VTWV vs. VSS
Compare and contrast key facts about Vanguard Russell 2000 Value ETF (VTWV) and Vanguard FTSE All-World ex-US Small-Cap ETF (VSS).
VTWV and VSS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. VTWV is a passively managed fund by Vanguard that tracks the performance of the Russell 2000 Value Index. It was launched on Sep 20, 2010. VSS is a passively managed fund by Vanguard that tracks the performance of the FTSE Global Small Cap ex US Index. It was launched on Apr 2, 2009. Both VTWV and VSS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VTWV or VSS.
Performance
VTWV vs. VSS - Performance Comparison
Returns By Period
In the year-to-date period, VTWV achieves a 12.81% return, which is significantly higher than VSS's 2.97% return. Over the past 10 years, VTWV has outperformed VSS with an annualized return of 7.83%, while VSS has yielded a comparatively lower 4.48% annualized return.
VTWV
12.81%
1.20%
10.03%
29.51%
9.11%
7.83%
VSS
2.97%
-5.17%
-2.00%
11.70%
4.42%
4.48%
Key characteristics
| VTWV | VSS | |
|---|---|---|
| Sharpe Ratio | 1.27 | 0.84 |
| Sortino Ratio | 1.92 | 1.21 |
| Omega Ratio | 1.23 | 1.15 |
| Calmar Ratio | 1.41 | 0.58 |
| Martin Ratio | 6.70 | 4.38 |
| Ulcer Index | 4.06% | 2.53% |
| Daily Std Dev | 21.47% | 13.22% |
| Max Drawdown | -45.73% | -43.51% |
| Current Drawdown | -4.53% | -9.75% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
VTWV vs. VSS - Expense Ratio Comparison
VTWV has a 0.15% expense ratio, which is higher than VSS's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Correlation
The correlation between VTWV and VSS is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
VTWV vs. VSS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Value ETF (VTWV) and Vanguard FTSE All-World ex-US Small-Cap ETF (VSS). 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.
Dividends
VTWV vs. VSS - Dividend Comparison
VTWV's dividend yield for the trailing twelve months is around 1.80%, less than VSS's 2.95% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VTWV Vanguard Russell 2000 Value ETF | 1.80% | 2.02% | 2.07% | 1.60% | 1.49% | 1.82% | 2.04% | 1.63% | 1.57% | 2.03% | 1.71% | 1.42% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 2.95% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% | 2.67% | 2.71% |
Drawdowns
VTWV vs. VSS - Drawdown Comparison
The maximum VTWV drawdown since its inception was -45.73%, which is greater than VSS's maximum drawdown of -43.51%. Use the drawdown chart below to compare losses from any high point for VTWV and VSS. For additional features, visit the drawdowns tool.
Volatility
VTWV vs. VSS - Volatility Comparison
Vanguard Russell 2000 Value ETF (VTWV) has a higher volatility of 8.06% compared to Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) at 3.75%. This indicates that VTWV's price experiences larger fluctuations and is considered to be riskier than VSS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.