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

ETF Info

ISINUS9220427424
CUSIP922042742
IssuerVanguard
Inception DateJun 24, 2008
RegionDeveloped Markets (Broad)
CategoryLarge Cap Growth Equities
Index TrackedFTSE Global All Cap Index
Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

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.


Vanguard Total World Stock ETF

Popular comparisons: VT vs. VTI, VT vs. VOO, VT vs. SPY, VT vs. VXUS, VT vs. ACWI, VT vs. VTWAX, VT vs. SPGM, VT vs. ITOT, VT vs. URTH, VT vs. QQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard Total World Stock ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%2024FebruaryMarchAprilMayJune
218.34%
323.30%
VT (Vanguard Total World Stock ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vanguard Total World Stock ETF had a return of 9.69% year-to-date (YTD) and 17.27% in the last 12 months. Over the past 10 years, Vanguard Total World Stock ETF had an annualized return of 8.52%, while the S&P 500 had an annualized return of 10.85%, indicating that Vanguard Total World Stock ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date9.69%13.87%
1 month-0.11%2.33%
6 months11.72%15.10%
1 year17.27%22.72%
5 years (annualized)11.13%13.49%
10 years (annualized)8.52%10.85%

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
2024-0.00%4.49%3.19%-3.58%4.60%9.69%
20237.65%-3.18%2.85%1.42%-1.21%5.82%3.72%-2.84%-4.26%-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%-14.77%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%5.21%0.49%0.74%2.05%2.21%-1.75%2.65%-3.34%0.94%1.26%-1.98%3.68%
20134.01%-0.31%2.35%2.68%-0.56%-2.67%5.16%-2.46%5.59%3.71%1.54%2.20%22.94%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VT is 70, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VT is 7070
VT (Vanguard Total World Stock ETF)
The Sharpe Ratio Rank of VT is 7373Sharpe Ratio Rank
The Sortino Ratio Rank of VT is 7373Sortino Ratio Rank
The Omega Ratio Rank of VT is 7171Omega Ratio Rank
The Calmar Ratio Rank of VT is 6868Calmar Ratio Rank
The Martin Ratio Rank of VT is 6565Martin 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.


VT
Sharpe ratio
The chart of Sharpe ratio for VT, currently valued at 1.65, compared to the broader market0.002.004.006.001.65
Sortino ratio
The chart of Sortino ratio for VT, currently valued at 2.39, compared to the broader market0.005.0010.002.39
Omega ratio
The chart of Omega ratio for VT, currently valued at 1.29, compared to the broader market1.002.003.001.29
Calmar ratio
The chart of Calmar ratio for VT, currently valued at 1.25, compared to the broader market0.005.0010.0015.0020.001.25
Martin ratio
The chart of Martin ratio for VT, currently valued at 5.33, compared to the broader market0.0020.0040.0060.0080.00100.00120.005.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.006.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market0.005.0010.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market1.002.003.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.005.0010.0015.0020.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.02

Sharpe Ratio

The current Vanguard Total World Stock ETF Sharpe ratio is 1.65. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard Total World Stock ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.65
2.14
VT (Vanguard Total World Stock ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Total World Stock ETF granted a 2.03% dividend yield in the last twelve months. The annual payout for that period amounted to $2.28 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$2.28$2.14$1.90$1.96$1.54$1.88$1.66$1.56$1.46$1.41$1.46$1.22

Dividend yield

2.03%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%

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
2024$0.00$0.00$0.42$0.00$0.00$0.00$0.42
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$0.00$0.00$0.33$0.00$0.00$0.46$0.00$0.00$0.29$0.00$0.00$0.38$1.46
2013$0.16$0.00$0.00$0.44$0.00$0.00$0.25$0.00$0.00$0.37$1.22

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.67%
-0.04%
VT (Vanguard Total World Stock ETF)
Benchmark (^GSPC)

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 0.67%.


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 current Vanguard Total World Stock ETF volatility is 2.48%, 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.


2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.48%
2.26%
VT (Vanguard Total World Stock ETF)
Benchmark (^GSPC)