Vanguard FTSE All-World ex-US (VEU): Rolling Returns

Data Source: from January 1970 to April 2024 (~54 years)
Consolidated Returns as of 30 April 2024

Holding the Vanguard FTSE All-World ex-US (VEU) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~54 years), the longest period with a negative return lasted 172 months (from December 1988 to March 2003).

This means that every rolling period of 173 months or above has always granted a positive return.

To obtain comprehensive information, please consult the Vanguard FTSE All-World ex-US (VEU) ETF: Historical Returns page.

Previous vs subsequent Returns

Considering all 10-year rolling periods, is there a relationship between past and future returns, at a given date?

In the following chart, we show how past returns (x-axis) and subsequent returns (y-axis) are related.

Neighboring data is aggregated and occurrences are indicated. It is possible to zoom by clicking or drawing the desired area

VANGUARD FTSE ALL-WORLD EX-US (VEU) ETF
Previous vs Next Returns - 10 Years annualized
Updated to April 2024

The annualized return of the last 10 years has been 4.18% (updated at Apr 30, 2024).

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 FTSE ALL-WORLD EX-US (VEU) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 May 1994 - 30 April 2024 (30 Years)
Data Source: 1 January 1970 - 30 April 2024 (~54 years)
Inflation Adjusted:

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +9.76% +88.60%
Sep 1985 - Aug 1986 		-51.47%
Mar 2008 - Feb 2009 		31.36%
201 out of 641
US Inflation Adjusted +5.61% +85.67%
Sep 1985 - Aug 1986 		-51.48%
Mar 2008 - Feb 2009 		39.00%
250 out of 641
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.53% +73.16%
May 1985 - Apr 1987 		-28.53%
Mar 2007 - Feb 2009 		25.76%
162 out of 629
US Inflation Adjusted +3.40% +68.73%
May 1985 - Apr 1987 		-29.97%
Mar 2007 - Feb 2009 		37.04%
233 out of 629
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.57% +57.29%
Jun 1984 - May 1987 		-19.17%
Apr 2000 - Mar 2003 		17.83%
110 out of 617
US Inflation Adjusted +3.50% +52.76%
Jun 1984 - May 1987 		-21.11%
Apr 2000 - Mar 2003 		34.04%
210 out of 617
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.40% +43.11%
Jun 1984 - May 1988 		-9.50%
Apr 1999 - Mar 2003 		15.04%
91 out of 605
US Inflation Adjusted +2.76% +38.64%
Jun 1984 - May 1988 		-11.95%
Apr 1999 - Mar 2003 		30.25%
183 out of 605
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.67% +40.26%
Aug 1982 - Jul 1987 		-6.99%
Apr 1998 - Mar 2003 		11.97%
71 out of 593
US Inflation Adjusted +2.82% +35.99%
Aug 1982 - Jul 1987 		-9.32%
Apr 1998 - Mar 2003 		30.19%
179 out of 593
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.97% +34.75%
Aug 1982 - Jul 1988 		-3.84%
Apr 1997 - Mar 2003 		4.48%
26 out of 581
US Inflation Adjusted +2.75% +30.44%
Aug 1982 - Jul 1988 		-6.06%
Apr 1997 - Mar 2003 		23.06%
134 out of 581
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.63% +31.92%
Aug 1982 - Jul 1989 		-3.15%
Apr 1996 - Mar 2003 		3.34%
19 out of 569
US Inflation Adjusted +3.29% +27.39%
Aug 1982 - Jul 1989 		-5.44%
Apr 1996 - Mar 2003 		16.34%
93 out of 569
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.07% +26.62%
Aug 1982 - Jul 1990 		-1.98%
Oct 1994 - Sep 2002 		3.77%
21 out of 557
US Inflation Adjusted +3.54% +22.08%
Aug 1982 - Jul 1990 		-4.30%
Oct 1994 - Sep 2002 		16.88%
94 out of 557
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.09% +23.36%
May 1978 - Apr 1987 		-3.00%
Mar 2000 - Feb 2009 		4.04%
22 out of 545
US Inflation Adjusted +3.57% +17.33%
Apr 1980 - Mar 1989 		-5.39%
Mar 2000 - Feb 2009 		15.23%
83 out of 545
