Vanguard FTSE Europe (VGK): Historical Returns

Data Source: from January 1970 to January 2024 (~54 years)
Consolidated Returns as of 31 January 2024
Live Update: Feb 27 2024, 02:59PM Eastern Time
Category: Stocks
Vanguard FTSE Europe (VGK) ETF
ETF • LIVE PERFORMANCE (USD currency)
0.12%
1 Day
Feb 27 2024, 02:59PM Eastern Time
2.82%
Current Month
February 2024

In the last 30 Years, the Vanguard FTSE Europe (VGK) ETF obtained a 6.68% compound annual return, with a 17.89% standard deviation.

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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 Currency
European Stocks 100.00% USD
Gone Fishin' Portfolio Alexander Green 10.00% USD
Aim Bold Strategy Aim Ways 10.00% USD
Coward's Portfolio Bill Bernstein 5.00% USD
Family Taxable Portfolio Ted Aronson 5.00% USD
Sheltered Sam 100/0 Bill Bernstein 5.00% USD
Sheltered Sam 90/10 Bill Bernstein 4.50% USD
Sheltered Sam 80/20 Bill Bernstein 4.00% USD
Sheltered Sam 70/30 Bill Bernstein 3.50% USD
Sheltered Sam 60/40 Bill Bernstein 3.00% USD
Sheltered Sam 50/50 Bill Bernstein 2.50% USD
Sheltered Sam 40/60 Bill Bernstein 2.00% USD
Sheltered Sam 30/70 Bill Bernstein 1.50% USD
Sheltered Sam 20/80 Bill Bernstein 1.00% USD
Sheltered Sam 10/90 Bill Bernstein 0.50% USD

Investment Returns as of Jan 31, 2024

The Vanguard FTSE Europe (VGK) ETF guaranteed the following returns.

Returns are calculated in USD, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
VANGUARD FTSE EUROPE (VGK) ETF
Consolidated returns as of 31 January 2024
Live Update: Feb 27 2024, 02:59PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%) Return (%) as of Jan 31, 2024
  1 Day Time ET(*) Feb 2024 1M 6M 1Y 5Y 10Y 30Y MAX
(~54Y)
Vanguard FTSE Europe (VGK) ETF 0.12 2.82 -1.23 1.48 8.38 7.68 4.73 6.68 8.71
US Inflation Adjusted return -1.53 -0.17 5.11 3.38 1.89 4.04 4.56
Returns over 1 year are annualized | Available data source: since Jan 1970
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Jan 2024. Current inflation (annualized) is 1Y: 3.11% , 5Y: 4.16% , 10Y: 2.79% , 30Y: 2.53%

In 2023, the Vanguard FTSE Europe (VGK) ETF granted a 3.70% dividend yield. If you are interested in getting periodic income, please refer to the Vanguard FTSE Europe (VGK) ETF: Dividend Yield page.

Capital Growth as of Jan 31, 2024

An investment of 1$, since February 1994, now would be worth 6.95$, with a total return of 595.37% (6.68% annualized).

The Inflation Adjusted Capital now would be 3.29$, with a net total return of 228.50% (4.04% annualized).
An investment of 1$, since January 1970, now would be worth 91.74$, with a total return of 9074.22% (8.71% annualized).

The Inflation Adjusted Capital now would be 11.17$, with a net total return of 1016.84% (4.56% annualized).

Investment Metrics as of Jan 31, 2024

Metrics of Vanguard FTSE Europe (VGK) ETF, updated as of 31 January 2024.

