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Issuer
Vanguard
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

VVLU.AX Performance Chart

Vanguard Global Value Equity Active ETF (VVLU.AX) is up 8.8% since the beginning of the year. VVLU.AX is currently trading at A$79 per share. Investors who bought A$1,000 worth of VVLU.AX shares 5 years ago would now be looking at an investment worth A$1,915.


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S&P 500 Index

Returns By Period

Vanguard Global Value Equity Active ETF (VVLU.AX) has returned 8.83% so far this year and 20.98% over the past 12 months.


Vanguard Global Value Equity Active ETF

1D
1.02%
1M
2.82%
6M
7.37%
YTD
8.83%
1Y
20.98%
3Y*
17.99%
5Y*
13.88%
10Y*

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)

VVLU.AX Monthly Returns History

Based on dividend-adjusted daily data since Apr 17, 2018, VVLU.AX's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +15.3%, while the worst month was Mar 2020 at -20.7%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, VVLU.AX closed higher 51% of trading days. The best single day was Mar 26, 2020 with a return of +8.0%, while the worst single day was Oct 1, 2019 at -6.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.51%1.68%-0.12%-0.77%3.14%4.67%1.57%8.83%
20255.30%-2.34%-0.95%-6.15%5.45%3.18%1.99%5.83%-0.26%-0.33%3.77%1.92%18.04%
20242.91%1.08%5.61%-2.25%-1.07%-1.94%9.84%-5.37%-0.91%3.65%6.06%-1.76%15.87%
20233.24%3.84%-2.58%-0.83%-1.26%4.23%6.55%0.91%-1.71%-4.57%3.93%5.76%18.15%
20222.17%-3.21%0.53%-0.94%2.12%-8.67%3.31%1.50%-5.98%12.93%1.47%-3.31%0.35%
20213.80%5.67%10.16%0.74%4.86%0.67%0.22%3.02%2.08%-2.73%3.03%1.67%37.99%

Benchmark Metrics

Vanguard Global Value Equity Active ETF has an annualized alpha of 12.01%, beta of 0.08, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since April 17, 2018.

  • This ETF participated in 98.64% of S&P 500 Index downside but only 87.12% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.08 may look defensive, but with R2 of 0.01 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 0.01 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
12.01%
Beta
0.08
0.01
Upside Capture
87.12%
Downside Capture
98.64%

Return for Risk

Risk / Return Rank

VVLU.AX ranks 60 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.


VVLU.AX Risk / Return Rank: 6060
Overall Rank
VVLU.AX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
VVLU.AX Sortino Ratio Rank: 6363
Sortino Ratio Rank
VVLU.AX Omega Ratio Rank: 5959
Omega Ratio Rank
VVLU.AX Calmar Ratio Rank: 5959
Calmar Ratio Rank
VVLU.AX Martin Ratio Rank: 5757
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 Global Value Equity Active ETF (VVLU.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.


VVLU.AXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.35

Sortino ratioReturn per unit of downside risk

+0.57

Omega ratioGain probability vs. loss probability

1.29

1.24

+0.05

Calmar ratioReturn relative to maximum drawdown

2.38

1.11

+1.27

Martin ratioReturn relative to average drawdown

8.04

3.10

+4.94

Dividends

Dividend History

Vanguard Global Value Equity Active ETF provided a 10.99% dividend yield over the last twelve months, with an annual payout of A$8.72 per share.


0.00%2.00%4.00%6.00%8.00%A$0.00A$1.00A$2.00A$3.00A$4.00A$5.00A$6.0020182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018
DividendA$8.72A$5.73A$2.38A$3.46A$1.56A$0.83A$0.99A$1.19A$0.20

Dividend yield

10.99%7.07%3.21%5.22%2.63%1.36%2.21%2.31%0.46%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard Global Value Equity Active 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$2.23A$0.00A$0.00A$0.00A$6.20A$8.42
2025A$1.08A$0.00A$1.31A$0.00A$0.00A$0.00A$3.04A$0.00A$0.00A$0.30A$0.00A$0.00A$5.73
2024A$0.00A$0.00A$0.00A$0.00A$0.00A$0.00A$1.79A$0.00A$0.00A$0.59A$0.00A$0.00A$2.38
2023A$0.00A$0.00A$0.00A$0.34A$0.00A$0.00A$1.83A$0.00A$0.00A$1.29A$0.00A$0.00A$3.46
2022A$0.00A$0.00A$0.00A$0.55A$0.00A$0.00A$0.64A$0.00A$0.00A$0.36A$0.00A$0.00A$1.56
2021A$0.19A$0.00A$0.00A$0.11A$0.00A$0.00A$0.28A$0.00A$0.00A$0.25A$0.00A$0.00A$0.83

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 Global Value Equity Active 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 Global Value Equity Active ETF was 36.95%, occurring on Mar 23, 2020. Recovery took 243 trading sessions.

The current Vanguard Global Value Equity Active ETF drawdown is 0.24%.


Drawdown

Fall

Recovery

Underwater

Related event

-36.95%Mar 2020
3mo 4d11mo 20d
1y 2moDec 2019 - Mar 2021
COVID crash2020
-20.70%Dec 2018
6mo 5d11mo 28d
1y 5moJun 2018 - Dec 2019
Rate-hike selloffLate 2018
-14.80%Apr 2025
2mo 8d2mo 25d
5mo 3dJan 2025 - Jul 2025
2025 selloff2025
-13.98%Jun 2022
5mo 3d7mo 18d
1y 16dJan 2022 - Feb 2023
Bear market2022
-10.90%Mar 2023
11d4mo 1d
4mo 12dMar 2023 - Jul 2023

Drawdown Indicators


VVLU.AXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.95%

-41.07%

+4.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-11.69%

+2.39%

Max Drawdown (3Y)

Largest decline over 3 years

-14.80%

-17.74%

+2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-14.80%

-22.01%

+7.21%

Max Drawdown (10Y)

Largest decline over 10 years

-24.71%

Current Drawdown

Current decline from peak

-0.24%

-0.60%

+0.36%

Average Drawdown

Average peak-to-trough decline

-6.22%

-11.02%

+4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

4.20%

-1.41%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with VVLU.AX

Add Vanguard Global Value Equity Active ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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