Vanguard Total World Stock (VT): Historical Returns

Simulation Settings
Category: Stocks
Period: January 1970 - June 2025 (~56 years)
Consolidated Returns as of 30 June 2025
Live Update available for July 2025
Initial Amount: 1$
Currency: USD
Inflation: US
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Results
30 Years
(1995/07 - 2025/06)
All Data
(1970/01 - 2025/06)
Live
(Jul 2025)
Inflation Adjusted:
Vanguard Total World Stock (VT)
1.00$
Invested Capital
July 1995
10.20$
Final Capital
June 2025
8.05%
Yearly Return
15.76%
Std Deviation
-55.18%
Max Drawdown
69months
Recovery Period
1.00$
Invested Capital
July 1995
4.85$
Final Capital
June 2025
5.40%
Yearly Return
15.76%
Std Deviation
-55.93%
Max Drawdown
79months
Recovery Period
1.00$
Invested Capital
January 1970
170.12$
Final Capital
June 2025
9.70%
Yearly Return
15.64%
Std Deviation
-55.18%
Max Drawdown
69months
Recovery Period
1.00$
Invested Capital
January 1970
20.00$
Final Capital
June 2025
5.55%
Yearly Return
15.64%
Std Deviation
-55.93%
Max Drawdown
79months
Recovery Period
---
1 Day: ---
---
Month: ---

The Vanguard Total World Stock (VT) ETF covers to the following investment themes:

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

As of June 2025, in the previous 30 Years, the Vanguard Total World Stock (VT) ETF obtained a 8.05% compound annual return, with a 15.76% standard deviation. It suffered a maximum drawdown of -55.18% that required 69 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.
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The Vanguard Total World Stock (VT) ETF is part of the following Lazy Portfolios:

Portfolio Name Author VT Weightâ–ľ Currency
All Country World Stocks 100.00% USD
All Country World 80/20 80.00% USD
All Country World 60/40 60.00% USD
All Country World 40/60 40.00% USD
Dedalo Three Dedalo Invest 30.00% USD
Dedalo Four Dedalo Invest 25.00% USD
All Country World 20/80 20.00% USD
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Investment Returns as of Jun 30, 2025

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
VANGUARD TOTAL WORLD STOCK (VT) ETF
Capital Growth
30 Years
(1995/07 - 2025/06)
All Data
(1970/01 - 2025/06)
Inflation Adjusted:
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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Vanguard Total World Stock (VT)
 1 $ 10.20 $ 920.49% 8.05%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Vanguard Total World Stock (VT)
 1 $ 4.85 $ 385.00% 5.40%
Jul 1995 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Vanguard Total World Stock (VT)
 1 $ 170.12 $ 16 912.24% 9.70%
Jan 1970 Jun 2025

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Initial Amount $ Final Amount $ Total Return (%) Annualized (%)
Vanguard Total World Stock (VT)
 1 $ 20.00 $ 1 900.11% 5.55%
Jan 1970 Jun 2025

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Show Live Returns: July 2025
Chg (%) Return (%) Return (%) as of Jun 30, 2025
1 Day Time ET(*) --- YTD
(6M) 		1M 6M 1Y 5Y 10Y 30Y MAX
(~56Y)
Investment Return --- --- 10.28 4.67 10.28 16.30 13.73 10.01 8.05 9.70
US Inflation Adjusted Return 9.26 4.67 9.26 13.54 8.80 6.76 5.40 5.55
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
US Inflation is updated to May 2025. Pending updates, the monthly inflation is set at 0% for the subsequent periods. Inflation (annualized) is 1Y: 2.43% , 5Y: 4.53% , 10Y: 3.04% , 30Y: 2.51%

In 2024, the Vanguard Total World Stock (VT) ETF granted a 1.95% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard Total World Stock (VT) ETF: Dividend Yield page.