Metrics are calculated based on monthly returns, assuming:
  • no fees or capital gain taxes.
  • the reinvestment of dividends.
  • the actual US Inflation rates.
VANGUARD FTSE EUROPE (VGK) ETF
Advanced Metrics
Data Source: 1 January 1970 - 31 January 2024 (~54 years)
Swipe left to see all data
Metrics as of Jan 31, 2024
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~54Y)
Investment Return (%) -1.23 14.27 1.48 8.38 5.56 7.68 4.73 5.76 6.68 8.71
Infl. Adjusted Return (%) details -1.53 13.47 -0.17 5.11 -0.10 3.38 1.89 3.11 4.04 4.56
US Inflation (%) 0.31 0.70 1.66 3.11 5.66 4.16 2.79 2.57 2.53 3.97
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Deepest Drawdown Depth (%) -11.19 -30.98 -30.98 -30.98 -59.77 -59.77 -59.77
Start to Recovery (# months) details 5 28 28 28 78 78 78
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 13 13 13 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 15 15 15 62 62 62
End (yyyy mm) 2023 12 2023 12 2023 12 2023 12 2014 04 2014 04 2014 04
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-20.91
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 36
Start (yyyy mm) 2023 08 2021 09 2021 09 2014 06 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 13 13 21 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2016 02 2009 02 2009 02 2009 02
Bottom to End (# months) 2 15 15 15 62 62 62
End (yyyy mm) 2023 12 2023 12 2023 12 2017 05 2014 04 2014 04 2014 04
Longest negative period (# months) details 9 31 43 74 155 155 155
Period Start (yyyy mm) 2023 02 2021 04 2019 03 2014 02 2007 05 2007 05 2007 05
Period End (yyyy mm) 2023 10 2023 10 2022 09 2020 03 2020 03 2020 03 2020 03
Annualized Return (%) -6.82 -1.12 -0.65 -0.76 -0.29 -0.29 -0.29
Deepest Drawdown Depth (%) -12.03 -36.46 -36.46 -36.46 -60.44 -60.44 -60.44
Start to Recovery (# months) details 5 29* 29* 29* 158 158 158
Start (yyyy mm) 2023 08 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 13 13 13 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2022 09 2009 02 2009 02 2009 02
Bottom to End (# months) 2 16 16 16 142 142 142
End (yyyy mm) 2023 12 - - - 2020 12 2020 12 2020 12
Longest Drawdown Depth (%)
same as
deepest

same as
deepest

same as
deepest
-21.05
same as
deepest

same as
deepest

same as
deepest
Start to Recovery (# months) details 38
Start (yyyy mm) 2023 08 2021 09 2021 09 2014 06 2007 11 2007 11 2007 11
Start to Bottom (# months) 3 13 13 21 16 16 16
Bottom (yyyy mm) 2023 10 2022 09 2022 09 2016 02 2009 02 2009 02 2009 02
Bottom to End (# months) 2 16 16 17 142 142 142
End (yyyy mm) 2023 12 - - 2017 07 2020 12 2020 12 2020 12
Longest negative period (# months) details 9 36* 54 116 199 199 199
Period Start (yyyy mm) 2023 02 2021 02 2019 05 2014 03 2007 04 2007 04 2007 04
Period End (yyyy mm) 2023 10 2024 01 2023 10 2023 10 2023 10 2023 10 2023 10
Annualized Return (%) -9.70 -0.10 -0.60 -0.09 -0.06 -0.06 -0.06
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS
1Y 3Y 5Y 10Y 20Y 30Y MAX
Standard Deviation (%) 15.62 19.30 20.29 16.95 18.79 17.89 17.40
Sharpe Ratio 0.21 0.17 0.29 0.21 0.24 0.25 0.27
Sortino Ratio 0.31 0.25 0.40 0.30 0.32 0.33 0.37
Ulcer Index 4.38 11.31 10.59 10.63 18.88 18.65 15.60
Ratio: Return / Standard Deviation 0.54 0.29 0.38 0.28 0.31 0.37 0.50
Ratio: Return / Deepest Drawdown 0.75 0.18 0.25 0.15 0.10 0.11 0.15
% Positive Months details 50% 55% 58% 55% 57% 59% 59%
Positive Months 6 20 35 67 138 214 389
Negative Months 6 16 25 53 102 146 260
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Best 10 Years Return (%) - Annualized 4.73 10.03 11.15 21.29
Worst 10 Years Return (%) - Annualized 0.38 -1.57 -1.57
Best 10 Years Return (%) - Annualized 1.89 8.12 8.38 16.94
Worst 10 Years Return (%) - Annualized -1.42 -4.05 -5.74
ROLLING PERIODS
Inflation Adjusted:
Inflation Adjusted:
1Y 3Y 5Y 10Y 20Y 30Y MAX
Over the latest 30Y
Best Rolling Return (%) - Annualized 58.54 30.55 25.37 11.15 8.59 6.68
Worst Rolling Return (%) - Annualized -52.96 -18.37 -8.13 -1.57 2.21
% Positive Periods 65% 73% 82% 98% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 63.06 21.00 12.80 7.12 4.67 6.68
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.12 4.64
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 55.20 27.01 21.84 8.38 6.05 4.04
Worst Rolling Return (%) - Annualized -52.96 -20.32 -9.96 -4.05 0.13
% Positive Periods 61% 68% 67% 85% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 63.06 21.00 12.80 7.12 4.67 6.68
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.12 4.64
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Over all the available data source (Jan 1970 - Jan 2024)
Best Rolling Return (%) - Annualized 92.07 53.23 38.41 21.29 16.28 13.84
Worst Rolling Return (%) - Annualized -52.96 -18.37 -8.13 -1.57 2.21 6.13
% Positive Periods 69% 81% 90% 99% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 63.06 21.00 12.80 7.12 4.67 4.28
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.12 3.18
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Best Rolling Return (%) - Annualized 89.07 48.74 34.20 16.94 11.93 9.25
Worst Rolling Return (%) - Annualized -52.96 -20.32 -9.96 -5.74 0.13 3.68
% Positive Periods 60% 69% 69% 85% 100% 100%
SWR - Safe Withdrawal Rate (%) - 100% Success - Annualized 63.06 21.00 12.80 7.12 4.67 4.28
PWR - Perpetual Withdrawal Rate (%) - 100% Success - Annualized - - - - 0.12 3.18
WR calculated based on initial capital | Monthly withdrawals adjusted for inflation | Credits: BestRetirementPortfolio.com
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio.
  • 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.
  • 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.
  • 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.

