Data Source: from September 2005 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 16 2022
Category: Stocks
ETF: Vanguard ESG U.S. Stock ETF (ESGV)
ETF • LIVE PERFORMANCE (USD currency)
0.13%
1 Day
Aug 16 2022
5.18%
Current Month
August 2022

In the last 15 Years, the Vanguard ESG U.S. Stock ETF (ESGV) ETF obtained a 7.88% compound annual return, with a 17.89% standard deviation.

In 2021, the ETF granted a 0.85% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard ESG U.S. Stock ETF (ESGV) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Growth
  • Region: North America
  • Country: U.S.

The Vanguard ESG U.S. Stock ETF (ESGV) ETF is part of the following Lazy Portfolios:

Portfolio Name Author ESGV Weight
Stocks/Bonds 60/40 ESG 60.0%
Stocks/Bonds 40/60 ESG 40.0%
US Stocks ESG 100.0%

Historical Returns as of Jul 31, 2022

Historical returns and stats of Vanguard ESG U.S. Stock ETF (ESGV) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

VANGUARD ESG U.S. STOCK ETF (ESGV) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from September 2005 to July 2022
Swipe left to see all data
Period Return (%)
as of Jul 2022
Return (%)
Infl.Adj.
Standard
Deviation (%)
Max
Drawdown (%)
Months
Pos - Neg
1M
Jul 2022
9.59
9.61
0.00
1 - 0
3M
0.02
-2.40
-8.73
May 2022 - Jun 2022
1 - 2
6M
-10.32
-14.90
-18.17
Feb 2022 - Jun 2022
2 - 4
YTD
-16.75
-21.66
-24.04
Jan 2022 - Jun 2022
2 - 5
1Y
-10.32
-17.37
20.60
-24.04
Jan 2022 - Jun 2022
5 - 7
42% pos
3Y(*)
12.98
7.69
19.80
-24.04
Jan 2022 - Jun 2022
22 - 14
61% pos
5Y(*)
9.80
5.69
17.88
-24.04
Jan 2022 - Jun 2022
37 - 23
62% pos
10Y(*)
12.23
9.38
14.99
-24.04
Jan 2022 - Jun 2022
76 - 44
63% pos
15Y(*)
7.88
5.38
17.89
-51.80
Nov 2007 - Feb 2009
108 - 72
60% pos
MAX(*)
01 Sep 2005
8.78
6.17
17.05
-52.70
Jun 2007 - Feb 2009
125 - 78
62% pos
(*) Returns over 1 year are annualized

US Inflation is updated to Jul 2022. Current inflation (annualized) is 1Y: 8.52% , 5Y: 3.89% , 10Y: 2.60%

ETF Returns, up to September 2018, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Jul 31, 2022

Monthly correlations of Vanguard ESG U.S. Stock ETF (ESGV) ETF vs the main Asset Classes, over different timeframes.

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

VANGUARD ESG U.S. STOCK ETF (ESGV) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs ESGV
 
Asset Class 1 Year 5 Years 10 Years Since
Sep 2005
US Total Stock Market
VTI
1.00
0.98
0.96
0.96
US Large Cap
SPY
0.99
0.98
0.95
0.95
US Small Cap
IJR
0.92
0.88
0.87
0.90
US REITs
VNQ
0.90
0.81
0.64
0.74
US Technology
QQQ
0.98
0.92
0.86
0.87
Preferred Stocks
PFF
0.90
0.82
0.70
0.59
EAFE Stocks
EFA
0.90
0.90
0.83
0.88
World All Countries
VT
0.98
0.97
0.94
0.94
Emerging Markets
EEM
0.66
0.72
0.65
0.78
Europe
VGK
0.88
0.88
0.82
0.87
Pacific
VPL
0.83
0.85
0.76
0.83
Latin America
FLLA
0.45
0.56
0.53
0.68
US Total Bond Market
BND
0.71
0.37
0.21
0.15
Long Term Treasuries
TLT
0.63
-0.04
-0.15
-0.25
US Cash
BIL
-0.01
-0.23
-0.16
-0.08
TIPS
TIP
0.76
0.53
0.32
0.29
Investment Grade Bonds
LQD
0.81
0.61
0.45
0.40
High Yield Bonds
HYG
0.79
0.81
0.75
0.76
International Bond Market
BNDX
0.67
0.37
0.23
0.25
Emerging Market Bonds
EMB
0.89
0.71
0.57
0.60
Gold
GLD
0.23
0.15
0.05
0.14
Commodities
DBC
-0.01
0.46
0.41
0.52

Capital Growth as of Jul 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 Vanguard ESG U.S. Stock ETF (ESGV) ETF: Dividend Yield page.