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Investment Metrics as of Jun 30, 2025

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • dividend reinvestment, when applicable.
  • the actual US Inflation rates.
VANGUARD TOTAL WORLD STOCK (VT) ETF
Advanced Metrics
1 January 1970 - 30 June 2025 (~56 years)
Swipe left to see all data
Metrics as of Jun 30, 2025
YTD
(6M) 		1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~56Y)
Investment Return (%)
10.28 4.67 11.37 10.28 16.30 17.02 13.73 10.01 8.15 8.05 9.70
Growth of 1$ 1.10 1.05 1.11 1.10 1.16 1.60 1.90 2.60 4.79 10.20 170.12
Infl. Adjusted Return (%)
9.26 4.67 11.04 9.26 13.54 13.81 8.80 6.76 5.46 5.40 5.55
US Inflation (%) 0.94 0.00 0.30 0.94 2.43 2.82 4.53 3.04 2.55 2.51 3.93
Pending updates, the monthly inflation of Jun 2025 and beyond is set at 0%. Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
 Current 1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) 0.00 -3.92 -13.20 -25.52 -25.52 -55.18 -55.18 -55.18
Start to Recovery (# months)
4 6 24 24 69 69 69
Start (yyyy mm) 2025 02 2022 08 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 2 2 9 9 16 16 16
Bottom (yyyy mm) 2025 03 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 4 15 15 53 53 53
End (yyyy mm) 2025 05 2023 01 2023 12 2023 12 2013 07 2013 07 2013 07
Longest Drawdown Depth (%)
same
same
same
same
same
same
same
Start to Recovery (# months)
Start (yyyy mm) 2025 02 2022 08 2022 01 2022 01 2007 11 2007 11 2007 11
Start to Bottom (# months) 2 2 9 9 16 16 16
Bottom (yyyy mm) 2025 03 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 4 15 15 53 53 53
End (yyyy mm) 2025 05 2023 01 2023 12 2023 12 2013 07 2013 07 2013 07
Longest negative period (# months)
7 9 31 34 73 132 132
Start (yyyy mm) 2024 10 2023 02 2021 04 2017 06 2007 06 1998 03 1998 03
End (yyyy mm) 2025 04 2023 10 2023 10 2020 03 2013 06 2009 02 2009 02
Annualized Return (%) -2.63 -1.48 -0.79 -0.09 -0.10 -0.11 -0.11
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
Deepest Drawdown Depth (%) 0.00 -4.87 -13.60 -30.11 -30.11 -55.93 -55.93 -55.93
Start to Recovery (# months)
6 6 36 36 79 79 79
Start (yyyy mm) 2024 12 2022 08 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 4 2 13 13 16 16 16
Bottom (yyyy mm) 2025 03 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 4 23 23 63 63 63
End (yyyy mm) 2025 05 2023 01 2024 08 2024 08 2014 05 2014 05 2014 05
Longest Drawdown Depth (%)
same
same
same
same
same
same		 -51.54
Start to Recovery (# months)
145
Start (yyyy mm) 2024 12 2022 08 2021 09 2021 09 2007 11 2007 11 1973 01
Start to Bottom (# months) 4 2 13 13 16 16 21
Bottom (yyyy mm) 2025 03 2022 09 2022 09 2022 09 2009 02 2009 02 1974 09
Bottom to End (# months) 2 4 23 23 63 63 124
End (yyyy mm) 2025 05 2023 01 2024 08 2024 08 2014 05 2014 05 1985 01
Longest negative period (# months)
8 15 38 58 106 158 158
Start (yyyy mm) 2024 09 2022 08 2020 09 2017 12 2007 05 1996 01 1996 01
End (yyyy mm) 2025 04 2023 10 2023 10 2022 09 2016 02 2009 02 2009 02
Annualized Return (%) -2.02 -1.95 -0.76 -0.07 -0.13 -0.01 -0.01
Adjusting for units held makes the drawdown reflect real performance, just like in the no-cash-flow case.
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 10.10 14.98 15.40 15.02 15.87 15.76 15.64
Sharpe Ratio 1.15 0.84 0.72 0.55 0.42 0.37 0.34
Sortino Ratio 1.54 1.13 0.98 0.73 0.55 0.49 0.46
Ulcer Index 1.76 3.63 8.30 7.23 14.27 15.84 13.28
Ratio: Return / Standard Deviation 1.61 1.14 0.89 0.67 0.51 0.51 0.62
Ratio: Return / Deepest Drawdown 4.16 1.29 0.54 0.39 0.15 0.15 0.18
Positive Months (%)
66.66 63.88 63.33 66.66 63.33 61.66 61.11
Positive Months 8 23 38 80 152 222 407
Negative Months 4 13 22 40 88 138 259
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
 1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 10.01 13.06 13.06 21.88
Worst 10 Years Return (%) - Annualized 3.59 -1.56 -1.56
Best 10 Years Return (%) - Annualized 6.76 11.10 11.10 14.63
Worst 10 Years Return (%) - Annualized 1.76 -4.04 -4.04
TIMEFRAMES
Inflation Adjusted:
