Data Source: from January 2010 to December 2022 (~13 years)
Consolidated Returns as of 31 December 2022
Category: Stocks
ETF: VanEck Vectors Vietnam ETF (VNM)

In the last 10 Years, the VanEck Vectors Vietnam ETF (VNM) ETF obtained a -2.52% compound annual return, with a 22.39% standard deviation.

In 2022, the ETF granted a 0.52% dividend yield. If you are interested in getting periodic income, please refer to the VanEck Vectors Vietnam ETF (VNM) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Emerging Asia Pacific
  • Country: Vietnam

Historical Returns as of Dec 31, 2022

Historical returns and Metrics of VanEck Vectors Vietnam ETF (VNM) ETF.

Returns and metrics are calculated based on monthly returns, assuming:
  • No fees or capital gain taxes
  • the reinvestment of dividends
VANECK VECTORS VIETNAM ETF (VNM) ETF
Portfolio Metrics
Data Source: 1 January 2010 - 31 December 2022 (~13 years)
Swipe left to see all data
Metrics as of Dec 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y MAX
(~13Y)
Portfolio
Return (%)
-6.51 -10.16 -17.03 -43.75 -8.98 -7.30 -2.52 -4.20
US Inflation (%) -0.31 0.00 0.16 6.45 4.92 3.78 2.60 2.48
Infl. Adjusted
Return (%)
-6.22 -10.16 -17.16 -47.16 -13.25 -10.68 -4.99 -6.52
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 23.06 27.91 24.04 22.39 23.75
Sharpe Ratio -1.96 -0.34 -0.35 -0.14 -0.34
Sortino Ratio -3.12 -0.46 -0.47 -0.19 -0.48
MAXIMUM DRAWDOWN
Drawdown Depth (%) -45.01 -45.01 -46.14 -49.34 -57.00
Start (yyyy mm) 2022 01 2022 01 2018 02 2014 09 2011 02
Bottom (yyyy mm) 2022 10 2022 10 2020 03 2020 03 2020 03
Start to Bottom (# months) 10 10 26 67 110
Start to Recovery (# months) in progress
> 12
> 12
40
82
> 143
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 74.09 13.52 11.01 5.70
Worst Return (%) -43.82 -12.26 -11.36 -6.66
% Positive Periods 43% 46% 34% 35%
MONTHS
Positive 0 1 3 3 19 31 62 80
Negative 1 2 3 9 17 29 58 76
% Positive 0% 33% 50% 25% 53% 52% 52% 51%
WITHDRAWAL RATES (WR)
Safe WR (%) 31.06 16.65 9.21 5.06
Perpetual WR (%) 0.00 0.00 0.00 0.00
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the ETF
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the ETF. It's calculated by dividing the excess return of the ETF over the risk-free rate by the ETF standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the ETF. It's a modification of the Sharpe Ratio (same formula but the denominator is the ETF downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Correlations as of Dec 31, 2022

Monthly correlations of VanEck Vectors Vietnam ETF (VNM) ETF vs the main Asset Classes, over different timeframes.

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.

Columns are sortable (click on table header to sort).

VANECK VECTORS VIETNAM ETF (VNM) ETF
Monthly correlations as of 31 December 2022
Swipe left to see all data
Correlation vs VNM
 
Asset Class 1 Year 5 Years 10 Years Since
Jan 2010
US Total Stock Market
VTI
0.47
0.72
0.63
0.57
US Large Cap
SPY
0.46
0.70
0.62
0.57
US Small Cap
IJR
0.36
0.67
0.54
0.50
US REITs
VNQ
0.53
0.63
0.44
0.42
US Technology
QQQ
0.55
0.64
0.58
0.54
Preferred Stocks
PFF
0.66
0.73
0.61
0.57
EAFE Stocks
EFA
0.56
0.70
0.59
0.55
World All Countries
VT
0.56
0.75
0.66
0.60
Emerging Markets
EEM
0.75
0.76
0.61
0.58
Europe
VGK
0.46
0.67
0.58
0.54
Pacific
VPL
0.71
0.75
0.58
0.56
Latin America
FLLA
0.26
0.55
0.49
0.50
US Total Bond Market
BND
0.64
0.38
0.27
0.15
Long Term Treasuries
TLT
0.75
0.04
0.00
-0.15
US Cash
BIL
0.20
-0.26
-0.15
-0.13
TIPS
TIP
0.50
0.41
0.31
0.21
Invest. Grade Bonds
LQD
0.64
0.54
0.39
0.31
High Yield Bonds
HYG
0.43
0.64
0.55
0.51
International Bonds
BNDX
0.45
0.36
0.25
0.15
Emerg. Market Bonds
EMB
0.70
0.69
0.51
0.44
Gold
GLD
0.53
0.22
0.17
0.16
Commodities
DBC
0.10
0.42
0.37
0.39

