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Vanguard FTSE Emerging Markets ETF (VWO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9220428588

CUSIP

922042858

Issuer

Vanguard

Inception Date

Mar 4, 2005

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

FTSE Emerging Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

VWO has an expense ratio of 0.08%, which is considered low compared to other funds.


Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
VWO vs. VEA VWO vs. VXUS VWO vs. EEM VWO vs. IEMG VWO vs. VOO VWO vs. SCHE VWO vs. VTI VWO vs. SPEM VWO vs. VEU VWO vs. SPY
Popular comparisons:
VWO vs. VEA VWO vs. VXUS VWO vs. EEM VWO vs. IEMG VWO vs. VOO VWO vs. SCHE VWO vs. VTI VWO vs. SPEM VWO vs. VEU VWO vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vanguard FTSE Emerging Markets ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
10.09%
12.91%
VWO (Vanguard FTSE Emerging Markets ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard FTSE Emerging Markets ETF had a return of 16.49% year-to-date (YTD) and 21.63% in the last 12 months. Over the past 10 years, Vanguard FTSE Emerging Markets ETF had an annualized return of 4.89%, while the S&P 500 had an annualized return of 11.73%, indicating that Vanguard FTSE Emerging Markets ETF did not perform as well as the benchmark.


VWO

YTD

16.49%

1M

1.54%

6M

10.09%

1Y

21.63%

5Y (annualized)

4.92%

10Y (annualized)

4.89%

^GSPC (Benchmark)

YTD

26.90%

1M

0.96%

6M

12.91%

1Y

31.46%

5Y (annualized)

14.06%

10Y (annualized)

11.73%

Monthly Returns

The table below presents the monthly returns of VWO, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.55%3.48%1.92%0.96%2.16%1.97%1.21%0.97%7.32%-2.68%-2.15%16.49%
20238.34%-6.65%2.56%-0.40%-2.96%4.75%5.88%-5.90%-2.47%-3.24%7.09%3.33%9.27%
20220.42%-3.72%-3.26%-5.83%0.46%-3.86%-0.79%-0.46%-10.08%-2.85%14.30%-2.23%-17.98%
20213.13%1.57%-0.71%1.79%1.70%1.33%-5.89%2.19%-3.36%1.30%-2.90%1.54%1.26%
2020-5.53%-3.55%-17.05%7.81%3.29%6.48%8.58%2.74%-1.20%1.32%8.56%6.00%15.17%
20199.66%-0.38%2.31%2.14%-6.38%5.37%-1.81%-3.26%0.91%3.95%0.50%7.07%20.75%
20188.56%-5.36%-0.21%-2.77%-2.34%-4.79%3.98%-4.19%-1.35%-7.66%4.83%-3.34%-14.76%
20175.76%2.25%2.84%1.56%0.99%0.85%5.34%3.00%-0.49%2.43%-0.34%3.71%31.49%
2016-5.75%-0.32%12.72%1.01%-3.23%4.92%5.14%0.78%2.02%0.32%-4.05%-0.74%12.17%
2015-0.20%4.66%-2.06%7.41%-3.55%-2.55%-6.26%-9.86%-2.88%5.29%-2.30%-3.44%-15.82%
2014-8.43%3.24%4.63%0.89%3.10%3.17%1.37%3.84%-7.17%2.23%-1.10%-4.68%-0.04%
20130.07%-2.37%-1.27%2.02%-5.08%-5.34%0.68%-3.43%7.29%4.31%-0.92%-0.28%-4.94%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VWO is 44, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VWO is 4444
Overall Rank
The Sharpe Ratio Rank of VWO is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of VWO is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VWO is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VWO is 3434
Calmar Ratio Rank
The Martin Ratio Rank of VWO is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard FTSE Emerging Markets ETF (VWO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for VWO, currently valued at 1.42, compared to the broader market0.002.004.001.422.62
The chart of Sortino ratio for VWO, currently valued at 2.04, compared to the broader market-2.000.002.004.006.008.0010.0012.002.043.48
The chart of Omega ratio for VWO, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.48
The chart of Calmar ratio for VWO, currently valued at 0.89, compared to the broader market0.005.0010.0015.000.893.77
The chart of Martin ratio for VWO, currently valued at 6.22, compared to the broader market0.0020.0040.0060.0080.00100.006.2216.74
VWO
^GSPC

The current Vanguard FTSE Emerging Markets ETF Sharpe ratio is 1.42. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard FTSE Emerging Markets ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.42
2.62
VWO (Vanguard FTSE Emerging Markets ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard FTSE Emerging Markets ETF provided a 2.54% dividend yield over the last twelve months, with an annual payout of $1.21 per share.


2.00%2.50%3.00%3.50%4.00%$0.00$0.50$1.00$1.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.21$1.45$1.60$1.30$0.96$1.44$1.10$1.06$0.90$1.07$1.14$1.13

Dividend yield

2.54%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%2.73%

Monthly Dividends

The table displays the monthly dividend distributions for Vanguard FTSE Emerging Markets ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.04$0.00$0.00$0.17$0.00$0.00$0.13$0.00$0.00$0.00$0.34
2023$0.00$0.00$0.03$0.00$0.00$0.23$0.00$0.00$0.33$0.00$0.00$0.87$1.45
2022$0.00$0.00$0.13$0.00$0.00$0.31$0.00$0.00$0.53$0.00$0.00$0.64$1.60
2021$0.00$0.00$0.07$0.00$0.00$0.28$0.00$0.00$0.47$0.00$0.00$0.48$1.30
2020$0.00$0.00$0.06$0.00$0.00$0.17$0.00$0.00$0.43$0.00$0.00$0.30$0.96
2019$0.00$0.00$0.08$0.00$0.00$0.28$0.00$0.00$0.52$0.00$0.00$0.56$1.44
2018$0.00$0.00$0.09$0.00$0.00$0.28$0.00$0.00$0.48$0.00$0.00$0.26$1.10
2017$0.00$0.00$0.07$0.00$0.00$0.25$0.00$0.00$0.52$0.00$0.00$0.21$1.06
2016$0.00$0.00$0.06$0.00$0.00$0.22$0.00$0.00$0.45$0.00$0.00$0.17$0.90
2015$0.00$0.00$0.07$0.00$0.00$0.39$0.00$0.00$0.45$0.00$0.00$0.16$1.07
2014$0.00$0.00$0.11$0.00$0.00$0.42$0.00$0.00$0.45$0.00$0.00$0.17$1.14
2013$0.06$0.00$0.00$0.51$0.00$0.00$0.35$0.00$0.00$0.22$1.13

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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.23%
-0.61%
VWO (Vanguard FTSE Emerging Markets ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE Emerging Markets 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 FTSE Emerging Markets ETF was 67.68%, occurring on Nov 20, 2008. Recovery took 2215 trading sessions.

The current Vanguard FTSE Emerging Markets ETF drawdown is 6.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.68%Nov 1, 2007267Nov 20, 20082215Sep 11, 20172482
-36.39%Jan 29, 2018541Mar 23, 2020166Nov 16, 2020707
-34.32%Feb 18, 2021425Oct 24, 2022
-25.99%May 10, 200624Jun 13, 2006121Dec 4, 2006145
-18.05%Jul 24, 200718Aug 16, 200725Sep 21, 200743

Volatility

Volatility Chart

The current Vanguard FTSE Emerging Markets ETF volatility is 4.39%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.39%
2.24%
VWO (Vanguard FTSE Emerging Markets ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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