Inflation Adjusted:
 1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
··· As of Jun 2025 - Over the previous 30Y
Best Rolling Return (%) - Annualized 59.32 24.35 22.13 13.06 8.89 8.05
Worst Rolling Return (%) - Annualized -48.64 -16.61 -4.36 -1.56 3.61
Positive Periods (%) 73.3 81.2 85.0 97.9 100.0 100.0
Best Rolling Return (%) - Annualized 55.96 20.98 18.70 11.10 6.30 5.40
Worst Rolling Return (%) - Annualized -48.65 -18.61 -6.82 -4.04 1.50
Positive Periods (%) 70.2 77.2 75.4 89.6 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
6.73 10.70 13.81 20.83 29.30 9.91 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 8.62 13.97 18.44 33.87 34.83 13.87 0.01 0.00
99% VaR - Value at Risk (%) - Cumulative
9.83 16.07 21.41 43.30 38.62 18.13 11.06 0.00
99% CVaR - Conditional Value at Risk (%) 11.80 19.49 26.24 46.82 40.90 19.52 14.52 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 68.82 22.52 14.23 7.93 4.74 6.35
Perpetual Withdrawal Rate (%) --- --- --- --- 1.22 5.04
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
··· All available data (Jan 1970 - Jun 2025)
Best Rolling Return (%) - Annualized 59.60 47.48 37.13 21.88 16.15 13.59
Worst Rolling Return (%) - Annualized -48.64 -16.61 -4.36 -1.56 3.61 6.56
Positive Periods (%) 76.7 86.2 92.2 99.0 100.0 100.0
Best Rolling Return (%) - Annualized 57.12 43.17 32.95 14.63 11.83 8.54
Worst Rolling Return (%) - Annualized -48.65 -18.61 -7.79 -4.04 1.50 4.11
Positive Periods (%) 68.3 76.5 78.5 91.2 100.0 100.0
95% VaR - Value at Risk (%) - Cumulative
6.55 10.23 12.93 18.93 20.36 4.15 0.00 0.00 0.00
95% CVaR - Conditional Value at Risk (%) 8.42 13.48 17.52 28.30 29.67 10.40 0.00 0.00 0.00
99% VaR - Value at Risk (%) - Cumulative
9.63 15.56 20.47 39.10 36.42 14.13 0.02 0.00 0.00
99% CVaR - Conditional Value at Risk (%) 11.59 18.95 25.26 43.61 39.04 17.46 9.58 0.00 0.00
Short term VaRs: analytical | 1+ year VaRs: historical data
Safe Withdrawal Rate (%) 68.82 22.52 14.02 7.19 4.74 4.40
Perpetual Withdrawal Rate (%) --- --- --- --- 1.22 3.14
% based on initial capital, inflation-adj. monthly withdrawals afterwards | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: the annualized geometric mean return of the portfolio. When cashflows are involved, it is calculated using the Money-Weighted Rate of Return (MWRR), based on the Modified Dietz formula.
  • Deepest/Longest Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. The deepest (or maximum) drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained. The longest drawdown is the period observed from a peak to the subsequent peak with the greatest duration. When cashflows are involved, portfolio values are normalized by the invested capital (i.e. owned quotes) at each time step: this isolates the effect of market performance from capital contributions, avoiding misleading drawdowns caused by large inflows that artificially lift portfolio value and, as a result, the drawdowns match the ones without cash flows.
  • Longest negative period: it's the maximum period for which an overall negative return has been observed.
  • Standard Deviation: it's a measure of the dispersion of returns around the mean.
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Ulcer Index: it's a measure of downside risk that quantifies the depth and duration of drawdowns in an investment portfolio.
  • Best/Worst 10Y returns: the best and the worst 10-year return over a time frame.
  • Rolling Returns: N-year returns over a time frame, calculated over all the available data source (best, worst, % of positive returns). Each rolling period, longer than the longest negative period, yielded a non-negative minimum return.
  • Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
  • Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
  • Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
    For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
  • Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.
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Correlations as of Jun 30, 2025

