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Vanguard Emerging Markets Government Bond ETF (VWO...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9219468850

CUSIP

921946885

Issuer

Vanguard

Inception Date

May 31, 2013

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

Barclays USD Emerging Markets Government RIC Capped Index

Asset Class

Bond

Expense Ratio

VWOB has an expense ratio of 0.20%, which is considered low compared to other funds.


Expense ratio chart for VWOB: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

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:
VWOB vs. EMB VWOB vs. BNDX VWOB vs. EBND VWOB vs. VWO VWOB vs. VEMBX VWOB vs. VSIAX VWOB vs. EMLC VWOB vs. SPY VWOB vs. PCY VWOB vs. EMHY
Popular comparisons:
VWOB vs. EMB VWOB vs. BNDX VWOB vs. EBND VWOB vs. VWO VWOB vs. VEMBX VWOB vs. VSIAX VWOB vs. EMLC VWOB vs. SPY VWOB vs. PCY VWOB vs. EMHY

Performance

Performance Chart

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


50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
37.74%
263.55%
VWOB (Vanguard Emerging Markets Government Bond ETF)
Benchmark (^GSPC)

Returns By Period

Vanguard Emerging Markets Government Bond ETF had a return of 5.59% year-to-date (YTD) and 5.71% in the last 12 months. Over the past 10 years, Vanguard Emerging Markets Government Bond ETF had an annualized return of 3.01%, while the S&P 500 had an annualized return of 11.06%, indicating that Vanguard Emerging Markets Government Bond ETF did not perform as well as the benchmark.


VWOB

YTD

5.59%

1M

-0.66%

6M

3.37%

1Y

5.71%

5Y*

0.12%

10Y*

3.01%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.22%0.39%1.96%-2.11%2.42%-0.24%2.50%2.39%2.07%-2.41%1.78%5.59%
20234.03%-2.73%1.89%0.24%-1.23%2.37%1.47%-1.67%-3.40%-1.43%6.27%4.91%10.68%
2022-3.32%-4.90%-1.44%-6.51%1.10%-6.06%4.29%-2.78%-6.29%0.01%9.49%-1.31%-17.39%
2021-1.70%-2.74%-0.90%2.09%1.14%0.76%0.64%0.80%-2.34%-0.03%-1.55%2.18%-1.80%
20201.40%-1.43%-12.85%2.85%6.16%2.44%3.76%0.86%-2.07%-0.34%4.00%2.08%5.65%
20193.61%0.56%1.49%0.26%0.43%3.32%1.21%0.68%-0.47%0.51%-0.56%2.67%14.47%
2018-0.46%-1.67%0.47%-1.51%-0.58%-0.89%1.99%-1.74%1.63%-1.39%-0.18%1.47%-2.92%
20171.42%1.38%0.64%1.38%0.77%-0.42%0.78%1.83%-0.12%0.14%-0.48%0.82%8.41%
2016-0.31%1.92%3.17%1.74%-0.37%4.21%0.97%1.57%0.26%-1.37%-3.62%1.52%9.86%
20150.59%1.49%0.52%1.77%-0.12%-1.53%0.25%-1.30%-1.40%2.77%0.18%-1.53%1.59%
2014-0.85%2.83%0.91%0.79%3.36%0.13%-0.25%1.11%-2.20%1.62%-0.51%-2.67%4.17%
2013-4.81%1.10%-2.05%3.09%1.81%-1.47%0.71%-1.82%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VWOB is 41, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of VWOB is 4141
Overall Rank
The Sharpe Ratio Rank of VWOB is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of VWOB is 4141
Sortino Ratio Rank
The Omega Ratio Rank of VWOB is 4141
Omega Ratio Rank
The Calmar Ratio Rank of VWOB is 3131
Calmar Ratio Rank
The Martin Ratio Rank of VWOB 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 Emerging Markets Government Bond ETF (VWOB) 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 VWOB, currently valued at 0.83, compared to the broader market0.002.004.000.832.10
The chart of Sortino ratio for VWOB, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.0010.001.182.80
The chart of Omega ratio for VWOB, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.39
The chart of Calmar ratio for VWOB, currently valued at 0.44, compared to the broader market0.005.0010.0015.000.443.09
The chart of Martin ratio for VWOB, currently valued at 3.86, compared to the broader market0.0020.0040.0060.0080.00100.003.8613.49
VWOB
^GSPC

The current Vanguard Emerging Markets Government Bond ETF Sharpe ratio is 0.83. 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 Emerging Markets Government Bond 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 Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.83
2.10
VWOB (Vanguard Emerging Markets Government Bond ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Vanguard Emerging Markets Government Bond ETF provided a 5.52% dividend yield over the last twelve months, with an annual payout of $3.52 per share. The fund has been increasing its distributions for 2 consecutive years.


2.00%3.00%4.00%5.00%6.00%$0.00$1.00$2.00$3.00$4.0020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$3.52$3.51$3.24$3.14$3.44$3.73$3.37$3.70$3.65$3.65$3.43$1.83

Dividend yield

5.52%5.50%5.31%4.04%4.18%4.58%4.53%4.61%4.71%4.93%4.49%2.39%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.28$0.32$0.32$0.31$0.32$0.32$0.34$0.32$0.32$0.35$0.33$3.52
2023$0.00$0.28$0.28$0.29$0.29$0.29$0.29$0.30$0.30$0.30$0.30$0.59$3.51
2022$0.00$0.26$0.27$0.27$0.26$0.26$0.27$0.27$0.27$0.27$0.29$0.55$3.24
2021$0.00$0.25$0.24$0.27$0.27$0.24$0.27$0.27$0.27$0.27$0.26$0.53$3.14
2020$0.00$0.31$0.29$0.36$0.25$0.30$0.25$0.28$0.27$0.33$0.27$0.53$3.44
2019$0.00$0.29$0.27$0.32$0.30$0.33$0.31$0.33$0.32$0.31$0.33$0.64$3.73
2018$0.00$0.25$0.24$0.30$0.26$0.29$0.26$0.29$0.30$0.28$0.31$0.60$3.37
2017$0.00$0.27$0.30$0.32$0.30$0.30$0.30$0.30$0.34$0.30$0.34$0.63$3.70
2016$0.00$0.26$0.30$0.31$0.30$0.33$0.30$0.31$0.30$0.30$0.30$0.65$3.65
2015$0.00$0.31$0.29$0.31$0.30$0.29$0.30$0.29$0.30$0.29$0.29$0.68$3.65
2014$0.00$0.24$0.29$0.30$0.28$0.29$0.30$0.28$0.29$0.29$0.29$0.58$3.43
2013$0.19$0.26$0.26$0.23$0.28$0.61$1.83

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.56%
-2.62%
VWOB (Vanguard Emerging Markets Government Bond ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard Emerging Markets Government Bond 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 Emerging Markets Government Bond ETF was 26.97%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current Vanguard Emerging Markets Government Bond ETF drawdown is 5.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.97%Sep 3, 2021285Oct 20, 2022
-25.31%Mar 5, 202010Mar 18, 2020117Sep 2, 2020127
-7.74%Aug 28, 201477Dec 16, 201476Apr 8, 2015153
-6.89%Dec 31, 202045Mar 8, 2021122Aug 30, 2021167
-6.77%Jun 5, 201314Jun 24, 2013172Feb 28, 2014186

Volatility

Volatility Chart

The current Vanguard Emerging Markets Government Bond ETF volatility is 2.18%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.18%
3.79%
VWOB (Vanguard Emerging Markets Government Bond 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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