Last Update: 31 Aug 2021
In the last 10 years, the Vanguard FTSE Europe (VGK) ETF obtained a 8.02% compound annual return, with a 16.30% standard deviation.
In the last 20 years, a 6.47% compound annual return, with a 18.71% standard deviation.
In 2020, the portfolio granted a 2.85% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard FTSE Europe (VGK): 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 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% |
| Gone Fishin' Portfolio | Alexander Green | 10.0% |
Capital Growth and Historical Returns
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): Dividend Yield page.
ETF Returns, up to December 2005, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets.
| Period | Returns Aug 2021 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+1.81%
|
0.00%
|
1 - 0 | |
|
3M
|
+2.26%
|
-1.39%
Jun 2021 - Jun 2021
|
2 - 1 | |
|
6M
|
+15.63%
|
-1.39%
Jun 2021 - Jun 2021
|
5 - 1 | |
|
YTD
|
+17.55%
|
-1.39%
Jun 2021 - Jun 2021
|
6 - 2 | |
|
1Y
|
+32.53%
|
18.29%
|
-8.35%
Sep 2020 - Oct 2020
|
8 - 4 |
|
3Y
|
+10.70%
annualized
|
19.39%
|
-25.66%
Jan 2020 - Mar 2020
|
23 - 13 |
|
5Y
|
+10.89%
annualized
|
16.38%
|
-25.66%
Jan 2020 - Mar 2020
|
38 - 22 |
|
10Y
|
+8.02%
annualized
|
16.30%
|
-25.66%
Jan 2020 - Mar 2020
|
73 - 47 |
|
MAX
01 Jan 1986
|
+9.02%
annualized
|
17.67%
|
-59.76%
Nov 2007 - Feb 2009
|
264 - 164 |
* Annualized St.Dev. of monthly returns
Drawdowns
Rolling Returns ( more details)
Vanguard FTSE Europe (VGK) ETF: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+9.98% |
+58.54% Mar 2009 - Feb 2010 |
-52.96% Mar 2008 - Feb 2009 |
30.94% |
| 2 Years |
+8.52% |
+38.87% Mar 2009 - Feb 2011 |
-30.58% Mar 2007 - Feb 2009 |
21.98% |
| 3 Years |
+8.19% |
+30.55% Apr 2003 - Mar 2006 |
-18.37% Apr 2000 - Mar 2003 |
21.12% |
| 5 Years |
+7.87% |
+25.37% Oct 2002 - Sep 2007 |
-8.13% Jun 2007 - May 2012 |
13.82% |
| 7 Years |
+7.73% |
+20.28% Jan 1993 - Dec 1999 |
-1.10% Nov 2007 - Oct 2014 |
1.16% |
| 10 Years |
+7.72% |
+16.50% Aug 1988 - Jul 1998 |
-1.57% Mar 1999 - Feb 2009 |
1.29% |
| 15 Years |
+7.31% |
+14.56% Jan 1986 - Dec 2000 |
+2.90% Apr 2005 - Mar 2020 |
0.00% |
| 20 Years |
+7.32% |
+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 and Yearly/Monthly Returns
In the table below, for the Vanguard FTSE Europe (VGK) ETF, the average monthly return is represented.
Below each return, it's also mentioned the probability of obtaining a positive monthly result (Win %).
Both the Average Return and the Gain Frequency are useful to get an idea of what happened in the past.
| Monthly Average Return (%) and Gain Frequency | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average Win % |
-0.15 58% |
0.76 58% |
1.12 67% |
3.25 78% |
0.03 58% |
0.02 47% |
1.84 69% |
-0.58 53% |
-0.55 57% |
0.43 60% |
1.05 60% |
3.06 74% |
| 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 |
-4.3 2000 |
-12.0 2012 |
-9.0 2008 |
-11.1 2002 |
-12.5 1998 |
-13.1 2002 |
-21.8 2008 |
-7.8 2010 |
-4.8 2018 |
For further information about the seasonality, check the Asset Class Seasonality page.
Investing in Vanguard FTSE Europe (VGK) ETF: detail of monthly returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2021 |
+17.55% | -0.9 | 2.6 | 3.3 | 4.8 | 4.5 | -1.4 | 1.9 | 1.8 | ||||
| 2020 |
+6.11% | -3.1 | -8.0 | -16.7 | 6.5 | 5.8 | 3.9 | 3.7 | 4.3 | -3.1 | -5.4 | 16.4 | 5.7 |
| 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.