Correlations as of Jan 31, 2024

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1. If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.
Asset correlations are calculated based on monthly returns.

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).

VANGUARD FTSE EUROPE (VGK) ETF
Monthly correlations as of 31 January 2024
Swipe left to see all data
Correlation vs VGK
Asset Class 1 Year 5 Years 10 Years 30 Years Since
Jan 1992
VTI
US Total Stock Market
0.89
0.90
0.85
0.84
0.83
SPY
US Large Cap
0.89
0.89
0.86
0.84
0.83
IJR
US Small Cap
0.74
0.85
0.75
0.74
0.73
VNQ
US REITs
0.90
0.83
0.68
0.61
0.60
QQQ
US Technology
0.63
0.76
0.75
0.65
0.64
PFF
Preferred Stocks
0.75
0.76
0.70
0.48
0.48
EFA
EAFE Stocks
0.99
0.99
0.99
0.96
0.94
VT
World All Countries
0.94
0.95
0.93
0.93
0.93
EEM
Emerging Markets
0.83
0.82
0.78
0.78
0.75
VPL
Pacific
0.88
0.92
0.87
0.74
0.71
FLLA
Latin America
0.86
0.74
0.65
0.69
0.68
BND
US Total Bond Market
0.83
0.55
0.43
0.19
0.19
TLT
Long Term Treasuries
0.85
0.20
0.11
-0.10
-0.09
BIL
US Cash
0.19
-0.03
0.00
0.01
0.01
TIP
TIPS
0.80
0.58
0.49
0.21
0.21
LQD
Invest. Grade Bonds
0.87
0.70
0.62
0.37
0.37
HYG
High Yield Bonds
0.88
0.83
0.79
0.69
0.68
CWB
US Convertible Bonds
0.77
0.78
0.77
0.77
0.76
BNDX
International Bonds
0.72
0.52
0.39
0.17
0.18
EMB
Emerg. Market Bonds
0.92
0.83
0.76
0.58
0.58
GLD
Gold
0.32
0.29
0.19
0.14
0.14
DBC
Commodities
0.18
0.57
0.51
0.40
0.39