Capital Growth as of Dec 31, 2022

Capital growth, returns, stats are calculated assuming a reinvestment of dividends.

If you are interested in getting periodic income, please refer to the VanEck Vectors Vietnam ETF (VNM) ETF: Dividend Yield page.

An investment of 1000$, since January 2013, now would be worth 775.13$, with a total return of -22.49% (-2.52% annualized).

The Inflation Adjusted Capital now would be 599.64$, with a net total return of -40.04% (-4.99% annualized).
An investment of 1000$, since January 2010, now would be worth 572.42$, with a total return of -42.76% (-4.20% annualized).

The Inflation Adjusted Capital now would be 416.49$, with a net total return of -58.35% (-6.52% annualized).

Drawdowns

Worst drawdowns since January 2013.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-49.34% Sep 2014 Mar 2020 67 Jun 2021 15 82
-45.01% Jan 2022 Oct 2022 10 in progress 2 12
-19.51% Mar 2013 Aug 2013 6 Jan 2014 5 11
-8.14% Mar 2014 Apr 2014 2 Aug 2014 4 6
-7.31% Jul 2021 Sep 2021 3 Dec 2021 3 6

Worst drawdowns since January 2010.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-57.00% Feb 2011 Mar 2020 110 in progress 33 143
-10.97% May 2010 Aug 2010 4 Jan 2011 5 9
-4.08% Jan 2010 Jan 2010 1 Apr 2010 3 4

Rolling Returns ( more details)

VanEck Vectors Vietnam ETF (VNM) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
-0.14 74.09
Apr 2020 - Mar 2021
-43.82
Jan 2011 - Dec 2011
56.55%
2 Years
-0.23 35.06
Apr 2020 - Mar 2022
-26.40
Apr 2018 - Mar 2020
48.87%
3 Years
-0.62 13.52
Jan 2019 - Dec 2021
-12.26
Mar 2014 - Feb 2017
53.72%
5 Years
-0.89 11.01
Jan 2017 - Dec 2021
-11.36
Feb 2011 - Jan 2016
65.98%
7 Years
-1.16 3.01
Apr 2015 - Mar 2022
-7.22
Apr 2013 - Mar 2020
61.64%
10 Years
-0.76 5.70
Jan 2012 - Dec 2021
-6.66
Apr 2010 - Mar 2020
64.86%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the VanEck Vectors Vietnam ETF (VNM) ETF: Rolling Returns page.

