Data Source: from May 2009 to July 2022
Consolidated Returns as of 31 Jul 2022
Category: Stocks
ETF: Vanguard FTSE All-World ex-US Small-Cap ETF (VSS)

In the last 10 Years, the Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) ETF obtained a 5.92% compound annual return, with a 15.41% standard deviation.

In 2021, the ETF granted a 3.03% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Multi Cap
  • Style: Blend
  • Region: Developed Markets
  • Country: Broad Developed Markets

Historical Returns as of Jul 31, 2022

Historical returns and stats of Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

VANGUARD FTSE ALL-WORLD EX-US SMALL-CAP ETF (VSS) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from May 2009 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
5.92
5.93
0.00
1 - 0
3M
-4.36
-6.67
-10.41
Jun 2022 - Jun 2022
2 - 1
6M
-13.06
-17.50
-17.92
Feb 2022 - Jun 2022
3 - 3
YTD
-18.10
-22.93
-22.68
Jan 2022 - Jun 2022
3 - 4
1Y
-18.41
-24.82
16.47
-24.26
Sep 2021 - Jun 2022
6 - 6
50% pos
3Y(*)
4.63
-0.27
21.40
-29.57
Jan 2020 - Mar 2020
22 - 14
61% pos
5Y(*)
2.18
-1.65
18.49
-33.27
Feb 2018 - Mar 2020
37 - 23
62% pos
10Y(*)
5.92
3.23
15.41
-33.27
Feb 2018 - Mar 2020
71 - 49
59% pos
MAX(*)
01 May 2009
7.92
5.28
17.61
-33.27
Feb 2018 - Mar 2020
92 - 67
58% 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%

Correlations as of Jul 31, 2022

Monthly correlations of Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) ETF vs the main Asset Classes, over different timeframes.

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

VANGUARD FTSE ALL-WORLD EX-US SMALL-CAP ETF (VSS) ETF
Monthly correlations as of 31 Jul 2022
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Correlation vs VSS
 
Asset Class 1 Year 5 Years 10 Years Since
May 2009
US Total Stock Market
VTI
0.95
0.93
0.87
0.88
US Large Cap
SPY
0.95
0.91
0.85
0.87
US Small Cap
IJR
0.96
0.90
0.80
0.81
US REITs
VNQ
0.84
0.77
0.62
0.67
US Technology
QQQ
0.86
0.80
0.76
0.79
Preferred Stocks
PFF
0.93
0.81
0.73
0.70
EAFE Stocks
EFA
0.98
0.96
0.94
0.95
World All Countries
VT
0.98
0.97
0.95
0.95
Emerging Markets
EEM
0.75
0.85
0.83
0.87
Europe
VGK
0.95
0.95
0.93
0.93
Pacific
VPL
0.95
0.93
0.88
0.89
Latin America
FLLA
0.58
0.70
0.69
0.75
US Total Bond Market
BND
0.67
0.34
0.28
0.15
Long Term Treasuries
TLT
0.45
-0.15
-0.15
-0.32
US Cash
BIL
-0.14
-0.30
-0.21
-0.19
TIPS
TIP
0.75
0.48
0.40
0.28
Investment Grade Bonds
LQD
0.79
0.61
0.53
0.44
High Yield Bonds
HYG
0.90
0.84
0.80
0.79
International Bond Market
BNDX
0.57
0.34
0.27
0.17
Emerging Market Bonds
EMB
0.90
0.79
0.73
0.69
Gold
GLD
0.26
0.19
0.18
0.23
Commodities
DBC
0.24
0.63
0.55
0.61

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 FTSE All-World ex-US Small-Cap ETF (VSS) ETF: Dividend Yield page.

An investment of 1000$, since August 2012, now would be worth 1777.42$, with a total return of 77.74% (5.92% annualized).

The Inflation Adjusted Capital now would be 1374.44$, with a net total return of 37.44% (3.23% annualized).
An investment of 1000$, since May 2009, now would be worth 2745.89$, with a total return of 174.59% (7.92% annualized).

The Inflation Adjusted Capital now would be 1976.31$, with a net total return of 97.63% (5.28% annualized).

Drawdowns

Worst drawdowns since August 2012.

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Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-33.27% Feb 2018 Mar 2020 26 Dec 2020 9 35
-24.26% Sep 2021 Jun 2022 10 in progress 1 11
-18.53% Jul 2014 Jan 2016 19 Apr 2017 15 34
-6.92% May 2013 Jun 2013 2 Sep 2013 3 5
-2.59% Jan 2014 Jan 2014 1 Feb 2014 1 2
-0.64% Jan 2021 Jan 2021 1 Feb 2021 1 2
-0.56% Mar 2014 Mar 2014 1 Apr 2014 1 2
-0.52% Nov 2013 Nov 2013 1 Dec 2013 1 2
-0.23% Feb 2013 Feb 2013 1 Mar 2013 1 2
-0.17% Oct 2012 Oct 2012 1 Nov 2012 1 2
-0.15% Jun 2021 Jun 2021 1 Jul 2021 1 2