If you want to learn more about historical correlations, you can find out here how the main asset class are correlated 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 FTSE EUROPE (VGK) ETF
Drawdown periods
Drawdown periods - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1970 - 31 January 2024 (~54 years)
Inflation Adjusted:
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-59.77% Nov 2007 Feb 2009 16 Apr 2014 62 78 30.21
-45.88% Apr 2000 Sep 2002 30 Dec 2004 27 57 25.84
-30.98% Sep 2021 Sep 2022 13 Dec 2023 15 28 12.78
-25.65% Jan 2020 Mar 2020 3 Nov 2020 8 11 13.06
-20.91% Jun 2014 Feb 2016 21 May 2017 15 36 11.28
-19.44% Feb 2018 Dec 2018 11 Dec 2019 12 23 9.54
-16.03% Aug 1998 Sep 1998 2 Apr 1999 7 9 7.40
-7.18% Jan 2000 Jan 2000 1 Mar 2000 2 3 3.76
-7.00% Feb 1994 Jun 1994 5 Aug 1994 2 7 4.30
-5.68% Aug 1997 Aug 1997 1 Sep 1997 1 2 3.28
-4.95% Oct 1997 Oct 1997 1 Jan 1998 3 4 2.75
-4.90% May 1999 May 1999 1 Oct 1999 5 6 2.35
-4.49% Mar 2005 May 2005 3 Jul 2005 2 5 3.12
-4.08% Sep 1994 Sep 1994 1 Mar 1995 6 7 2.88
-3.97% Aug 1995 Aug 1995 1 Dec 1995 4 5 1.86
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 77 4.7 Months 21.33%
 
DD = 0% 21.33%
 
0% < DD <= -5% 76 4.8 Months 21.05%
 
DD <= -5% 42.38%
 
-5% < DD <= -10% 45 8.0 Months 12.47%
 
DD <= -10% 54.85%
 
-10% < DD <= -15% 39 9.3 Months 10.80%
 
DD <= -15% 65.65%
 
-15% < DD <= -20% 31 11.6 Months 8.59%
 
DD <= -20% 74.24%
 
-20% < DD <= -25% 19 19.0 Months 5.26%
 
DD <= -25% 79.50%
 
-25% < DD <= -30% 17 21.2 Months 4.71%
 
DD <= -30% 84.21%
 
-30% < DD <= -35% 27 13.4 Months 7.48%
 
DD <= -35% 91.69%
 
-35% < DD <= -40% 13 27.8 Months 3.60%
 
DD <= -40% 95.29%
 
-40% < DD <= -45% 7 51.6 Months 1.94%
 
DD <= -45% 97.23%
 
-45% < DD <= -50% 5 72.2 Months 1.39%
 
DD <= -50% 98.61%
 
-50% < DD <= -55% 2 180.5 Months 0.55%
 
DD <= -55% 99.17%
 
-55% < DD <= -60% 3 120.3 Months 0.83%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-60.44% Nov 2007 Feb 2009 16 Dec 2020 142 158 26.50
-50.00% Jan 2000 Mar 2003 39 Mar 2006 36 75 26.73
-36.46% Sep 2021 Sep 2022 13 in progress 16 29 18.56
-16.18% Aug 1998 Sep 1998 2 Nov 1999 14 16 6.33
-8.00% Feb 1994 Jun 1994 5 Apr 1995 10 15 4.58
-5.91% Aug 1997 Aug 1997 1 Sep 1997 1 2 3.41
-5.13% Oct 1997 Oct 1997 1 Jan 1998 3 4 2.90
-4.16% Aug 1995 Aug 1995 1 Dec 1995 4 5 2.13
-3.58% Jun 2007 Jul 2007 2 Sep 2007 2 4 2.21
-3.22% May 2006 May 2006 1 Aug 2006 3 4 2.03
-2.19% Jun 2021 Jun 2021 1 Aug 2021 2 3 1.18
-1.62% Feb 2007 Feb 2007 1 Mar 2007 1 2 0.94
-1.39% Jul 1996 Jul 1996 1 Aug 1996 1 2 0.80
-1.09% Jan 2021 Jan 2021 1 Feb 2021 1 2 0.63
-0.52% Apr 1997 Apr 1997 1 May 1997 1 2 0.30
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 51 7.1 Months 14.13%
 
