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Issuer
Vanguard
Leveraged
1x (No leverage)
Index Tracked
Vanguard US Total Market Shares Index Index
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

VTS.AX Performance Chart

Vanguard US Total Market Shares Index ETF (VTS.AX) is up 6.3% since the beginning of the year. VTS.AX is currently trading at A$533 per share. Investors who bought A$1,000 worth of VTS.AX shares 5 years ago would now be looking at an investment worth A$1,885.


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S&P 500 Index

Returns By Period

Vanguard US Total Market Shares Index ETF (VTS.AX) has returned 6.25% so far this year and 14.34% over the past 12 months. Looking at the last ten years, VTS.AX has achieved an annualized return of 15.43%, outperforming the S&P 500 Index benchmark, which averaged 14.27% per year.


Vanguard US Total Market Shares Index ETF

1D
0.00%
1M
1.72%
6M
4.92%
YTD
6.25%
1Y
14.34%
3Y*
18.88%
5Y*
13.52%
10Y*
15.43%

Benchmark (S&P 500 Index)

1D
0.12%
1M
1.38%
6M
4.49%
YTD
5.58%
1Y
12.98%
3Y*
18.01%
5Y*
13.12%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTS.AX Monthly Returns History

Based on dividend-adjusted daily data since May 8, 2009, VTS.AX's average daily return is +0.06%, while the average monthly return is +1.24%. At this rate, an investment would double in approximately 4.7 years.

Historically, 65% of months were positive and 35% were negative. The best month was May 2013 with a return of +11.9%, while the worst month was Feb 2020 at -8.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, VTS.AX closed higher 54% of trading days. The best single day was Apr 10, 2025 with a return of +7.0%, while the worst single day was Mar 23, 2020 at -6.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-3.51%-2.06%-3.44%6.82%5.94%3.35%-0.44%6.25%
20253.19%-3.86%-6.62%-2.10%6.41%3.25%4.92%0.49%1.49%3.67%0.22%-1.74%8.85%
20246.23%4.27%3.24%-2.62%0.44%4.88%2.39%-2.42%0.36%6.83%5.74%2.25%35.88%
20231.09%4.20%1.27%2.88%3.51%3.36%3.34%1.74%-4.35%-2.25%5.26%3.07%25.21%
2022-4.89%-5.09%3.12%-3.31%-3.04%-5.50%6.77%0.02%-3.57%8.40%-2.56%-4.12%-13.98%
20211.20%0.15%6.10%3.69%0.84%5.28%3.34%4.23%-1.59%-0.34%6.91%0.21%33.96%

Benchmark Metrics

Vanguard US Total Market Shares Index ETF has an annualized alpha of 13.29%, beta of 0.14, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since May 08, 2009.

  • Beta of 0.14 may look defensive, but with R2 of 0.02 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.02 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
13.29%
Beta
0.14
0.02
Upside Capture
103.22%
Downside Capture
101.61%

Return for Risk

Risk / Return Rank

VTS.AX ranks 41 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.


VTS.AX Risk / Return Rank: 4141
Overall Rank
VTS.AX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
VTS.AX Sortino Ratio Rank: 4646
Sortino Ratio Rank
VTS.AX Omega Ratio Rank: 4949
Omega Ratio Rank
VTS.AX Calmar Ratio Rank: 3131
Calmar Ratio Rank
VTS.AX Martin Ratio Rank: 3131
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 US Total Market Shares Index ETF (VTS.AX) 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.


VTS.AXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.02

Calmar ratioReturn relative to maximum drawdown

1.31

1.11

+0.19

Martin ratioReturn relative to average drawdown

3.61

3.10

+0.51

Dividends

Dividend History

Vanguard US Total Market Shares Index ETF provided a 1.07% dividend yield over the last twelve months, with an annual payout of A$5.71 per share. The fund has been increasing its distributions for 5 consecutive years.


1.00%1.10%1.20%1.30%1.40%1.50%1.60%1.70%A$0.00A$1.00A$2.00A$3.00A$4.00A$5.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
DividendA$5.71A$5.29A$4.77A$4.76A$4.32A$3.64A$3.49A$3.55A$3.00A$1.94A$2.51A$2.41

Dividend yield

1.07%1.05%1.02%1.36%1.53%1.09%1.38%1.52%1.66%1.10%1.57%1.67%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026A$0.00A$0.00A$1.39A$0.00A$0.00A$1.51A$0.00A$2.90
2025A$0.00A$0.00A$1.30A$0.00A$0.00A$1.19A$0.00A$0.00A$1.39A$0.00A$0.00A$1.42A$5.29
2024A$0.00A$0.00A$1.19A$0.00A$0.00A$1.20A$0.00A$0.00A$1.10A$0.00A$0.00A$1.28A$4.77
2023A$0.00A$0.00A$1.18A$0.00A$0.00A$1.21A$0.00A$0.00A$1.07A$0.00A$0.00A$1.29A$4.76
2022A$0.00A$0.00A$0.81A$0.00A$0.00A$0.91A$0.00A$0.00A$1.26A$0.00A$0.00A$1.34A$4.32
2021A$0.00A$0.00A$0.74A$0.00A$0.00A$0.91A$0.00A$0.00A$0.97A$0.00A$0.00A$1.02A$3.64

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 US Total Market Shares Index 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 US Total Market Shares Index ETF was 26.03%, occurring on Mar 23, 2020. Recovery took 178 trading sessions.

The current Vanguard US Total Market Shares Index ETF drawdown is 0.50%.


Drawdown

Fall

Recovery

Underwater

Related event

-26.03%Mar 2020
28d8mo 13d
9mo 11dFeb 2020 - Dec 2020
COVID crash2020
-22.06%Jun 2022
5mo 13d1y 16d
1y 5moJan 2022 - Jul 2023
Bear market2022
-19.58%Aug 2011
6mo 6d6mo 25d
1y 26dFeb 2011 - Mar 2012
-18.17%Apr 2025
2mo 18d3mo 7d
5mo 25dFeb 2025 - Jul 2025
2025 selloff2025
-16.94%Dec 2018
2mo 20d4mo 1d
6mo 21dOct 2018 - Apr 2019
Rate-hike selloffLate 2018

Drawdown Indicators


VTS.AXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-26.03%

-41.07%

+15.04%

Max Drawdown (1Y)

Largest decline over 1 year

-11.05%

-11.69%

+0.64%

Max Drawdown (3Y)

Largest decline over 3 years

-18.17%

-17.74%

-0.43%

Max Drawdown (5Y)

Largest decline over 5 years

-22.06%

-22.01%

-0.05%

Max Drawdown (10Y)

Largest decline over 10 years

-26.03%

-24.71%

-1.32%

Current Drawdown

Current decline from peak

-0.50%

-0.60%

+0.10%

Average Drawdown

Average peak-to-trough decline

-4.11%

-11.02%

+6.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.09%

4.20%

-0.11%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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