- ISIN
- US92206C6646
- CUSIP
- 92206C664
- Issuer
- Vanguard
- Inception Date
- Sep 20, 2010
- Region
- North America (U.S.)
- Category
- Small Cap Blend Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Russell 2000 Index
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $18B
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
VTWO Performance Chart
Vanguard Russell 2000 ETF (VTWO) is up 21.7% since the beginning of the year. VTWO is currently trading at $120 per share. Investors who bought $1,000 worth of VTWO shares 5 years ago would now be looking at an investment worth $1,399.
Loading charts...
Returns By Period
Vanguard Russell 2000 ETF (VTWO) has returned 21.67% so far this year and 44.30% over the past 12 months. Over the last ten years, VTWO has returned 11.83% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Vanguard Russell 2000 ETF
- 1D
- 0.92%
- 1M
- 4.84%
- YTD
- 21.67%
- 6M
- 18.16%
- 1Y
- 44.30%
- 3Y*
- 19.86%
- 5Y*
- 6.94%
- 10Y*
- 11.83%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
VTWO Monthly Returns History
Based on dividend-adjusted daily data since Sep 22, 2010, VTWO's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +18.4%, while the worst month was Mar 2020 at -21.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, VTWO closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -13.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.43% | 0.76% | -5.00% | 12.15% | 4.44% | 2.93% | 21.67% | ||||||
| 2025 | 2.54% | -5.23% | -6.82% | -2.36% | 5.38% | 5.41% | 1.73% | 7.21% | 3.19% | 1.76% | 1.04% | -0.66% | 12.90% |
| 2024 | -3.95% | 5.58% | 3.63% | -6.94% | 5.05% | -1.07% | 10.47% | -1.77% | 0.78% | -1.45% | 11.15% | -8.40% | 11.55% |
| 2023 | 9.78% | -1.70% | -4.78% | -1.80% | -0.88% | 8.12% | 6.20% | -5.09% | -5.86% | -6.82% | 9.07% | 12.26% | 17.08% |
| 2022 | -9.78% | 1.07% | 1.31% | -9.85% | 0.09% | -8.26% | 10.47% | -2.03% | -9.57% | 11.15% | 2.15% | -6.45% | -20.49% |
| 2021 | 4.88% | 6.06% | 1.43% | 1.91% | 0.29% | 1.80% | -3.59% | 2.18% | -2.82% | 4.28% | -4.15% | 2.19% | 14.79% |
Benchmark Metrics
Vanguard Russell 2000 ETF has an annualized alpha of -1.73%, beta of 1.13, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since September 22, 2010.
- This ETF participated in 115.79% of S&P 500 Index downside but only 108.49% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.13 and R2 of 0.77, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.73%
- Beta
- 1.13
- R²
- 0.77
- Upside Capture
- 108.49%
- Downside Capture
- 115.79%
Expense Ratio
VTWO has an expense ratio of 0.06%, which is considered low.
Return for Risk
Risk / Return Rank
VTWO ranks 73 for risk / return — better than 73% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Vanguard Russell 2000 ETF (VTWO) 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.
| VTWO | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.37 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 4.05 | 2.78 | +1.27 |
| Martin ratioReturn relative to average drawdown | 14.36 | 12.44 | +1.92 |
Dividends
Dividend History
Vanguard Russell 2000 ETF provided a 1.09% dividend yield over the last twelve months, with an annual payout of $1.31 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.31 | $1.24 | $1.08 | $1.17 | $1.04 | $1.02 | $0.73 | $0.91 | $0.76 | $0.72 | $0.69 | $0.55 |
Dividend yield | 1.09% | 1.25% | 1.21% | 1.45% | 1.48% | 1.13% | 0.92% | 1.36% | 1.41% | 1.18% | 1.27% | 1.23% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard Russell 2000 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.26 | $0.00 | $0.00 | $0.30 | $0.56 | ||||||
| 2025 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.25 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.40 | $1.24 |
| 2024 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.30 | $0.00 | $0.00 | $0.28 | $0.00 | $0.00 | $0.33 | $1.08 |
| 2023 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.32 | $0.00 | $0.00 | $0.40 | $1.17 |
| 2022 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.29 | $0.00 | $0.00 | $0.42 | $1.04 |
| 2021 | $0.00 | $0.00 | $0.15 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.22 | $0.00 | $0.00 | $0.47 | $1.02 |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Vanguard Russell 2000 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 Russell 2000 ETF was 41.19%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -41.19%Mar 2020 | 1y 6mo | 7mo 21d | 2y 2moSep 2018 - Nov 2020 |
Bear market2022 | -31.88%Jun 2022 | 7mo 9d | 2y 4mo | 2y 12moNov 2021 - Nov 2024 |
2011 bear market2011 | -29.01%Oct 2011 | 5mo 4d | 11mo 16d | 1y 4moMay 2011 - Sep 2012 |
2025 selloff2025 | -27.57%Apr 2025 | 4mo 13d | 5mo 6d | 9mo 19dNov 2024 - Sep 2025 |
2016 bear market2016 | -25.71%Feb 2016 | 7mo 22d | 9mo 4d | 1y 4moJun 2015 - Nov 2016 |
Drawdown Indicators
| VTWO | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.19% | -56.78% | +15.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.99% | -9.10% | -1.89% |
Max Drawdown (3Y)Largest decline over 3 years | -27.57% | -18.90% | -8.67% |
Max Drawdown (5Y)Largest decline over 5 years | -31.88% | -25.43% | -6.45% |
Max Drawdown (10Y)Largest decline over 10 years | -41.19% | -33.92% | -7.27% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -8.37% | -10.71% | +2.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 2.03% | +1.06% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with VTWO
Add Vanguard Russell 2000 ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with VTWO