Vanguard FTSE All-World ex-US (VEU): Historical Returns

Last Update: 30 Nov 2019

Category: Stocks

ETF: Vanguard FTSE All-World ex-US (VEU)

In the last 10 years, the Vanguard FTSE All-World ex-US (VEU) ETF obtained a 4.9% compound annual return, with a 15.04% standard deviation.

The ETF is related to the following investment themes:

Asset Class: Equity
Size: Large Cap
Style: Blend
Region: Global ex-US
Country: Broad Global ex-US

The Vanguard FTSE All-World ex-US (VEU) ETF is present in the following Lazy Portfolios:

Portfolio Name	Author	ETF Weight
Edge Select Aggressive	Merrill Lynch	21.0%
Five Asset	Roger Gibson	20.0%
Edge Select Moderately Aggressive	Merrill Lynch	17.0%
Edge Select Moderate	Merrill Lynch	13.0%
Rob Arnott Portfolio	Rob Arnott	10.0%
Edge Select Moderately Conservative	Merrill Lynch	9.0%
Edge Select Conservative	Merrill Lynch	5.0%
Ivy Portfolio	Mebane Faber	20.0%
No Brainer Portfolio	Bill Bernstein	25.0%
Core Four	Rick Ferri	24.0%
Coffee House	Bill Schultheis	10.0%
Three Funds	Bogleheads	30.0%
Four Funds	Bogleheads	30.0%
Lazy Portfolio	David Swensen	15.0%
Dimensional 2030 Retirement Income	DFA	5.2%
Ideal Index	Frank Armstrong	31.0%
Lifepath Fund	iShares	13.7%
Margaritaville	Scott Burns	33.0%
Second Grader's Starter	Paul Farrell	30.0%
Sandwich Portfolio	Bob Clyatt	6.0%

Capital Growth and Historical Returns

Capital growth, returns, stats are calculated assuming a rebalancing of the portfolio at the beginning of each year (i.e. at every January 1st).

Capital Growth:

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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Period	Returns Nov 2019	Standard Deviation *	Max Drawdown	Months Pos - Neg
1M	+1.05%		0.00%	1 - 0
3M	+7.47%		0.00%	3 - 0
6M	+9.02%		-4.20% Jul 2019 - Aug 2019	4 - 2
YTD	+16.95%		-5.54% May 2019 - May 2019	8 - 3
1Y	+11.18%	13.34%	-5.54% May 2019 - May 2019	8 - 4
3Y	+9.23% annualized	11.40%	-18.82% Feb 2018 - Dec 2018	26 - 10
5Y	+4.17% annualized	12.30%	-19.76% May 2015 - Feb 2016	34 - 26
10Y	+4.90% annualized	15.04%	-25.55% May 2011 - Sep 2011	69 - 51
MAX Dec 1985	+7.01% annualized	17.83%	-58.35% Nov 2007 - Feb 2009	240 - 167

* Annualized St.Dev. of monthly returns

Drawdowns

Drawdonws Chart:

Worst drawdowns since November 2009.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-25.55%	May 2011	Sep 2011	5	Sep 2013	24	29
-20.37%	Jul 2014	Feb 2016	20	Apr 2017	14	34
-18.82%	Feb 2018	Dec 2018	11	in progress	11	22
-13.64%	Apr 2010	Jun 2010	3	Sep 2010	3	6
-5.80%	Jan 2014	Jan 2014	1	Apr 2014	3	4
-5.76%	Jan 2010	Jan 2010	1	Mar 2010	2	3
-4.10%	Nov 2010	Nov 2010	1	Dec 2010	1	2
-0.22%	Mar 2011	Mar 2011	1	Apr 2011	1	2

Worst drawdowns since December 1985.

