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Vanguard Russell 2000 ETF (VTWO)

ETF · Currency in USD · Last updated Aug 6, 2022

VTWO is a passive ETF by Vanguard tracking the investment results of the Russell 2000 Index. VTWO launched on Sep 20, 2010 and has a 0.10% expense ratio.

ETF Info

ISINUS92206C6646
CUSIP92206C664
IssuerVanguard
Inception DateSep 20, 2010
RegionNorth America (U.S.)
CategorySmall Cap Blend Equities
Expense Ratio0.10%
Index TrackedRussell 2000 Index
ETF Home Pageadvisors.vanguard.com
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Trading Data

Previous Close$77.01
Year Range$66.10 - $97.03
EMA (50)$72.94
EMA (200)$79.08
Average Volume$1.27M

VTWOShare Price Chart


Chart placeholderClick Calculate to get results

VTWOPerformance

The chart shows the growth of $10,000 invested in Vanguard Russell 2000 ETF in Sep 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $33,683 for a total return of roughly 236.83%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%MarchAprilMayJuneJulyAugust
-3.83%
-7.55%
VTWO (Vanguard Russell 2000 ETF)
Benchmark (^GSPC)

VTWOReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M10.39%8.19%
6M-2.89%-7.42%
YTD-13.86%-13.03%
1Y-11.43%-5.85%
5Y7.79%10.86%
10Y10.72%11.53%

VTWOMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-9.78%1.07%1.31%-9.85%0.09%-8.26%10.47%1.96%
20214.88%6.06%1.43%1.91%0.29%1.80%-3.59%2.18%-2.82%4.28%-4.15%2.19%
2020-3.22%-8.28%-21.88%13.83%6.55%3.49%2.97%5.54%-3.30%2.26%18.36%8.59%
201911.46%5.15%-2.11%3.45%-7.78%6.89%0.78%-4.99%2.12%2.70%4.07%2.89%
20182.68%-3.85%1.13%1.06%6.08%0.71%1.57%4.37%-2.39%-10.87%1.59%-12.03%
20170.35%1.93%0.10%1.11%-1.99%3.41%0.80%-1.22%6.31%0.74%3.00%-0.48%
2016-8.48%-0.36%8.02%1.54%2.29%0.00%5.99%1.61%1.11%-4.60%11.04%2.83%
2015-3.33%6.00%1.76%-2.45%2.14%0.93%-1.29%-6.26%-4.87%5.62%3.12%-4.94%
2014-2.74%4.67%-0.63%-3.89%0.98%5.17%-5.98%4.78%-5.96%6.59%0.07%2.92%
20136.33%1.29%4.25%-0.31%3.95%-0.18%6.70%-3.10%6.48%2.39%3.92%1.99%
20127.07%2.70%2.27%-1.53%-6.68%5.18%-1.10%3.05%3.13%-2.24%0.64%3.45%
2011-0.36%5.05%2.98%2.60%-1.93%-2.24%-3.53%-9.56%-10.43%15.23%-0.68%0.79%
20100.91%4.64%2.84%8.32%

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 -0.52. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MarchAprilMayJuneJulyAugust
-0.52
-0.31
VTWO (Vanguard Russell 2000 ETF)
Benchmark (^GSPC)

VTWODividend History

Vanguard Russell 2000 ETF granted a 1.34% dividend yield in the last twelve months. The annual payout for that period amounted to $1.04 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$1.04$1.02$0.73$0.91$0.76$0.72$0.69$0.55$0.54$0.48$0.52$0.27$0.11

Dividend yield

1.34%1.14%0.94%1.40%1.47%1.25%1.36%1.33%1.23%1.15%1.75%1.05%0.42%

VTWODrawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-20.64%
-13.58%
VTWO (Vanguard Russell 2000 ETF)
Benchmark (^GSPC)

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
-31.88%Nov 9, 2021152Jun 16, 2022
-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
-10.91%Sep 17, 201242Nov 15, 201231Jan 2, 201373
-9.62%Mar 16, 20217Mar 24, 2021154Nov 1, 2021161
-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

VTWOVolatility Chart

Current Vanguard Russell 2000 ETF volatility is 14.24%. 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.


10.00%20.00%30.00%40.00%50.00%MarchAprilMayJuneJulyAugust
14.24%
19.67%
VTWO (Vanguard Russell 2000 ETF)
Benchmark (^GSPC)

VTWOAlternatives


SymbolInceptionExpense RatioYTD Ret.10Y Ann. Ret.Div. Yield
VBJan 26, 20040.05%-12.47%11.68%1.44%Compare VTWO and VB