Last Update: 31 Mar 2020
ETF: Vanguard FTSE Europe (VGK)
In the last 10 years, the Vanguard FTSE Europe (VGK) ETF obtained a 2.65% compound annual return, with a 17.50% standard deviation.
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 present in the following Lazy Portfolios:
| Portfolio Name | Author | ETF Weight |
|---|---|---|
| European Stocks | 100.0% | |
| Coward's Portfolio | Bill Bernstein | 5.0% |
| Family Taxable Portfolio | Ted Aronson | 5.0% |
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).
ETF Returns, up to December 2005, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
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| Period | Returns Mar 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
-16.65%
|
-16.65%
Mar 2020 - Mar 2020
|
0 - 1 | |
|
3M
|
-25.65%
|
-25.66%
Jan 2020 - Mar 2020
|
0 - 3 | |
|
6M
|
-18.27%
|
-25.66%
Jan 2020 - Mar 2020
|
3 - 3 | |
|
YTD
|
-25.65%
|
-25.66%
Jan 2020 - Mar 2020
|
0 - 3 | |
|
1Y
|
-16.30%
|
21.72%
|
-25.66%
Jan 2020 - Mar 2020
|
6 - 6 |
|
3Y
|
-2.48%
annualized
|
16.27%
|
-25.66%
Jan 2020 - Mar 2020
|
20 - 16 |
|
5Y
|
-1.19%
annualized
|
15.09%
|
-25.66%
Jan 2020 - Mar 2020
|
33 - 27 |
|
10Y
|
+2.65%
annualized
|
17.50%
|
-27.75%
May 2011 - Sep 2011
|
67 - 53 |
|
MAX
01 Jan 1986
|
+7.77%
annualized
|
17.66%
|
-59.76%
Nov 2007 - Feb 2009
|
251 - 160 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns
Vanguard FTSE Europe (VGK) ETF: annualized rolling and average returns
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| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+9.75% |
+58.54% Mar 2009 - Feb 2010 |
-52.96% Mar 2008 - Feb 2009 |
31.25% |
| 2 Years |
+8.58% |
+38.87% Mar 2009 - Feb 2011 |
-30.58% Mar 2007 - Feb 2009 |
21.65% |
| 3 Years |
+8.39% |
+30.55% Apr 2003 - Mar 2006 |
-18.37% Apr 2000 - Mar 2003 |
21.01% |
| 5 Years |
+7.95% |
+25.37% Oct 2002 - Sep 2007 |
-8.13% Jun 2007 - May 2012 |
14.20% |
| 7 Years |
+7.93% |
+20.28% Jan 1993 - Dec 1999 |
-1.10% Nov 2007 - Oct 2014 |
1.22% |
| 10 Years |
+7.85% |
+16.50% Aug 1988 - Jul 1998 |
-1.57% Mar 1999 - Feb 2009 |
1.37% |
| 15 Years |
+7.53% |
+14.56% Jan 1986 - Dec 2000 |
+2.90% Apr 2005 - Mar 2020 |
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 |
| 2020 |
-25.65% | -3.1 | -8.0 | -16.7 | |||||||||
| 2019 |
+24.86% | 6.7 | 3.2 | 0.8 | 3.9 | -5.7 | 6.4 | -2.6 | -1.7 | 2.6 | 3.8 | 1.3 | 4.5 |
| 2018 |
-14.91% | 5.6 | -6.2 | -0.4 | 2.2 | -2.4 | -1.3 | 3.4 | -2.8 | 0.1 | -7.9 | -0.7 | -4.8 |
| 2017 |
+26.99% | 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% | -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% | 0.5 | 6.1 | -2.4 | 4.2 | 0.3 | -3.3 | 2.7 | -7.0 | -4.1 | 5.9 | -1.3 | -2.6 |
| 2014 |
-7.10% | -4.6 | 7.3 | -0.7 | 2.7 | 0.8 | -0.1 | -4.3 | 0.7 | -4.0 | -1.9 | 2.1 | -4.7 |
| 2013 |
+24.38% | 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% | 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% | 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% | -6.3 | -0.6 | 6.5 | -3.8 | -11.8 | -1.6 | 14.2 | -4.6 | 11.3 | 4.9 | -7.8 | 9.1 |
| 2009 |
+31.33% | -13.8 | -10.4 | 7.7 | 13.2 | 14.3 | -2.4 | 11.4 | 5.5 | 4.8 | -2.6 | 4.5 | -0.2 |
| 2008 |
-44.71% | -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% | 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% | 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% | -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% | 1.1 | 2.9 | -3.1 | -0.8 | 1.5 | 1.6 | -2.7 | 0.1 | 4.0 | 3.6 | 7.3 | 4.2 |
| 2003 |
+38.70% | -4.7 | -3.3 | -1.5 | 13.5 | 6.7 | 1.0 | 2.0 | -0.2 | 2.0 | 6.6 | 4.3 | 8.2 |
| 2002 |
-17.95% | -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% | 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% | -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% | -0.8 | -2.7 | 1.3 | 3.1 | -4.9 | 2.3 | 0.9 | 1.1 | -0.8 | 3.6 | 3.0 | 10.2 |
| 1998 |
+28.86% | 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% | 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% | 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% | -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% | 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% | 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% | 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% | 2.8 | 7.7 | -6.8 | 1.0 | 1.5 | -8.0 | 7.2 | 1.8 | 3.2 | -2.1 | -2.6 | 7.7 |
| 1990 |
-3.87% | -0.1 | -2.5 | 1.7 | -2.9 | 7.2 | 4.1 | 5.0 | -10.0 | -11.4 | 7.9 | 0.4 | -1.4 |
| 1989 |
+28.18% | 4.4 | -1.0 | 0.6 | 3.0 | -4.5 | 2.5 | 11.7 | -1.0 | 2.4 | -6.9 | 5.6 | 9.8 |
| 1988 |
+13.69% | -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% | 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% | 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.