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	Drawdown period			Recovery period		Total
Drawdown	Start	Bottom	#Months	End	#Months	#Months
-58.35%	Nov 2007	Feb 2009	16	Apr 2017	98	114
-47.30%	Jan 2000	Mar 2003	39	Aug 2005	29	68
-31.19%	Jan 1990	Sep 1990	9	Jan 1994	40	49
-18.82%	Feb 2018	Dec 2018	11	in progress	11	22
-16.14%	Aug 1997	Sep 1998	14	Dec 1998	3	17
-13.46%	Sep 1987	Oct 1987	2	Mar 1988	5	7
-13.15%	Sep 1994	Feb 1995	6	Mar 1996	13	19
-9.44%	May 1988	Aug 1988	4	Nov 1988	3	7
-8.70%	Sep 1986	Oct 1986	2	Dec 1986	2	4
-7.95%	Mar 1989	Jun 1989	4	Jul 1989	1	5
-5.00%	May 1999	May 1999	1	Jul 1999	2	3
-4.81%	May 2006	Jun 2006	2	Oct 2006	4	6
-4.41%	May 1996	Jan 1997	9	May 1997	4	13
-3.98%	Aug 1989	Aug 1989	1	Sep 1989	1	2
-3.67%	Oct 1989	Oct 1989	1	Nov 1989	1	2
-3.60%	Jun 1987	Jul 1987	2	Aug 1987	1	3
-3.37%	Oct 2005	Oct 2005	1	Dec 2005	2	3
-3.22%	May 1986	May 1986	1	Jun 1986	1	2
-3.02%	Mar 1994	Mar 1994	1	Apr 1994	1	2
-2.78%	Jan 1999	Feb 1999	2	Mar 1999	1	3

Rolling Returns

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

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	*Return ()**			Negative Periods
Rolling Period	Average	Best	Worst	Negative Periods
1 Year	+8.01%	+78.27% Feb 1986 - Jan 1987	-51.47% Mar 2008 - Feb 2009	34.09%
2 Years	+6.43%	+46.94% Feb 1986 - Jan 1988	-28.53% Mar 2007 - Feb 2009	29.69%
3 Years	+5.73%	+38.88% Jan 1986 - Dec 1988	-19.17% Apr 2000 - Mar 2003	25.27%
5 Years	+5.06%	+25.48% Nov 2002 - Oct 2007	-6.99% Apr 1998 - Mar 2003	19.25%
7 Years	+5.13%	+13.78% Apr 2003 - Mar 2010	-3.15% Apr 1996 - Mar 2003	5.86%
10 Years	+5.08%	+12.14% Jan 1986 - Dec 1995	-0.21% Mar 1999 - Feb 2009	0.35%
15 Years	+5.12%	+9.94% Jan 1986 - Dec 2000	+0.23% Apr 1988 - Mar 2003	0.00%

