Data Source: from January 1986 to July 2022
Consolidated Returns as of 31 Jul 2022
Live Update: Aug 15 2022
Category: Stocks
ETF: Vanguard FTSE Europe (VGK)
ETF • LIVE PERFORMANCE (USD currency)
1.01%
1 Day
Aug 15 2022
0.56%
Current Month
August 2022

In the last 30 Years, the Vanguard FTSE Europe (VGK) ETF obtained a 6.86% compound annual return, with a 17.44% standard deviation.

In 2021, the ETF granted a 3.49% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard FTSE Europe (VGK) ETF: Dividend Yield page.

The ETF is related to the following investment themes:

  • Asset Class: Equity
  • Size: Large Cap
  • Style: Blend
  • Region: Developed Europe
  • Country: Broad Developed Europe

The Vanguard FTSE Europe (VGK) ETF is part of the following Lazy Portfolios:

Portfolio Name Author VGK Weight
European Stocks 100.0%
Coward's Portfolio Bill Bernstein 5.0%
Family Taxable Portfolio Ted Aronson 5.0%
Gone Fishin' Portfolio Alexander Green 10.0%

Historical Returns as of Jul 31, 2022

Historical returns and stats of Vanguard FTSE Europe (VGK) ETF. Total Returns and Inflation Adjusted Returns are both mentioned.

VANGUARD FTSE EUROPE (VGK) ETF
Consolidated returns as of 31 Jul 2022
Data Source: from January 1986 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
5.00
5.01
0.00
1 - 0
3M
-3.14
-5.48
-9.93
Jun 2022 - Jun 2022
2 - 1
6M
-13.86
-18.25
-17.96
Feb 2022 - Jun 2022
3 - 3
YTD
-16.94
-21.84
-20.89
Jan 2022 - Jun 2022
3 - 4
1Y
-15.91
-22.52
17.24
-21.34
Sep 2021 - Jun 2022
6 - 6
50% pos
3Y(*)
4.54
-0.36
20.27
-25.65
Jan 2020 - Mar 2020
22 - 14
61% pos
5Y(*)
2.88
-0.97
17.81
-25.65
Jan 2020 - Mar 2020
35 - 25
58% pos
10Y(*)
6.28
3.58
15.49
-25.65
Jan 2020 - Mar 2020
72 - 48
60% pos
15Y(*)
2.02
-0.34
19.92
-59.77
Nov 2007 - Feb 2009
100 - 80
56% pos
20Y(*)
6.38
3.76
18.71
-59.77
Nov 2007 - Feb 2009
140 - 100
58% pos
25Y(*)
4.94
2.40
18.47
-59.77
Nov 2007 - Feb 2009
174 - 126
58% pos
30Y(*)
6.86
4.24
17.44
-59.77
Nov 2007 - Feb 2009
217 - 143
60% pos
MAX(*)
01 Jan 1986
8.22
5.31
17.72
-59.77
Nov 2007 - Feb 2009
269 - 170
61% 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% , 30Y: 2.52%

ETF Returns, up to December 2005, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

Correlations as of Jul 31, 2022

Monthly correlations of Vanguard FTSE Europe (VGK) ETF vs the main Asset Classes, over different timeframes.

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

VANGUARD FTSE EUROPE (VGK) ETF
Monthly correlations as of 31 Jul 2022
Swipe left to see all data
Correlation vs VGK
 
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
US Total Stock Market
VTI
0.90
0.89
0.84
0.83
0.83
US Large Cap
SPY
0.92
0.89
0.84
0.83
0.82
US Small Cap
IJR
0.85
0.84
0.73
0.73
0.72
US REITs
VNQ
0.82
0.74
0.58
0.58
0.57
US Technology
QQQ
0.79
0.76
0.74
0.64
0.63
Preferred Stocks
PFF
0.89
0.74
0.65
0.46
0.46
EAFE Stocks
EFA
0.98
0.99
0.98
0.94
0.93
World All Countries
VT
0.95
0.95
0.93
0.93
0.93
Emerging Markets
EEM
0.85
0.81
0.76
0.76
0.75
Pacific
VPL
0.84
0.90
0.82
0.71
0.70
Latin America
FLLA
0.55
0.72
0.65
0.69
0.69
US Total Bond Market
BND
0.60
0.28
0.23
0.11
0.11
Long Term Treasuries
TLT
0.37
-0.16
-0.15
-0.18
-0.18
US Cash
BIL
-0.10
-0.24
-0.16
0.00
0.00
TIPS
TIP
0.60
0.40
0.32
0.16
0.16
Investment Grade Bonds
LQD
0.72
0.57
0.48
0.31
0.31
High Yield Bonds
HYG
0.81
0.78
0.74
0.67
0.66
International Bond Market
BNDX
0.48
0.27
0.22
0.13
0.12
Emerging Market Bonds
EMB
0.92
0.76
0.68
0.56
0.56
Gold
GLD
0.14
0.15
0.10
0.12
0.12
Commodities
DBC
0.28
0.64
0.51
0.40
0.40

