Vanguard FTSE All-World ex-US Small-Cap ETF (VSS)
VSS is a passive ETF by Vanguard tracking the investment results of the FTSE Global Small Cap ex US Index. VSS launched on Apr 2, 2009 and has a 0.07% expense ratio.
ETF Info
| ISIN | US9220427184 |
|---|---|
| CUSIP | 922042718 |
| Issuer | Vanguard |
| Inception Date | Apr 2, 2009 |
| Region | Developed Markets (Broad) |
| Category | Foreign Small & Mid Cap Equities |
| Index Tracked | FTSE Global Small Cap ex US Index |
| ETF Home Page | advisors.vanguard.com |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
The Vanguard FTSE All-World ex-US Small-Cap ETF has an expense ratio of 0.07% which is considered to be low.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of $10,000 in Vanguard FTSE All-World ex-US Small-Cap ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
Vanguard FTSE All-World ex-US Small-Cap ETF had a return of 7.26% year-to-date (YTD) and 12.17% in the last 12 months. Over the past 10 years, Vanguard FTSE All-World ex-US Small-Cap ETF had an annualized return of 3.66%, while the S&P 500 had an annualized return of 9.93%, indicating that Vanguard FTSE All-World ex-US Small-Cap ETF did not perform as well as the benchmark.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 0.66% | 0.06% |
| 6 months | 4.29% | 11.82% |
| Year-To-Date | 7.26% | 14.66% |
| 1 year | 12.17% | 14.17% |
| 5 years (annualized) | 1.85% | 8.51% |
| 10 years (annualized) | 3.66% | 9.93% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -3.15% | 0.87% | 1.57% | -3.50% | 4.11% | 4.93% | -3.83% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 0.59 | ||||
^GSPC S&P 500 | 0.74 |
Dividend History
Vanguard FTSE All-World ex-US Small-Cap ETF granted a 3.12% dividend yield in the last twelve months. The annual payout for that period amounted to $3.39 per share.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.39 | $2.36 | $3.67 | $2.31 | $3.61 | $2.65 | $3.38 | $2.75 | $2.47 | $2.55 | $2.79 | $2.71 |
Dividend yield | 3.12% | 2.33% | 2.84% | 2.02% | 3.54% | 3.15% | 3.27% | 3.48% | 3.25% | 3.36% | 3.50% | 3.95% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.00 | $0.00 | $0.00 | ||||
| 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 |
| 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 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $1.97 |
| 2019 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.86 | $0.00 | $0.00 | $0.56 | $0.00 | $0.00 | $2.15 |
| 2018 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.70 | $0.00 | $0.00 | $0.37 | $0.00 | $0.00 | $1.54 |
| 2017 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.82 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $2.01 |
| 2016 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.80 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $1.46 |
| 2015 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.70 | $0.00 | $0.00 | $0.45 | $0.00 | $0.00 | $1.25 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 | $0.00 | $0.00 | $0.39 | $0.00 | $0.00 | $1.41 |
| 2013 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.38 | $0.00 | $0.00 | $1.58 |
| 2012 | $0.76 | $0.00 | $0.00 | $1.95 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Vanguard FTSE All-World ex-US Small-Cap ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Vanguard FTSE All-World ex-US Small-Cap ETF is 43.51%, recorded on Mar 23, 2020. It took 178 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.51% | Jan 29, 2018 | 541 | Mar 23, 2020 | 178 | Dec 3, 2020 | 719 |
| -33.94% | Sep 7, 2021 | 280 | Oct 14, 2022 | — | — | — |
| -29.09% | May 2, 2011 | 108 | Oct 3, 2011 | 492 | Sep 18, 2013 | 600 |
| -24.18% | Jul 7, 2014 | 405 | Feb 11, 2016 | 302 | Apr 25, 2017 | 707 |
| -18.53% | Apr 15, 2010 | 30 | May 26, 2010 | 80 | Sep 20, 2010 | 110 |
Volatility Chart
The current Vanguard FTSE All-World ex-US Small-Cap ETF volatility is 3.23%, 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.
Portfolios with Vanguard FTSE All-World ex-US Small-Cap ETF
| Portfolio Name | YTD Return | 10Y Return | Div. Yield | 10Y Volatility | Max. Drawdown | Expense Ratio | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Paul Merriman Ultimate Portfolio | 6.03% | 6.26% | 3.09% | 16.94% | -38.24% | 0.16% | 0.62 | 0.9 | 1.1 | 1.0 | 4.4% |