- ISIN
- US92206C6497
- CUSIP
- 92206C649
- Issuer
- Vanguard
- Inception Date
- Sep 20, 2010
- Region
- North America (U.S.)
- Category
- Small Cap Value Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Russell 2000 Value Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Small-Cap
- Asset Class Style
- Value
- Assets Under Management
- $1B
Share Price Chart
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Performance
VTWV Performance Chart
Vanguard Russell 2000 Value ETF (VTWV) is up 21.2% since the beginning of the year. VTWV is currently trading at $192 per share. Investors who bought $1,000 worth of VTWV shares 5 years ago would now be looking at an investment worth $1,452.
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Returns By Period
Vanguard Russell 2000 Value ETF (VTWV) has returned 21.24% so far this year and 45.20% over the past 12 months. Over the last ten years, VTWV has returned 10.91% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Vanguard Russell 2000 Value ETF
- 1D
- 0.55%
- 1M
- 3.72%
- YTD
- 21.24%
- 6M
- 18.40%
- 1Y
- 45.20%
- 3Y*
- 19.74%
- 5Y*
- 7.74%
- 10Y*
- 10.91%
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%
VTWV Monthly Returns History
Based on dividend-adjusted daily data since Sep 22, 2010, VTWV's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, an investment would double in approximately 5.7 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +19.2%, while the worst month was Mar 2020 at -24.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, VTWV closed higher 51% of trading days. The best single day was Mar 13, 2020 with a return of +8.5%, 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 | 6.78% | 2.04% | -3.68% | 9.45% | 2.96% | 2.51% | 21.24% | ||||||
| 2025 | 1.96% | -3.68% | -5.94% | -4.25% | 4.44% | 4.93% | 1.62% | 8.50% | 2.26% | 0.22% | 2.67% | 0.24% | 12.72% |
| 2024 | -4.61% | 3.08% | 4.38% | -6.19% | 4.70% | -1.93% | 12.48% | -1.95% | 0.08% | -1.51% | 9.94% | -8.72% | 7.83% |
| 2023 | 9.63% | -2.45% | -7.11% | -2.81% | -1.73% | 7.91% | 7.76% | -4.92% | -5.13% | -6.12% | 9.22% | 12.41% | 14.67% |
| 2022 | -5.91% | 1.64% | 1.84% | -7.67% | 2.09% | -10.13% | 9.67% | -2.88% | -10.21% | 12.63% | 3.03% | -6.59% | -14.46% |
| 2021 | 5.06% | 9.28% | 5.68% | 1.79% | 3.18% | -0.76% | -3.69% | 2.74% | -1.89% | 3.77% | -3.40% | 3.95% | 27.90% |
Benchmark Metrics
Vanguard Russell 2000 Value ETF has an annualized alpha of -1.05%, beta of 1.02, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since September 22, 2010.
- This ETF participated in 115.88% of S&P 500 Index downside but only 104.99% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 1.02 and R2 of 0.64, 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
- -1.05%
- Beta
- 1.02
- R²
- 0.64
- Upside Capture
- 104.99%
- Downside Capture
- 115.88%
Expense Ratio
VTWV has an expense ratio of 0.10%, which is considered low.
Return for Risk
Risk / Return Rank
VTWV ranks 82 for risk / return — in the top 82% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Vanguard Russell 2000 Value ETF (VTWV) 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.
| VTWV | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 5.26 | 2.78 | +2.47 |
| Martin ratioReturn relative to average drawdown | 17.96 | 12.44 | +5.52 |
Dividends
Dividend History
Vanguard Russell 2000 Value ETF provided a 1.63% dividend yield over the last twelve months, with an annual payout of $3.13 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $3.13 | $2.87 | $2.58 | $2.76 | $2.52 | $2.33 | $1.72 | $2.04 | $1.90 | $1.78 | $1.62 | $1.62 |
Dividend yield | 1.63% | 1.79% | 1.78% | 2.02% | 2.07% | 1.60% | 1.49% | 1.82% | 2.04% | 1.63% | 1.57% | 2.03% |
Monthly Dividends
The table displays the monthly dividend distributions for Vanguard Russell 2000 Value 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 | $0.61 | $0.00 | $0.00 | $0.71 | $1.32 | ||||||
| 2025 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.54 | $0.00 | $0.00 | $0.96 | $0.00 | $0.00 | $0.85 | $2.87 |
| 2024 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.59 | $0.00 | $0.00 | $0.81 | $0.00 | $0.00 | $0.82 | $2.58 |
| 2023 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.52 | $0.00 | $0.00 | $0.79 | $0.00 | $0.00 | $0.99 | $2.76 |
| 2022 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.70 | $0.00 | $0.00 | $1.02 | $2.52 |
| 2021 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.34 | $0.00 | $0.00 | $0.62 | $0.00 | $0.00 | $1.07 | $2.33 |
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 Russell 2000 Value 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 Value ETF was 45.73%, occurring on Mar 23, 2020. Recovery took 186 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -45.73%Mar 2020 | 1y 7mo | 8mo 27d | 2y 3moAug 2018 - Dec 2020 |
2011 bear market2011 | -28.07%Oct 2011 | 5mo 4d | 11mo 10d | 1y 4moMay 2011 - Sep 2012 |
2025 selloff2025 | -26.72%Apr 2025 | 4mo 13d | 5mo 13d | 9mo 26dNov 2024 - Sep 2025 |
2023 bear market2023 | -25.77%Oct 2023 | 1y 11mo | 8mo 23d | 2y 8moNov 2021 - Jul 2024 |
2016 bear market2016 | -22.19%Feb 2016 | 7mo 22d | 5mo 26d | 1y 1moJun 2015 - Aug 2016 |
Drawdown Indicators
| VTWV | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.73% | -56.78% | +11.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.64% | -9.10% | +0.46% |
Max Drawdown (3Y)Largest decline over 3 years | -26.72% | -18.90% | -7.82% |
Max Drawdown (5Y)Largest decline over 5 years | -26.72% | -25.43% | -1.29% |
Max Drawdown (10Y)Largest decline over 10 years | -45.73% | -33.92% | -11.81% |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -10.71% | +2.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.52% | 2.03% | +0.49% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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