Worst drawdowns since May 2009.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-33.27% Feb 2018 Mar 2020 26 Dec 2020 9 35
-26.81% May 2011 Sep 2011 5 Oct 2013 25 30
-24.26% Sep 2021 Jun 2022 10 in progress 1 11
-18.53% Jul 2014 Jan 2016 19 Apr 2017 15 34
-12.72% May 2010 Jun 2010 2 Sep 2010 3 5
-3.14% Jan 2010 Jan 2010 1 Mar 2010 2 3
-2.72% Nov 2010 Nov 2010 1 Dec 2010 1 2
-2.71% Oct 2009 Oct 2009 1 Nov 2009 1 2
-2.59% Jan 2014 Jan 2014 1 Feb 2014 1 2
-1.20% Jun 2009 Jun 2009 1 Jul 2009 1 2
-0.76% Jan 2011 Jan 2011 1 Feb 2011 1 2
-0.64% Jan 2021 Jan 2021 1 Feb 2021 1 2
-0.56% Mar 2014 Mar 2014 1 Apr 2014 1 2
-0.52% Nov 2013 Nov 2013 1 Dec 2013 1 2
-0.15% Jun 2021 Jun 2021 1 Jul 2021 1 2

Rolling Returns ( more details)

Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) ETF: annualized rolling and average returns

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Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
8.46 67.31
Apr 2020 - Mar 2021
-23.15
Jun 2011 - May 2012
37.16%
2 Years
7.00 40.40
May 2009 - Apr 2011
-16.54
Apr 2018 - Mar 2020
26.47%
3 Years
5.97 18.54
May 2009 - Apr 2012
-5.91
Apr 2017 - Mar 2020
6.45%
5 Years
6.06 16.80
May 2009 - Apr 2014
-1.86
Apr 2015 - Mar 2020
3.00%
7 Years
5.71 10.71
May 2009 - Apr 2016
0.15
Apr 2013 - Mar 2020
0.00%
10 Years
5.95 9.43
May 2009 - Apr 2019
2.04
Apr 2010 - Mar 2020
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 FTSE All-World ex-US Small-Cap ETF (VSS) ETF: Rolling Returns page.

Seasonality

Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) 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 %
0.36
38%
1.22
69%
-0.09
69%
2.38
85%
-0.24
50%
-0.69
36%
2.60
71%
-0.33
46%
0.58
54%
0.81
54%
0.63
54%
2.04
69%
Best
Year
9.0
2012
7.2
2014
7.5
2010
11.6
2020
16.8
2009
5.0
2019
10.4
2010
5.9
2020
12.3
2010
9.3
2011
13.1
2020
9.9
2010
Worst
Year
-6.7
2016
-7.8
2020
-20.6
2020
-7.4
2022
-12.0
2010
-10.4
2022
-3.0
2014
-8.9
2011
-14.9
2011
-10.1
2018
-4.5
2021
-5.6
2018
Statistics calculated for the period May 2009 - Jul 2022

Monthly/Yearly Returns

Vanguard FTSE All-World ex-US Small-Cap ETF (VSS) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
92 Positive Months (58%) - 67 Negative Months (42%)
May 2009 - Jul 2022
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Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-18.10 -22.93 -5.8 -1.9 0.1 -7.4 0.8 -10.4 5.9
2021
+13.07 +5.63 -0.6 4.0 2.0 4.3 2.5 -0.1 0.9 1.7 -4.1 3.2 -4.5 3.7
2020
+11.84 +10.34 -3.8 -7.8 -20.6 11.6 6.4 4.0 5.3 5.9 -1.9 -2.7 13.1 6.9
2019
+21.36 +18.65 7.5 2.1 0.3 2.5 -5.3 5.0 -2.2 -2.6 2.1 3.7 1.8 5.3
2018
-18.47 -20.00 4.4 -4.4 0.2 0.3 -0.1 -2.8 1.0 -1.7 -1.7 -10.1 1.1 -5.6
2017
+30.60 +27.90 4.8 1.6 2.6 2.8 2.1 1.2 3.6 0.9 2.1 1.5 0.9 3.1
2016
+4.26 +2.14 -6.7 0.5 7.3 3.0 -0.4 -2.0 5.0 -0.5 2.9 -3.0 -2.2 1.1
2015
-0.01 -0.73 -0.6 6.3 -1.3 5.6 0.2 -2.3 -2.9 -5.7 -2.3 4.7 0.2 -1.1
2014
-5.06 -5.77 -2.6 7.2 -0.6 1.0 1.3 2.3 -3.0 1.5 -6.3 -1.5 -1.9 -2.0
2013
+16.60 +14.88 3.0 -0.2 1.1 2.5 -2.5 -4.5 5.2 -1.0 7.3 3.6 -0.5 2.2
2012
+20.73 +18.66 9.0 6.4 -1.1 -1.4 -11.0 4.2 0.0 3.1 5.1 -0.2 1.3 5.0
2011
-19.63 -21.94 -0.8 1.7 1.3 5.2 -2.1 -2.1 -1.4 -8.9 -14.9 9.3 -2.8 -3.9
2010
+25.60 +23.75 -3.1 0.5 7.5 1.0 -12.0 -0.8 10.4 -1.9 12.3 4.7 -2.7 9.9
2009
- - 16.8 -1.2 8.7 5.0 7.0 -2.7 4.4 1.9
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