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 Europe (VGK) ETF: Dividend Yield page.

An investment of 1000$, since August 1992, now would be worth 7320.14$, with a total return of 632.01% (6.86% annualized).

The Inflation Adjusted Capital now would be 3471.36$, with a net total return of 247.14% (4.24% annualized).
An investment of 1000$, since January 1986, now would be worth 17989.39$, with a total return of 1698.94% (8.22% annualized).

The Inflation Adjusted Capital now would be 6636.52$, with a net total return of 563.65% (5.31% annualized).

Drawdowns

Worst drawdowns since August 1992.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-59.77% Nov 2007 Feb 2009 16 Apr 2014 62 78
-45.88% Apr 2000 Sep 2002 30 Dec 2004 27 57
-25.65% Jan 2020 Mar 2020 3 Nov 2020 8 11
-21.34% Sep 2021 Jun 2022 10 in progress 1 11
-20.91% Jun 2014 Feb 2016 21 May 2017 15 36
-19.44% Feb 2018 Dec 2018 11 Dec 2019 12 23
-16.03% Aug 1998 Sep 1998 2 Apr 1999 7 9
-8.77% Sep 1992 Nov 1992 3 Apr 1993 5 8
-7.18% Jan 2000 Jan 2000 1 Mar 2000 2 3
-7.00% Feb 1994 Jun 1994 5 Aug 1994 2 7
-5.68% Aug 1997 Aug 1997 1 Sep 1997 1 2
-4.95% Oct 1997 Oct 1997 1 Jan 1998 3 4
-4.90% May 1999 May 1999 1 Oct 1999 5 6
-4.49% Mar 2005 May 2005 3 Jul 2005 2 5
-4.08% Sep 1994 Sep 1994 1 Mar 1995 6 7
-3.97% Aug 1995 Aug 1995 1 Dec 1995 4 5
-3.23% Oct 2005 Oct 2005 1 Dec 2005 2 3
-3.19% Jun 2007 Jul 2007 2 Sep 2007 2 4
-2.93% May 2006 May 2006 1 Aug 2006 3 4
-2.19% Nov 1993 Nov 1993 1 Dec 1993 1 2

Worst drawdowns since January 1986.

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-59.77% Nov 2007 Feb 2009 16 Apr 2014 62 78
-45.88% Apr 2000 Sep 2002 30 Dec 2004 27 57
-25.65% Jan 2020 Mar 2020 3 Nov 2020 8 11
-23.15% Oct 1987 Nov 1987 2 Jul 1989 20 22
-21.34% Sep 2021 Jun 2022 10 in progress 1 11
-20.91% Jun 2014 Feb 2016 21 May 2017 15 36
-20.21% Aug 1990 Sep 1990 2 May 1992 20 22
-19.44% Feb 2018 Dec 2018 11 Dec 2019 12 23
-16.03% Aug 1998 Sep 1998 2 Apr 1999 7 9
-12.85% Jun 1992 Nov 1992 6 Aug 1993 9 15
-8.83% May 1986 May 1986 1 Aug 1986 3 4
-7.18% Jan 2000 Jan 2000 1 Mar 2000 2 3
-7.00% Feb 1994 Jun 1994 5 Aug 1994 2 7
-6.85% Oct 1989 Oct 1989 1 Dec 1989 2 3
-6.66% Sep 1986 Sep 1986 1 Dec 1986 3 4
-5.68% Aug 1997 Aug 1997 1 Sep 1997 1 2
-4.95% Oct 1997 Oct 1997 1 Jan 1998 3 4
-4.90% May 1999 May 1999 1 Oct 1999 5 6
-4.49% Mar 2005 May 2005 3 Jul 2005 2 5
-4.08% Sep 1994 Sep 1994 1 Mar 1995 6 7