Correlation measures to what degree the returns of two assets move in relation to each other. It is a statistical measure that describes the extent to which the returns of one asset are related to the returns of another asset.

The following table shows the monthly correlations of Vanguard Total World Stock (VT) ETF vs the main Asset Classes, over different timeframes. Columns are sortable (click on table header to sort).

VANGUARD TOTAL WORLD STOCK (VT) ETF
Monthly correlations as of 30 June 2025
Swipe left to see all data
Correlation vs VT
Asset Class 1 Year 5 Years 10 Years 30 Years
VTI
 US Total Stock Market 0.96 0.98 0.98 0.97
SPY
 US Large Cap Blend 0.96 0.97 0.97 0.97
IJH
 US Mid Cap Blend 0.85 0.91 0.92 0.90
IJR
 US Small Cap Blend 0.77 0.84 0.86 0.81
VNQ
 US REITs 0.61 0.85 0.79 0.62
QQQ
 US Technology 0.84 0.88 0.88 0.81
PFF
 US Preferred Stocks 0.75 0.80 0.77 0.50
EFA
 EAFE Stocks 0.63 0.92 0.94 0.89
EEM
 Emerging Markets 0.53 0.76 0.81 0.80
BND
 US Total Bond Market 0.44 0.68 0.46 0.17
TLT
 US Long Term Treasuries 0.41 0.58 0.16 -0.11
BIL
 US Cash 0.06 0.05 0.01 -0.01
TIP
 US TIPS 0.33 0.71 0.54 0.21
LQD
 US Invest. Grade Bonds 0.62 0.77 0.65 0.35
HYG
 US High Yield Bonds 0.88 0.85 0.84 0.69
CWB
 US Convertible Bonds 0.87 0.86 0.89 0.85
BNDX
 International Bonds 0.51 0.64 0.46 0.16
EMB
 Emerg. Market Bonds 0.77 0.86 0.76 0.60
GLD
 Gold -0.39 0.20 0.14 0.09
DBC
 Commodities 0.00 0.33 0.45 0.37
Terms and Definitions
Correlation values range between -1 and +1
  • A correlation of +1 indicates that the returns of the two assets move in perfect synchrony; when one asset's returns go up, the other asset's returns also go up by the same percentage, and vice versa. This perfect positive correlation implies that the assets perform similarly in different market conditions.
  • A correlation of -1 indicates a perfect inverse relationship between the returns of the two assets. When one asset's returns go up, the other asset's returns go down by the same percentage. This perfect negative correlation suggests that the assets move in opposite directions, providing a diversification benefit by reducing overall portfolio risk.
  • A correlation of 0 means that there is no linear relationship between the returns of the two assets. The returns of one asset do not predict the returns of the other.
Learn about historical correlations here: see how the main asset classes relate to each other.

Drawdowns

A drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.

VANGUARD TOTAL WORLD STOCK (VT) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
1 July 1995 - 30 June 2025 (30 Years)
1 January 1970 - 30 June 2025 (~56 years)
30 Years
(1995/07 - 2025/06)
All Data
(1970/01 - 2025/06)
Inflation Adjusted:

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Rolling Returns

For a detailed rolling return analysis, click here
Vanguard Total World Stock (VT) ETF: Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

VANGUARD TOTAL WORLD STOCK (VT) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
1 July 1995 - 30 June 2025 (30 Years)
1 January 1970 - 30 June 2025 (~56 years)
30 Years
(1995/07 - 2025/06)
All Data
(1970/01 - 2025/06)
Inflation Adjusted:

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

Seasonality

In which months is it better to invest in Vanguard Total World Stock (VT) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1970 to June 2025.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Vanguard Total World Stock (VT) ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

VANGUARD TOTAL WORLD STOCK (VT) ETF
Monthly Returns Distribution
1 July 1995 - 30 June 2025 (30 Years)
1 January 1970 - 30 June 2025 (~56 years)
222 Positive Months (62%) - 138 Negative Months (38%)
407 Positive Months (61%) - 259 Negative Months (39%)
30 Years
(1995/07 - 2025/06)
All Data
(1970/01 - 2025/06)

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Methodology

Returns, up to December 2008, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

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