An investment of 1000$, since August 2007, now would be worth 3121.16$, with a total return of 212.12% (7.88% annualized).

The Inflation Adjusted Capital now would be 2194.36$, with a net total return of 119.44% (5.38% annualized).
An investment of 1000$, since September 2005, now would be worth 4153.79$, with a total return of 315.38% (8.78% annualized).

The Inflation Adjusted Capital now would be 2753.53$, with a net total return of 175.35% (6.17% annualized).

Drawdowns

Worst drawdowns since August 2007.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-51.80% Nov 2007 Feb 2009 16 Feb 2011 24 40
-24.04% Jan 2022 Jun 2022 6 in progress 1 7
-23.59% May 2011 Sep 2011 5 Jan 2013 16 21
-19.14% Feb 2020 Mar 2020 2 Jul 2020 4 6
-17.80% Feb 2018 Dec 2018 11 Jul 2019 7 18
-13.26% Jul 2015 Jan 2016 7 Nov 2016 10 17
-5.81% Sep 2020 Oct 2020 2 Nov 2020 1 3
-5.21% Sep 2021 Sep 2021 1 Oct 2021 1 2
-4.63% Sep 2014 Sep 2014 1 Nov 2014 2 3
-3.54% Jul 2014 Jul 2014 1 Aug 2014 1 2
-3.17% Aug 2013 Aug 2013 1 Sep 2013 1 2
-3.16% Jan 2014 Jan 2014 1 Feb 2014 1 2
-2.13% Dec 2014 Jan 2015 2 Feb 2015 1 3
-1.76% Aug 2019 Aug 2019 1 Oct 2019 2 3
-1.52% Mar 2017 May 2017 3 Jun 2017 1 4
-1.41% Jun 2013 Jun 2013 1 Jul 2013 1 2
-1.22% Aug 2017 Aug 2017 1 Sep 2017 1 2
-1.08% Nov 2021 Nov 2021 1 Dec 2021 1 2
-1.01% Aug 2007 Aug 2007 1 Sep 2007 1 2
-0.54% Jan 2021 Jan 2021 1 Feb 2021 1 2

Worst drawdowns since September 2005.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-52.70% Jun 2007 Feb 2009 21 Feb 2011 24 45
-24.04% Jan 2022 Jun 2022 6 in progress 1 7
-23.59% May 2011 Sep 2011 5 Jan 2013 16 21
-19.14% Feb 2020 Mar 2020 2 Jul 2020 4 6
-17.80% Feb 2018 Dec 2018 11 Jul 2019 7 18
-13.26% Jul 2015 Jan 2016 7 Nov 2016 10 17
-5.81% Sep 2020 Oct 2020 2 Nov 2020 1 3
-5.21% Sep 2021 Sep 2021 1 Oct 2021 1 2
-4.63% Sep 2014 Sep 2014 1 Nov 2014 2 3
-3.54% Jul 2014 Jul 2014 1 Aug 2014 1 2
-3.43% Oct 2005 Oct 2005 1 Dec 2005 2 3
-3.17% Aug 2013 Aug 2013 1 Sep 2013 1 2
-3.16% Jan 2014 Jan 2014 1 Feb 2014 1 2
-2.59% May 2006 May 2006 1 Aug 2006 3 4
-2.13% Dec 2014 Jan 2015 2 Feb 2015 1 3
-1.76% Aug 2019 Aug 2019 1 Oct 2019 2 3
-1.52% Mar 2017 May 2017 3 Jun 2017 1 4
-1.41% Jun 2013 Jun 2013 1 Jul 2013 1 2
-1.22% Aug 2017 Aug 2017 1 Sep 2017 1 2
-1.08% Nov 2021 Nov 2021 1 Dec 2021 1 2

Rolling Returns ( more details)

Vanguard ESG U.S. Stock ETF (ESGV) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
11.21 66.18
Mar 2009 - Feb 2010
-46.37
Mar 2008 - Feb 2009
24.48%
2 Years
9.86 45.43
Mar 2009 - Feb 2011
-28.39
Mar 2007 - Feb 2009
15.56%
3 Years
8.98 28.37
Jan 2019 - Dec 2021
-15.10
Mar 2006 - Feb 2009
16.07%
5 Years
9.91 25.38
Mar 2009 - Feb 2014
-1.90
Jun 2007 - May 2012
2.78%
7 Years
10.24 18.10
Mar 2009 - Feb 2016
4.49
Oct 2005 - Sep 2012
0.00%
10 Years
10.22 15.13
Jan 2012 - Dec 2021
6.19
Jun 2007 - May 2017
0.00%
15 Years
9.04 9.99
Sep 2006 - Aug 2021
7.01
Jul 2007 - Jun 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the Vanguard ESG U.S. Stock ETF (ESGV) ETF: Rolling Returns page.