Seasonality

VanEck Vectors Vietnam ETF (VNM) ETF: in which months is it better to invest?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.07
40%
-0.95
40%
-4.09
40%
1.15
60%
-0.19
40%
-2.37
20%
0.47
80%
1.98
80%
-1.82
60%
-3.56
20%
4.32
80%
0.42
60%
 Capital Growth on monthly avg returns
100
100.07
99.12
95.06
96.16
95.97
93.70
94.14
96.00
94.25
90.89
94.82
95.22
Best 10.0
2018
5.3
2019
4.7
2018
19.3
2020
10.0
2020
5.6
2021
3.1
2018
7.3
2020
4.0
2019
5.3
2021
9.4
2022
10.0
2020
Worst -6.9
2022
-7.7
2020
-24.0
2020
-9.7
2022
-6.7
2018
-10.2
2022
-6.0
2021
-3.1
2019
-13.2
2022
-12.2
2022
-1.7
2019
-6.5
2022
Monthly Seasonality over the period Jan 2018 - Dec 2022
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
2.49
50%
0.61
60%
-3.60
40%
0.39
60%
0.91
50%
-1.09
50%
0.52
70%
0.02
50%
-1.44
50%
-0.24
40%
1.13
60%
0.30
40%
 Capital Growth on monthly avg returns
100
102.49
103.12
99.41
99.80
100.70
99.61
100.12
100.14
98.70
98.47
99.58
99.88
Best 18.9
2013
7.3
2015
4.7
2018
19.3
2020
10.0
2020
5.6
2021
3.9
2016
10.4
2014
4.0
2019
9.6
2015
9.4
2022
10.0
2020
Worst -6.9
2022
-7.7
2020
-24.0
2020
-9.7
2022
-6.7
2018
-11.9
2013
-6.0
2021
-11.4
2015
-13.2
2022
-12.2
2022
-8.3
2015
-6.5
2022
Monthly Seasonality over the period Jan 2013 - Dec 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
3.78
54%
0.34
62%
-2.92
38%
1.49
69%
-2.08
38%
-0.39
62%
-0.34
62%
-0.74
38%
-2.16
46%
0.24
46%
-0.05
54%
1.40
46%
 Capital Growth on monthly avg returns
100
103.78
104.13
101.09
102.60
100.47
100.07
99.73
99.00
96.86
97.09
97.04
98.40
Best 18.9
2013
12.0
2012
4.7
2018
19.3
2020
10.0
2020
5.6
2021
3.9
2016
10.4
2014
4.0
2019
9.6
2015
9.4
2022
17.9
2012
Worst -6.9
2022
-16.4
2011
-24.0
2020
-9.7
2022
-14.4
2011
-11.9
2013
-6.3
2011
-11.4
2015
-13.2
2022
-12.2
2022
-12.1
2011
-8.5
2011
Monthly Seasonality over the period Jan 2010 - Dec 2022

Monthly/Yearly Returns

VanEck Vectors Vietnam ETF (VNM) ETF data source starts from January 2010: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 2010 - Dec 2022
80 Positive Months (51%) - 76 Negative Months (49%)
MONTHLY RETURNS TABLE
Jan 2010 - Dec 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-43.75 -47.16 -6.9 -1.3 -3.3 -9.7 -5.9 -10.2 2.3 4.1 -13.2 -12.2 9.4 -6.5
2021
+22.05 +14.02 -3.3 4.0 2.8 4.1 4.4 5.6 -6.0 1.0 -2.4 5.3 2.2 2.9
2020
+9.84 +8.36 -6.9 -7.7 -24.0 19.3 10.0 -1.9 1.9 7.3 1.0 -0.7 8.3 10.0
2019
+9.13 +6.69 7.4 5.3 -0.7 0.7 -2.9 -1.1 1.0 -3.1 4.0 -0.6 -1.7 1.0
2018
-16.83 -18.39 10.0 -5.0 4.7 -8.6 -6.7 -4.3 3.1 0.6 1.5 -9.7 3.4 -5.3
2017
+38.55 +35.69 4.0 -0.4 3.8 0.1 2.8 3.4 -1.0 -0.7 1.6 7.4 5.7 6.7
2016
-9.66 -11.50 -5.6 0.0 0.3 3.0 -0.1 1.5 3.9 -0.1 -0.5 -5.1 -6.6 -0.1
2015
-20.11 -20.69 -4.8 7.3 -14.0 6.8 -1.9 5.4 -1.4 -11.4 -4.9 9.6 -8.3 -1.3
2014
+5.11 +4.32 12.1 3.7 -0.8 -7.4 0.9 2.6 0.6 10.4 -5.2 -2.4 -4.4 -3.4
2013
+7.76 +6.17 18.9 0.1 -4.8 -4.4 8.3 -11.9 0.8 -8.0 3.8 6.0 3.2 -0.9
2012
+26.34 +24.17 17.5 12.0 -0.1 9.0 -13.0 1.2 -3.9 -3.4 -5.9 -1.8 -1.1 17.9
2011
-43.82 -45.44 10.8 -16.4 -2.1 0.7 -14.4 1.9 -6.3 -0.8 -11.0 6.0 -12.1 -8.5
2010
+4.05 +2.52 -4.1 2.7 0.2 5.8 -8.7 2.6 0.6 -5.6 3.2 1.3 1.3 5.7
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