Rolling Returns ( more details)

Vanguard FTSE Europe (VGK) ETF: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
9.90 58.54
Mar 2009 - Feb 2010
-52.96
Mar 2008 - Feb 2009
31.07%
2 Years
8.64 38.87
Mar 2009 - Feb 2011
-30.58
Mar 2007 - Feb 2009
21.39%
3 Years
8.21 30.55
Apr 2003 - Mar 2006
-18.37
Apr 2000 - Mar 2003
20.54%
5 Years
7.86 25.37
Oct 2002 - Sep 2007
-8.13
Jun 2007 - May 2012
13.42%
7 Years
7.65 20.28
Jan 1993 - Dec 1999
-1.10
Nov 2007 - Oct 2014
1.12%
10 Years
7.71 16.50
Aug 1988 - Jul 1998
-1.57
Mar 1999 - Feb 2009
1.25%
15 Years
7.13 14.56
Jan 1986 - Dec 2000
1.50
Jul 2007 - Jun 2022
0.00%
20 Years
7.26 12.20
Dec 1987 - Nov 2007
2.21
Apr 2000 - 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 Europe (VGK) ETF: Rolling Returns page.

Seasonality

Vanguard FTSE Europe (VGK) 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 %
-0.24
57%
0.60
57%
1.09
68%
2.99
76%
0.10
59%
-0.24
46%
1.92
70%
-0.58
53%
-0.68
56%
0.55
61%
0.88
58%
3.12
75%
Best
Year
6.7
2019
11.1
1986
8.8
1986
13.5
2003
14.3
2009
8.3
2012
14.2
2010
10.1
1986
11.3
2010
12.4
2011
16.4
2020
10.2
1999
Worst
Year
-13.8
2009
-10.4
2009
-16.7
2020
-6.2
2022
-12.0
2012
-9.9
2022
-11.1
2002
-12.5
1998
-13.1
2002
-21.8
2008
-7.8
2010
-4.8
2018
Statistics calculated for the period Jan 1986 - Jul 2022

Monthly/Yearly Returns

Vanguard FTSE Europe (VGK) ETF monthly and yearly returns: how is the distribution of the returns recorded so far?

