSE All-World ex-US Small-Cap ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.86$0.86
2025$0.00$0.00$0.00$0.00$0.00$0.74$0.00$0.00$0.76$0.00$0.00$3.35$4.86
2024$0.00$0.00$0.00$0.00$0.00$0.84$0.00$0.00$0.56$0.00$0.00$2.54$3.94
2023$0.00$0.00$0.00$0.00$0.00$1.00$0.00$0.00$0.56$0.00$0.00$2.05$3.61
2022$0.00$0.00$0.00$0.00$0.00$0.37$0.00$0.00$0.16$0.00$0.00$1.83$2.36
2021$0.00$0.00$0.00$0.00$0.00$0.56$0.00$0.00$0.60$0.00$0.00$2.51$3.67

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 All-World ex-US Small-Cap 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 All-World ex-US Small-Cap ETF was 43.51%, occurring on Mar 23, 2020. Recovery took 178 trading sessions.

The current Vanguard FTSE All-World ex-US Small-Cap ETF drawdown is 2.41%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-43.51%Mar 2020
2y 1mo8mo 15d
2y 10moJan 2018 - Dec 2020
Bear market2022
-33.93%Oct 2022
1y 1mo2y 7mo
3y 8moSep 2021 - May 2025
2011 bear market2011
-29.09%Oct 2011
5mo 4d1y 11mo
2y 4moMay 2011 - Sep 2013
2016 bear market2016
-24.18%Feb 2016
1y 7mo1y 2mo
2y 9moJul 2014 - Apr 2017
2010 correction2010
-18.53%May 2010
1mo 11d3mo 27d
5mo 8dApr 2010 - Sep 2010

Drawdown Indicators


VSSBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-43.51%

-56.78%

+13.27%

Max Drawdown (1Y)

Largest decline over 1 year

-11.62%

-9.10%

-2.52%

Max Drawdown (3Y)

Largest decline over 3 years

-15.73%

-18.90%

+3.17%

Max Drawdown (5Y)

Largest decline over 5 years

-33.93%

-25.43%

-8.50%

Max Drawdown (10Y)

Largest decline over 10 years

-43.51%

-33.92%

-9.59%

Current Drawdown

Current decline from peak

-2.41%

-1.80%

-0.61%

Average Drawdown

Average peak-to-trough decline

-9.62%

-10.71%

+1.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.03%

+1.07%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with VSS

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