DD = 0% 14.13%
 
0% < DD <= -5% 47 7.7 Months 13.02%
 
DD <= -5% 27.15%
 
-5% < DD <= -10% 46 7.8 Months 12.74%
 
DD <= -10% 39.89%
 
-10% < DD <= -15% 45 8.0 Months 12.47%
 
DD <= -15% 52.35%
 
-15% < DD <= -20% 34 10.6 Months 9.42%
 
DD <= -20% 61.77%
 
-20% < DD <= -25% 36 10.0 Months 9.97%
 
DD <= -25% 71.75%
 
-25% < DD <= -30% 30 12.0 Months 8.31%
 
DD <= -30% 80.06%
 
-30% < DD <= -35% 22 16.4 Months 6.09%
 
DD <= -35% 86.15%
 
-35% < DD <= -40% 24 15.0 Months 6.65%
 
DD <= -40% 92.80%
 
-40% < DD <= -45% 13 27.8 Months 3.60%
 
DD <= -45% 96.40%
 
-45% < DD <= -50% 7 51.6 Months 1.94%
 
DD <= -50% 98.34%
 
-50% < DD <= -55% 3 120.3 Months 0.83%
 
DD <= -55% 99.17%
 
-55% < DD <= -60% 2 180.5 Months 0.55%
 
DD <= -60% 99.72%
 
-60% < DD <= -65% 1 361.0 Months 0.28%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-59.77% Nov 2007 Feb 2009 16 Apr 2014 62 78 30.21
-45.88% Apr 2000 Sep 2002 30 Dec 2004 27 57 25.84
-38.16% Jan 1973 Sep 1974 21 Jun 1975 9 30 16.35
-33.23% Dec 1980 Jul 1982 20 Apr 1983 9 29 17.61
-30.98% Sep 2021 Sep 2022 13 Dec 2023 15 28 12.78
-26.83% Jan 1970 Jun 1970 6 Mar 1971 9 15 14.63
-25.65% Jan 2020 Mar 2020 3 Nov 2020 8 11 13.06
-23.15% Oct 1987 Nov 1987 2 Jul 1989 20 22 13.00
-20.91% Jun 2014 Feb 2016 21 May 2017 15 36 11.28
-20.21% Aug 1990 Sep 1990 2 May 1992 20 22 10.46
-19.44% Feb 2018 Dec 2018 11 Dec 2019 12 23 9.54
-19.23% Feb 1976 Nov 1976 10 Dec 1977 13 23 11.06
-16.03% Aug 1998 Sep 1998 2 Apr 1999 7 9 7.40
-12.85% Jun 1992 Nov 1992 6 Aug 1993 9 15 7.00
-12.84% Feb 1980 Mar 1980 2 Sep 1980 6 8 6.26
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Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 148 4.4 Months 22.77%
 