Seasonality

Vanguard ESG U.S. Stock ETF (ESGV) 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
Win %
0.38
53%
0.44
65%
1.42
65%
2.74
71%
0.14
47%
-0.68
47%
2.20
71%
0.29
56%
-0.37
53%
0.17
65%
1.78
76%
1.38
71%
Best
Year
8.7
2019
7.0
2015
8.3
2009
14.6
2009
5.9
2020
6.9
2019
10.4
2009
7.7
2020
11.0
2010
13.1
2011
11.2
2020
7.3
2010
Worst
Year
-7.2
2022
-9.8
2009
-12.5
2020
-10.0
2022
-7.9
2010
-9.1
2008
-3.9
2008
-7.7
2011
-10.6
2011
-22.5
2008
-7.6
2008
-9.0
2018
Statistics calculated for the period Sep 2005 - Jul 2022

Monthly/Yearly Returns

Vanguard ESG U.S. Stock ETF (ESGV) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
125 Positive Months (62%) - 78 Negative Months (38%)
Sep 2005 - Jul 2022
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
-16.75 -21.66 -7.2 -3.4 3.1 -10.0 -1.0 -7.8 9.6
2021
+26.20 +17.90 -0.5 2.3 3.5 5.5 -0.1 3.1 2.3 3.2 -5.2 7.1 -1.1 4.0
2020
+25.67 +23.98 0.4 -7.6 -12.5 13.3 5.9 3.0 6.2 7.7 -3.8 -2.1 11.2 4.6
2019
+33.37 +30.39 8.7 3.3 1.8 4.3 -6.2 6.9 2.0 -1.8 1.6 2.4 4.0 2.8
2018
-15.69 -17.27 2.6 -5.9 -0.2 1.1 -0.2 -1.2 2.5 0.9 -1.2 -7.5 2.1 -9.0
2017
+13.03 +10.69 2.2 1.1 -0.6 -0.5 -0.5 1.6 1.6 -1.2 3.7 1.0 3.3 0.7
2016
+11.65 +9.38 -6.7 1.2 8.3 1.9 0.8 -3.6 4.0 1.7 -0.5 -1.3 4.6 1.4
2015
+2.12 +1.38 -2.0 7.0 0.0 2.1 2.7 0.1 -1.9 -5.3 -3.9 6.8 2.3 -4.7
2014
+9.13 +8.31 -3.2 5.1 0.3 -0.1 2.7 3.2 -3.5 4.6 -4.6 2.3 2.6 -0.1
2013
+38.98 +36.92 8.5 1.7 4.0 -0.1 3.4 -1.4 6.1 -3.2 4.0 4.3 1.5 5.0
2012
+17.37 +15.36 6.7 5.5 0.9 -2.1 -7.4 4.1 0.3 3.8 2.3 0.1 0.9 1.9
2011
-5.78 -8.49 2.4 4.3 0.3 4.5 -2.3 -2.9 -2.5 -7.7 -10.6 13.1 -1.3 -1.3
2010
+19.88 +18.11 -3.4 4.2 5.7 2.7 -7.9 -5.4 6.1 -3.8 11.0 3.0 0.7 7.3
2009
+39.10 +35.41 -6.6 -9.8 8.3 14.6 5.9 -2.6 10.4 3.8 6.9 -3.7 5.2 4.0
2008
-39.83 -39.88 -3.4 -2.1 -2.0 3.0 4.7 -9.1 -3.9 1.4 -10.5 -22.5 -7.6 6.1
2007
+5.81 +1.66 3.1 1.5 -0.2 4.0 4.5 -0.8 -2.9 -1.0 2.0 1.0 -3.6 -1.4
2006
+18.46 +15.52 4.8 -0.9 3.2 2.4 -2.6 1.3 1.2 1.6 0.4 2.4 3.1 0.5
2005
- - 2.3 -3.4 2.2 1.9

ETF Returns, up to September 2018, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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