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Vanguard Total World Stock ETF (VT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9220427424

CUSIP

922042742

Issuer

Vanguard

Inception Date

Jun 24, 2008

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

FTSE Global All Cap Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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Returns By Period

Vanguard Total World Stock ETF (VT) returned 1.45% year-to-date (YTD) and 9.70% over the past 12 months. Over the past 10 years, VT returned 8.84% annually, underperforming the S&P 500 benchmark at 10.45%.


VT

YTD

1.45%

1M

6.08%

6M

-1.10%

1Y

9.70%

5Y*

13.50%

10Y*

8.84%

^GSPC (Benchmark)

YTD

-3.77%

1M

3.72%

6M

-5.60%

1Y

8.55%

5Y*

14.11%

10Y*

10.45%

*Annualized

Monthly Returns

The table below presents the monthly returns of VT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.06%-0.41%-3.52%0.56%1.88%1.45%
20240.00%4.49%3.19%-3.58%4.60%1.59%1.98%2.33%2.20%-2.18%4.14%-2.94%16.49%
20237.65%-3.18%2.85%1.42%-1.21%5.82%3.72%-2.84%-4.25%-2.92%9.01%5.16%22.04%
2022-4.58%-2.77%1.89%-8.10%0.49%-8.13%6.98%-4.05%-9.53%6.38%8.28%-4.44%-18.01%
2021-0.23%2.67%2.85%4.13%1.58%1.18%0.62%2.26%-4.11%5.15%-2.62%3.81%18.27%
2020-1.56%-7.22%-14.76%10.37%5.21%3.07%5.29%6.01%-2.93%-2.05%12.37%4.93%16.59%
20197.99%2.82%1.06%3.47%-5.97%6.37%0.00%-2.10%2.27%2.79%2.56%3.45%26.81%
20185.48%-4.44%-1.28%0.42%0.57%-0.60%2.88%0.86%0.08%-7.82%1.73%-7.24%-9.76%
20173.00%2.69%1.48%1.63%1.95%0.63%2.65%0.42%2.11%2.11%1.90%1.59%24.50%
2016-5.87%-1.11%7.97%1.01%0.65%-0.19%4.15%0.35%0.78%-1.97%1.19%1.81%8.50%
2015-1.63%5.95%-1.21%2.55%0.33%-2.22%0.50%-6.63%-3.71%7.29%-0.08%-2.18%-1.86%
2014-4.44%5.22%0.49%0.74%2.05%2.21%-1.75%2.65%-3.34%0.94%1.26%-1.98%3.68%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VT is 67, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VT is 6767
Overall Rank
The Sharpe Ratio Rank of VT is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VT is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VT is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VT is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Vanguard Total World Stock ETF Sharpe ratios as of May 10, 2025 (values are recalculated daily):

  • 1-Year: 0.55
  • 5-Year: 0.80
  • 10-Year: 0.50
  • All Time: 0.36

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Vanguard Total World Stock ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

Vanguard Total World Stock ETF provided a 1.90% dividend yield over the last twelve months, with an annual payout of $2.26 per share. The fund has been increasing its distributions for 2 consecutive years.


1.60%1.80%2.00%2.20%2.40%2.60%$0.00$0.50$1.00$1.50$2.0020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$2.26$2.29$2.14$1.90$1.96$1.54$1.88$1.66$1.56$1.46$1.41$1.46

Dividend yield

1.90%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Total World Stock ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.39$0.00$0.00$0.39
2024$0.00$0.00$0.42$0.00$0.00$0.58$0.00$0.00$0.42$0.00$0.00$0.88$2.29
2023$0.00$0.00$0.29$0.00$0.00$0.65$0.00$0.00$0.41$0.00$0.00$0.80$2.14
2022$0.00$0.00$0.26$0.00$0.00$0.60$0.00$0.00$0.40$0.00$0.00$0.64$1.90
2021$0.00$0.00$0.25$0.00$0.00$0.50$0.00$0.00$0.41$0.00$0.00$0.79$1.96
2020$0.00$0.00$0.22$0.00$0.00$0.36$0.00$0.00$0.40$0.00$0.00$0.55$1.54
2019$0.00$0.00$0.28$0.00$0.00$0.55$0.00$0.00$0.43$0.00$0.00$0.61$1.88
2018$0.00$0.00$0.26$0.00$0.00$0.55$0.00$0.00$0.36$0.00$0.00$0.49$1.66
2017$0.00$0.00$0.25$0.00$0.00$0.47$0.00$0.00$0.35$0.00$0.00$0.49$1.56
2016$0.00$0.00$0.22$0.00$0.00$0.47$0.00$0.00$0.31$0.00$0.00$0.46$1.46
2015$0.00$0.00$0.31$0.00$0.00$0.45$0.00$0.00$0.28$0.00$0.00$0.37$1.41
2014$0.33$0.00$0.00$0.46$0.00$0.00$0.29$0.00$0.00$0.38$1.46

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 Total World 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 Total World Stock ETF was 50.27%, occurring on Mar 9, 2009. Recovery took 457 trading sessions.

The current Vanguard Total World Stock ETF drawdown is 3.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.27%Jun 27, 2008175Mar 9, 2009457Dec 29, 2010632
-34.24%Feb 13, 202027Mar 23, 2020107Aug 24, 2020134
-26.39%Nov 9, 2021233Oct 12, 2022324Jan 29, 2024557
-23.83%May 2, 2011108Oct 3, 2011313Jan 2, 2013421
-19.97%Jan 29, 2018229Dec 24, 2018212Oct 28, 2019441

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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