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.92% +23.88%
May 1977 - Apr 1987 		-0.21%
Mar 1999 - Feb 2009 		0.19%
1 out of 533
US Inflation Adjusted +3.49% +16.31%
May 1977 - Apr 1987 		-3.10%
Aug 1972 - Jul 1982 		10.51%
56 out of 533
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.93% +22.66%
Apr 1977 - Mar 1988 		-0.01%
Mar 1998 - Feb 2009 		0.19%
1 out of 521
US Inflation Adjusted +3.27% +15.41%
Apr 1977 - Mar 1988 		-2.45%
Mar 1998 - Feb 2009 		7.10%
37 out of 521
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.01% +21.67%
Feb 1977 - Jan 1989 		+0.22%
Mar 1991 - Feb 2003 		0.00%
0 out of 509
US Inflation Adjusted +3.27% +14.59%
Mar 1977 - Feb 1989 		-2.44%
Oct 1989 - Sep 2001 		9.43%
48 out of 509
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.27% +22.08%
Oct 1974 - Sep 1987 		-0.72%
Oct 1989 - Sep 2002 		1.21%
6 out of 497
US Inflation Adjusted +3.98% +14.64%
Oct 1974 - Sep 1987 		-3.51%
Oct 1989 - Sep 2002 		8.05%
40 out of 497
13 Years Annualized Rolling Returns
Timeframes ending in every month
13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.15% +20.34%
Jan 1975 - Dec 1988 		-0.32%
Mar 1989 - Feb 2003 		0.62%
3 out of 485
US Inflation Adjusted +4.03% +13.30%
Jan 1975 - Dec 1988 		-3.21%
Mar 1989 - Feb 2003 		6.80%
33 out of 485
14 Years Annualized Rolling Returns
Timeframes ending in every month
14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.04% +20.41%
Oct 1974 - Sep 1989 		+0.23%
Apr 1988 - Mar 2003 		0.00%
0 out of 473
US Inflation Adjusted +4.14% +13.38%
Oct 1974 - Sep 1989 		-2.78%
Apr 1988 - Mar 2003 		8.25%
39 out of 473
15 Years Annualized Rolling Returns
Timeframes ending in every month
15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.12% +17.32%
Sep 1971 - Aug 1987 		+1.34%
May 1987 - Apr 2003 		0.00%
0 out of 461
US Inflation Adjusted +4.56% +11.13%
Aug 1982 - Jul 1998 		-1.70%
Apr 1987 - Mar 2003 		3.25%
15 out of 461
16 Years Annualized Rolling Returns
Timeframes ending in every month
16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.60% +18.29%
Jul 1970 - Jun 1987 		+2.56%
Mar 1992 - Feb 2009 		0.00%
0 out of 449
US Inflation Adjusted +4.28% +11.05%
Jul 1970 - Jun 1987 		+0.01%
Mar 1992 - Feb 2009 		0.00%
0 out of 449
17 Years Annualized Rolling Returns
Timeframes ending in every month
17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 18 Years (216 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.64% +17.68%
Jul 1970 - Jun 1988 		+1.89%
Mar 1991 - Feb 2009 		0.00%
0 out of 437
US Inflation Adjusted +4.19% +10.66%
Aug 1982 - Jul 2000 		-0.66%
Mar 1991 - Feb 2009 		0.23%
1 out of 437
18 Years Annualized Rolling Returns
Timeframes ending in every month
18 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 19 Years (228 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +6.94% +17.31%
Aug 1970 - Jul 1989 		+1.47%
Mar 1990 - Feb 2009 		0.00%
0 out of 425
US Inflation Adjusted +4.42% +10.35%
Aug 1970 - Jul 1989 		-1.20%
Mar 1990 - Feb 2009 		1.41%
6 out of 425
19 Years Annualized Rolling Returns
Timeframes ending in every month
19 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 20 Years (240 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +7.25% +16.32%
Jul 1970 - Jun 1990 		+1.34%
Mar 1989 - Feb 2009 		0.00%
0 out of 413
US Inflation Adjusted +4.37% +9.50%
Jul 1970 - Jun 1990 		-1.45%
Mar 1989 - Feb 2009 		1.69%
7 out of 413
20 Years Annualized Rolling Returns
Timeframes ending in every month
20 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

To obtain comprehensive information, please consult the Vanguard FTSE All-World ex-US (VEU) ETF: Historical Returns page.