MONTHLY RETURNS HISTOGRAM
269 Positive Months (61%) - 170 Negative Months (39%)
Jan 1986 - 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
-16.94 -21.84 -3.6 -5.3 0.2 -6.2 2.4 -9.9 5.0
2021
+16.88 +9.20 -0.9 2.6 3.3 4.8 4.5 -1.4 1.9 1.8 -5.4 5.0 -4.9 5.2
2020
+6.11 +4.69 -3.1 -8.0 -16.7 6.4 5.8 3.9 3.7 4.3 -3.1 -5.4 16.4 5.7
2019
+24.86 +22.07 6.7 3.2 0.8 3.9 -5.7 6.4 -2.6 -1.6 2.6 3.8 1.3 4.5
2018
-14.91 -16.50 5.6 -6.1 -0.4 2.1 -2.4 -1.3 3.4 -2.8 0.1 -7.9 -0.7 -4.8
2017
+26.99 +24.36 3.0 0.6 4.4 3.9 4.9 -0.5 2.8 0.1 3.2 0.5 -0.1 1.5
2016
-0.37 -2.39 -5.6 -3.2 7.0 2.8 -0.5 -4.0 3.5 0.7 0.8 -3.5 -2.3 4.9
2015
-1.94 -2.65 0.5 6.1 -2.4 4.2 0.3 -3.3 2.7 -7.0 -4.1 5.9 -1.2 -2.6
2014
-7.10 -7.80 -4.6 7.3 -0.6 2.6 0.8 -0.1 -4.3 0.7 -4.0 -1.9 2.1 -4.7
2013
+24.38 +22.54 4.3 -3.4 0.3 4.5 0.0 -4.4 7.6 -1.5 7.2 4.2 1.0 2.9
2012
+21.57 +19.49 5.5 5.4 0.1 -2.5 -12.0 8.3 0.3 4.7 2.9 1.8 2.5 4.3
2011
-11.64 -14.19 3.7 3.1 -1.0 8.3 -2.8 -2.1 -4.6 -9.3 -12.2 12.4 -2.9 -2.3
2010
+6.05 +4.49 -6.3 -0.6 6.5 -3.8 -11.7 -1.6 14.2 -4.6 11.3 4.9 -7.8 9.1
2009
+31.33 +27.85 -13.8 -10.4 7.7 13.2 14.3 -2.4 11.3 5.5 4.8 -2.6 4.5 -0.2
2008
-44.71 -44.76 -9.0 -0.3 1.3 4.1 0.7 -9.0 -2.9 -3.8 -12.9 -21.8 -7.4 7.1
2007
+13.24 +8.80 1.6 -1.2 3.7 5.8 2.1 -0.4 -2.8 0.3 5.2 4.7 -3.8 -2.1
2006
+33.06 +29.76 6.3 -0.3 4.0 5.2 -2.9 1.0 1.0 3.2 1.1 3.7 3.8 3.1
2005
+9.26 +5.65 -1.9 4.9 -2.5 -2.0 -0.1 1.0 3.8 2.0 2.2 -3.2 1.3 3.8
2004
+20.86 +17.05 1.1 2.9 -3.1 -0.8 1.5 1.6 -2.7 0.0 4.0 3.6 7.3 4.2
2003
+38.70 +36.14 -4.7 -3.3 -1.5 13.5 6.6 1.0 2.0 -0.2 2.0 6.6 4.3 8.2
2002
-17.95 -19.85 -5.1 0.0 5.4 -0.7 0.1 -3.4 -11.1 -0.1 -13.1 9.6 4.9 -3.7
2001
-20.30 -21.52 0.0 -8.8 -7.5 7.1 -4.8 -3.8 0.3 -2.6 -10.0 3.1 3.5 2.6
2000
-8.21 -11.22 -7.2 5.3 2.4 -4.3 -0.6 2.3 -1.7 -1.1 -4.8 -0.8 -4.0 6.9
1999
+16.66 +13.61 -0.8 -2.7 1.3 3.1 -4.9 2.3 0.8 1.1 -0.8 3.6 3.0 10.2
1998
+28.86 +26.82 4.2 7.8 7.2 1.9 2.4 1.2 1.9 -12.5 -4.0 7.8 5.4 4.2
1997
+24.23 +22.15 0.2 1.3 3.4 -0.5 4.6 5.3 4.7 -5.7 9.7 -5.0 1.4 3.6
1996
+21.25 +17.36 0.6 1.7 1.4 0.6 1.2 1.4 -1.2 3.0 2.0 2.2 4.9 1.9
1995
+22.28 +19.25 -0.6 2.0 3.9 4.2 2.6 1.2 5.2 -4.0 3.0 -0.6 0.6 3.1
1994
+1.88 -0.78 4.7 -3.6 -3.0 4.9 -4.1 -1.1 5.3 3.0 -4.1 4.1 -3.8 0.5
1993
+29.13 +25.67 0.0 0.9 5.1 2.1 1.6 -1.4 0.4 8.8 -0.2 3.7 -2.2 7.7
1992
-3.32 -6.04 0.1 0.5 -3.7 5.9 5.5 -0.8 -3.7 0.0 -1.6 -6.9 -0.4 2.5
1991
+12.40 +9.06 2.8 7.7 -6.8 1.0 1.5 -8.0 7.2 1.8 3.2 -2.1 -2.6 7.6
1990
-3.87 -9.40 -0.1 -2.5 1.7 -2.9 7.2 4.1 5.0 -9.9 -11.4 7.9 0.4 -1.4
1989
+28.18 +22.48 4.4 -0.9 0.6 3.0 -4.5 2.4 11.7 -1.0 2.4 -6.9 5.6 9.8
1988
+13.69 +8.88 -3.9 4.6 3.5 2.1 -1.5 -1.1 0.4 -4.7 5.1 8.2 1.6 -0.6
1987
+7.05 +2.51 5.4 3.7 5.5 3.7 0.5 3.6 3.4 0.6 1.2 -19.6 -4.4 6.5
1986
+40.96 +39.42 1.4 11.1 8.8 9.3 -8.8 4.2 -0.6 10.1 -6.7 0.7 4.6 3.0

ETF Returns, up to December 2005, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.

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