* Annualized rolling and average returns over full calendar month periods

Yearly Returns - Monthly Returns Heatmap

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		Months
Year	Return	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2019	+16.95%	7.6	1.6	1.0	2.9	-5.5	5.9	-1.8	-2.4	2.8	3.5	1.1
2018	-14.19%	5.7	-5.3	-0.4	0.6	-2.0	-2.1	2.9	-2.3	0.4	-8.3	1.5	-4.9
2017	+27.39%	4.1	1.3	3.0	2.1	3.1	0.5	3.4	0.6	1.8	2.0	0.6	2.1
2016	+4.91%	-5.6	-2.4	8.3	2.1	-0.8	-0.7	4.3	0.7	1.6	-1.7	-2.1	1.9
2015	-4.78%	-0.0	5.9	-1.4	4.7	-1.0	-2.8	-0.3	-7.8	-4.0	6.7	-1.3	-2.5
2014	-4.54%	-5.8	5.6	0.5	1.5	1.9	1.7	-1.5	1.0	-4.9	0.2	-0.3	-4.0
2013	+14.18%	2.4	-1.4	0.6	3.8	-3.3	-3.6	4.7	-2.0	7.6	3.3	0.3	1.5
2012	+18.90%	6.9	5.3	-0.9	-1.8	-11.4	6.5	0.5	2.7	3.5	0.8	1.8	5.1
2011	-14.02%	0.8	2.7	-0.2	5.5	-3.2	-1.1	-2.4	-8.5	-13.0	11.5	-2.6	-2.4
2010	+11.81%	-5.8	1.3	6.7	-1.8	-10.9	-1.3	10.8	-3.4	10.6	3.6	-4.1	8.1
2009	+37.59%	-13.0	-9.2	10.1	13.2	15.2	-2.1	10.6	2.9	5.7	-3.2	4.9	1.4
2008	-43.45%	-7.8	-0.2	-0.1	5.9	1.4	-8.4	-3.7	-5.1	-12.5	-22.8	-6.8	8.5
2007	+15.52%	1.0	0.1	2.8	3.9	3.1	0.6	-1.1	-0.7	6.4	5.9	-4.6	-2.3
2006	+26.64%	6.9	-0.7	3.2	5.1	-4.5	-0.4	1.2	2.5	0.3	4.0	3.7	3.1
2005	+15.57%	-1.7	4.7	-2.9	-2.1	0.1	1.3	3.7	2.9	4.7	-3.4	2.7	5.1
2004	+20.84%	1.6	2.5	0.5	-3.1	0.5	2.4	-3.3	0.8	3.0	3.2	7.2	4.4
2003	+40.34%	-3.8	-2.4	-1.9	9.7	6.2	2.7	3.2	2.5	2.8	6.5	2.1	7.8
2002	-15.08%	-4.6	0.9	5.7	0.4	1.2	-4.3	-9.8	-0.1	-10.9	5.7	4.8	-3.4
2001	-20.15%	1.1	-7.6	-7.2	7.9	-3.5	-3.8	-2.4	-2.3	-10.7	3.0	3.6	1.4
2000	-15.61%	-6.2	2.8	3.5	-5.4	-2.7	4.3	-4.5	1.0	-5.0	-3.0	-4.4	3.7
1999	+29.92%	-0.6	-2.2	5.0	5.1	-5.0	4.4	2.3	0.3	0.8	3.7	4.1	9.4
1998	+15.60%	3.0	6.9	3.2	0.5	-1.5	-0.3	1.1	-13.7	-2.1	10.8	5.3	3.3
1997	-0.77%	-2.4	1.8	-0.1	0.2	6.5	5.4	1.6	-8.6	5.5	-9.1	-1.2	0.9
1996	+4.68%	0.5	0.3	2.0	4.0	-1.3	0.4	-3.2	0.0	2.1	-1.2	3.1	-1.9
1995	+3.98%	-3.9	-5.2	6.5	3.5	-1.9	-1.8	5.7	-3.4	1.6	-2.6	2.6	3.7
1994	+9.76%	9.9	0.4	-3.0	3.3	-0.1	2.0	0.5	1.7	-2.9	2.8	-5.4	0.9
1993	+29.92%	-0.0	3.5	10.1	10.0	3.6	-3.0	4.2	4.8	-3.0	1.3	-9.4	6.1
1992	-14.79%	-2.4	-3.7	-7.2	-0.8	7.1	-4.6	-3.4	7.0	-2.7	-5.3	0.8	0.5
1991	+9.48%	1.7	11.1	-4.8	1.6	-0.4	-6.6	4.0	-3.1	6.4	2.0	-5.3	4.0
1990	-24.79%	-3.6	-6.5	-10.4	-2.8	11.7	-0.3	2.3	-10.4	-14.2	17.1	-7.9	1.3
1989	+12.85%	2.3	0.6	-2.3	1.3	-4.8	-2.4	12.2	-4.0	5.6	-3.7	4.8	3.8
1988	+25.66%	3.7	6.6	6.1	1.9	-2.4	-3.0	1.7	-5.9	2.9	6.3	6.8	-0.5
1987	+30.48%	11.7	2.3	11.2	10.5	0.5	-3.1	-0.5	8.4	-1.2	-12.4	0.5	1.8
1986	+63.38%	2.3	10.4	12.7	7.3	-3.2	7.4	6.1	7.2	-1.9	-7.0	5.6	5.0

ETF Returns, up to December 2007, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.