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Vanguard Russell 2000 ETF

VTWO
ETF · Currency in USD
ISIN
US92206C6646
CUSIP
92206C664
Issuer
Vanguard
Inception Date
Sep 22, 2010
Region
North America (U.S.)
Category
Small Cap Blend Equities
Expense Ratio
0.10%
Index Tracked
Russell 2000 Index
ETF Home Page
personal.vanguard.com
Asset Class
Equity

Asset Class Size

Micro-Cap

Asset Class Style

Blend

VTWOPrice Chart


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S&P 500

VTWOPerformance

The chart shows the growth of $10,000 invested in Vanguard Russell 2000 ETF on Sep 23, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $39,575 for a total return of roughly 295.75%. All prices are adjusted for splits and dividends.


VTWO (Vanguard Russell 2000 ETF)
Benchmark (S&P 500)

VTWOReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M2.71%
6M-1.03%
YTD13.81%
1Y45.29%
5Y14.35%
10Y13.82%

VTWOMonthly Returns Heatmap


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VTWOSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Vanguard Russell 2000 ETF Sharpe ratio is 2.06. A Sharpe ratio higher than 2.0 is considered very good.

The chart below displays rolling 12-month Sharpe Ratio.


VTWO (Vanguard Russell 2000 ETF)
Benchmark (S&P 500)

VTWODividends

Vanguard Russell 2000 ETF granted a 0.74% dividend yield in the last twelve months, as of Sep 18, 2021. The annual payout for that period amounted to $0.66 per share.


PeriodTTM20202019201820172016201520142013201220112010
Dividend$0.66$0.73$0.91$0.76$0.72$0.69$0.55$0.54$0.48$0.52$0.27$0.11

Dividend yield

0.74%0.92%1.36%1.41%1.18%1.27%1.23%1.12%1.04%1.56%0.92%0.37%

VTWODrawdowns Chart

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


VTWO (Vanguard Russell 2000 ETF)
Benchmark (S&P 500)

VTWOWorst Drawdowns

The table below shows the maximum drawdowns of the Vanguard Russell 2000 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 Russell 2000 ETF is 41.19%, recorded on Mar 23, 2020. It took 161 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.19%Sep 4, 2018390Mar 23, 2020161Nov 9, 2020551
-29.01%May 2, 2011108Oct 3, 2011239Sep 13, 2012347
-25.71%Jun 24, 2015161Feb 11, 2016191Nov 11, 2016352
-12.72%Jul 7, 201470Oct 13, 201449Dec 22, 2014119
-10.9%Sep 17, 201242Nov 15, 201231Jan 2, 201373
-9.62%Mar 16, 20217Mar 24, 2021
-9.15%Jan 24, 201812Feb 8, 201864May 11, 201876
-9%Mar 5, 201451May 15, 201432Jul 1, 201483
-7.39%Jan 23, 201410Feb 5, 201414Feb 26, 201424
-6.52%Feb 10, 202116Mar 4, 20215Mar 11, 202121

VTWOVolatility Chart

Current Vanguard Russell 2000 ETF volatility is 12.41%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


VTWO (Vanguard Russell 2000 ETF)
Benchmark (S&P 500)

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