Vanguard FTSE Emerging Markets ETF (VWO)
The Vanguard FTSE Emerging Markets ETF (VWO) is a passive exchange-traded fund (ETF) managed by Vanguard. It tracks the investment results of the FTSE Emerging Index, which comprises large and mid-cap stocks from emerging market countries worldwide. VWO was launched on March 4, 2005, and has an expense ratio of 0.08%, which is relatively low compared to other ETFs. It could be a suitable investment for those looking for long-term capital appreciation, as it invests in companies that are expected to benefit from the growth potential of emerging market economies. It is also considered a diversified investment, as it holds a broad range of stocks from different countries and sectors.
ETF Info
ISIN | US9220428588 |
---|---|
CUSIP | 922042858 |
Issuer | Vanguard |
Inception Date | Mar 4, 2005 |
Region | Emerging Markets (Broad) |
Category | Emerging Markets Equities |
Index Tracked | FTSE Emerging Index |
ETF Home Page | advisors.vanguard.com |
Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Blend |
Expense Ratio
The Vanguard FTSE Emerging Markets ETF has an expense ratio of 0.08% which is considered to be low.
Share Price Chart
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Performance
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.
Compare to other instruments
Popular comparisons: VWO vs. VEA, VWO vs. VXUS, VWO vs. EEM, VWO vs. IEMG, VWO vs. SCHE, VWO vs. VOO, VWO vs. VTI, VWO vs. SPEM, VWO vs. VEU, VWO vs. SPY
Return
Vanguard FTSE Emerging Markets ETF had a return of 4.65% year-to-date (YTD) and 2.34% in the last 12 months. Over the past 10 years, Vanguard FTSE Emerging Markets ETF had an annualized return of 2.48%, while the S&P 500 had an annualized return of 9.85%, indicating that Vanguard FTSE Emerging Markets ETF did not perform as well as the benchmark.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 4.65% | 19.92% |
1 month | 1.90% | 5.06% |
6 months | -0.24% | 7.11% |
1 year | 2.34% | 16.17% |
5 years (annualized) | 3.73% | 11.84% |
10 years (annualized) | 2.48% | 9.85% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | -2.96% | 4.75% | 5.88% | -5.90% | -2.47% | -3.24% | 7.09% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets ETF (VWO) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
VWO Vanguard FTSE Emerging Markets ETF | 0.24 | ||||
^GSPC S&P 500 | 1.25 |
Dividend History
Vanguard FTSE Emerging Markets ETF granted a 3.03% dividend yield in the last twelve months. The annual payout for that period amounted to $1.22 per share.
Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend | $1.22 | $1.60 | $1.30 | $0.95 | $1.44 | $1.10 | $1.06 | $0.90 | $1.07 | $1.14 | $1.13 | $0.98 |
Dividend yield | 3.03% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% | 2.19% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.33 | $0.00 | $0.00 | |
2022 | $0.00 | $0.00 | $0.13 | $0.00 | $0.00 | $0.31 | $0.00 | $0.00 | $0.53 | $0.00 | $0.00 | $0.63 |
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 |
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 |
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 |
2018 | $0.00 | $0.00 | $0.09 | $0.00 | $0.00 | $0.27 | $0.00 | $0.00 | $0.47 | $0.00 | $0.00 | $0.26 |
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 |
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 |
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 |
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 |
2013 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.51 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.22 |
2012 | $0.53 | $0.00 | $0.00 | $0.45 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-67.68% | Nov 1, 2007 | 267 | Nov 20, 2008 | 2215 | Sep 11, 2017 | 2482 |
-36.39% | Jan 29, 2018 | 541 | Mar 23, 2020 | 166 | Nov 16, 2020 | 707 |
-34.32% | Feb 18, 2021 | 425 | Oct 24, 2022 | — | — | — |
-25.99% | May 10, 2006 | 24 | Jun 13, 2006 | 121 | Dec 4, 2006 | 145 |
-18.05% | Jul 24, 2007 | 18 | Aug 16, 2007 | 25 | Sep 21, 2007 | 43 |
Volatility Chart
The current Vanguard FTSE Emerging Markets ETF volatility is 3.58%, 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.
Alternatives
Symbol | Inception | Expense Ratio | YTD Ret. | 10Y Ann. Ret. | Div. Yield | Max. Drawdown | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
---|---|---|---|---|---|---|---|---|---|---|---|
EEM | Apr 11, 2003 | 0.68% | 3.7% | 1.4% | 2.3% | -66.4% | 0.2 | ||||
IEMG | Oct 18, 2012 | 0.14% | 6.3% | 2.3% | 2.3% | -38.7% | 0.4 | ||||
SPY | Jan 22, 1993 | 0.09% | 21.7% | 11.8% | 1.4% | -55.2% | 1.4 | ||||
VEA | Jul 20, 2007 | 0.05% | 12.5% | 4.4% | 3.0% | -60.7% | 0.8 | ||||
VOO | Sep 7, 2010 | 0.03% | 21.8% | 11.9% | 1.5% | -34.0% | 1.4 | ||||
VTI | May 24, 2001 | 0.03% | 21.1% | 11.3% | 1.5% | -55.5% | 1.3 | ||||
VXUS | Jan 26, 2011 | 0.07% | 10.6% | 3.9% | 3.0% | -36.0% | 0.7 |
Portfolios with Vanguard FTSE Emerging Markets ETF
Portfolio Name | YTD Return | 10Y Return | Div. Yield | 10Y Volatility | Max. Drawdown | Expense Ratio | Sharpe Ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index |
---|---|---|---|---|---|---|---|---|---|---|---|
7Twelve Portfolio | 7.11% | 4.78% | 2.41% | 9.87% | -22.46% | 0.14% | 0.75 | ||||
Gone Fishin’ Portfolio | 9.45% | 5.65% | 2.88% | 12.08% | -26.03% | 0.12% | 0.79 | ||||
Larry Swedroe Minimize FatTails Portfolio | 3.39% | 2.96% | 2.80% | 6.08% | -21.61% | 0.17% | 0.31 | ||||
Paul Merriman Ultimate Portfolio | 9.38% | 6.28% | 2.89% | 17.03% | -38.24% | 0.16% | 0.59 |