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.
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
|
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).
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.
The Inflation Adjusted Capital now would be 3471.36$, with a net total return of 247.14% (4.24% annualized).
The Inflation Adjusted Capital now would be 6636.52$, with a net total return of 563.65% (5.31% annualized).
Drawdowns
Worst drawdowns since August 1992.
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.
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
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% |
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?
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 % |
-0.24 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 |
Monthly/Yearly Returns
Vanguard FTSE Europe (VGK) 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 |
-16.94 | -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.