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.
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
|
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).
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.
The Inflation Adjusted Capital now would be 2194.36$, with a net total return of 119.44% (5.38% annualized).
The Inflation Adjusted Capital now would be 2753.53$, with a net total return of 175.35% (6.17% annualized).
Drawdowns
Worst drawdowns since August 2007.
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.
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
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% |
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?
For further information about the seasonality, check the Asset Class Seasonality page.
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 |
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?
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.