Vanguard FTSE All-World ex-US ETF
Provider: Vanguard
Vanguard FTSE All-World ex-US ETF is an exchange-traded fund incorporated in the USA. The ETF tracks the performance of the FTSE All-World ex-US Index. The ETF holds over 2400 stocks of all cap sizes. Its investments are in countries across the world excluding the US. The ETF weights the holdings using a market capitalization.
| Annualised Return | 3.43% |
| Realised Volatility | 18.2% |
| Downside Volatility | 13.13% |
| Max Drawdown | -58.39% |
| Winning months | 55.4% |
| Sharpe Ratio | 0.19 |
| Sortino Ratio | 0.26 |
| Calmar Ratio | 0.06 |
| Viking Ratio | 0.16 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.66% | 3.17% | 3.35% | -2.51% | 3.95% | -0.58% | 2.54% | 2.58% | 2.55% | -4.54% | -1.71% | 6.93% | |
| 2023 | 8.7% | -4.39% | 2.84% | 1.89% | -3.41% | 4.53% | 3.77% | -4.39% | -3.37% | -3.2% | 8.23% | 4.91% | 15.84% |
| 2022 | -2.4% | -3.06% | -0.49% | -6.48% | 1.63% | -7.66% | 3.38% | -4.39% | -9.68% | 3.4% | 13.15% | -2.19% | -15.58% |
| 2021 | 0.38% | 2.08% | 1.74% | 2.57% | 3.17% | -0.48% | -1.42% | 1.52% | -3.35% | 2.74% | -4.3% | 3.68% | 8.27% |
| 2020 | -3.4% | -6.61% | -15.13% | 6.8% | 4.68% | 4.37% | 3.93% | 4.41% | -1.69% | -2.06% | 12.61% | 5.71% | 11.1% |
| 2019 | 7.57% | 1.63% | 1% | 2.85% | -5.54% | 5.89% | -1.8% | -2.44% | 2.82% | 3.45% | 1.05% | 4.17% | 21.83% |
| 2018 | 5.7% | -5.31% | -0.44% | 0.57% | -1.99% | -2.12% | 2.89% | -2.34% | 0.44% | -8.3% | 1.47% | -4.94% | -14.18% |
| 2017 | 4.14% | 1.26% | 2.99% | 2.09% | 3.05% | 0.51% | 3.38% | 0.64% | 1.84% | 1.95% | 0.63% | 2.05% | 27.4% |
| 2016 | -5.6% | -2.44% | 8.3% | 2.11% | -0.79% | -0.73% | 4.25% | 0.69% | 1.57% | -1.69% | -2.13% | 1.94% | 4.88% |
| 2015 | -0.02% | 5.85% | -1.41% | 4.74% | -1.04% | -2.81% | -0.29% | -7.75% | -4.03% | 6.69% | -1.32% | -2.52% | -4.78% |
| 2014 | -5.74% | 5.56% | 0.43% | 1.51% | 1.91% | 1.68% | -1.47% | 1.01% | -4.87% | 0.2% | -0.32% | -3.95% | -4.53% |
| 2013 | 2.45% | -1.41% | 0.62% | 3.75% | -3.31% | -3.52% | 4.61% | -1.99% | 7.58% | 3.33% | 0.26% | 1.55% | 14.15% |
| 2012 | 6.86% | 5.31% | -0.9% | -1.81% | -11.4% | 6.52% | 0.49% | 2.65% | 3.48% | 0.77% | 1.85% | 5.01% | 18.9% |
| 2011 | 0.8% | 2.74% | -0.22% | 5.45% | -3.17% | -1.09% | -2.37% | -8.47% | -13.01% | 11.49% | -2.57% | -2.44% | -14.03% |
| 2010 | -5.76% | 1.31% | 6.72% | -1.76% | -10.9% | -1.34% | 10.76% | -3.43% | 10.6% | 3.59% | -4.1% | 8.13% | 11.82% |
| 2009 | -13% | -9.21% | 10.14% | 13.23% | 15.17% | -2.07% | 10.61% | 2.92% | 5.68% | -3.17% | 4.85% | 1.4% | 37.61% |
| 2008 | -7.74% | -0.22% | -0.09% | 5.92% | 1.42% | -8.38% | -3.68% | -5.11% | -12.48% | -22.76% | -6.77% | 8.49% | -43.43% |
| 2007 | 2.87% | 3.95% | 3.32% | 0.67% | -1.16% | -0.2% | 6.15% | 6.37% | -4.96% | -2.02% | 15.36% |