DD = 0% 22.77%
 
0% < DD <= -5% 156 4.2 Months 24.00%
 
DD <= -5% 46.77%
 
-5% < DD <= -10% 100 6.5 Months 15.38%
 
DD <= -10% 62.15%
 
-10% < DD <= -15% 74 8.8 Months 11.38%
 
DD <= -15% 73.54%
 
-15% < DD <= -20% 57 11.4 Months 8.77%
 
DD <= -20% 82.31%
 
-20% < DD <= -25% 29 22.4 Months 4.46%
 
DD <= -25% 86.77%
 
-25% < DD <= -30% 24 27.1 Months 3.69%
 
DD <= -30% 90.46%
 
-30% < DD <= -35% 31 21.0 Months 4.77%
 
DD <= -35% 95.23%
 
-35% < DD <= -40% 14 46.4 Months 2.15%
 
DD <= -40% 97.38%
 
-40% < DD <= -45% 7 92.9 Months 1.08%
 
DD <= -45% 98.46%
 
-45% < DD <= -50% 5 130.0 Months 0.77%
 
DD <= -50% 99.23%
 
-50% < DD <= -55% 2 325.0 Months 0.31%
 
DD <= -55% 99.54%
 
-55% < DD <= -60% 3 216.7 Months 0.46%
 
DD <= -60% 100.00%
 
-60% < DD <= -65% 0 - 0.00%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months Ulcer Index
-60.44% Nov 2007 Feb 2009 16 Dec 2020 142 158 26.50
-50.00% Jan 2000 Mar 2003 39 Mar 2006 36 75 26.73
-48.69% Jan 1973 Jul 1982 115 Jun 1985 35 150 26.58
-36.46% Sep 2021 Sep 2022 13 in progress 16 29 18.56
-28.91% Jan 1970 Jun 1970 6 Dec 1971 18 24 13.85
-23.61% Oct 1987 Nov 1987 2 Jul 1989 20 22 15.14
-21.42% Aug 1990 Sep 1990 2 Oct 1993 37 39 12.30
-16.18% Aug 1998 Sep 1998 2 Nov 1999 14 16 6.33
-9.08% May 1986 May 1986 1 Aug 1986 3 4 5.54
-8.00% Feb 1994 Jun 1994 5 Apr 1995 10 15 4.58
-7.30% Oct 1989 Oct 1989 1 Dec 1989 2 3 3.86
-7.00% Sep 1986 Sep 1986 1 Dec 1986 3 4 4.41
-5.91% Aug 1997 Aug 1997 1 Sep 1997 1 2 3.41
-5.67% Jan 1990 Apr 1990 4 May 1990 1 5 3.03
-5.13% Oct 1997 Oct 1997 1 Jan 1998 3 4 2.90
Swipe left to see all data
Drawdown (DD)
Occurrencies (EOM)
Drawdown (DD)
Range #Num Every (Avg) Frequency Cumulative Frequency
All Time High (DD=0%) 91 7.1 Months 14.00%
 
DD = 0% 14.00%
 
0% < DD <= -5% 70 9.3 Months 10.77%
 
DD <= -5% 24.77%
 
-5% < DD <= -10% 83 7.8 Months 12.77%
 
DD <= -10% 37.54%
 
-10% < DD <= -15% 76 8.6 Months 11.69%
 
DD <= -15% 49.23%
 
-15% < DD <= -20% 75 8.7 Months 11.54%
 
DD <= -20% 60.77%
 
-20% < DD <= -25% 78 8.3 Months 12.00%
 
DD <= -25% 72.77%
 
-25% < DD <= -30% 61 10.7 Months 9.38%
 
DD <= -30% 82.15%
 
-30% < DD <= -35% 45 14.4 Months 6.92%
 
DD <= -35% 89.08%
 
-35% < DD <= -40% 33 19.7 Months 5.08%
 
DD <= -40% 94.15%
 
-40% < DD <= -45% 22 29.5 Months 3.38%
 
DD <= -45% 97.54%
 
-45% < DD <= -50% 10 65.0 Months 1.54%
 
DD <= -50% 99.08%
 
-50% < DD <= -55% 3 216.7 Months 0.46%
 
DD <= -55% 99.54%
 
-55% < DD <= -60% 2 325.0 Months 0.31%
 
DD <= -60% 99.85%
 
-60% < DD <= -65% 1 650.0 Months 0.15%
 
DD <= -65% 100.00%
 
-65% < DD <= -70% 0 - 0.00%
 
DD <= -70% 100.00%
 
-70% < DD <= -100% 0 - 0.00%
 
DD <= -100% 100.00%
 

Rolling Returns

( more details)

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 EUROPE (VGK) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1970 - 31 January 2024 (~54 years)
Inflation Adjusted:
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -52.96 03/2008
02/2009
0.47$ -12.44 0.87$ 11.11 1.11$ 27.24 1.27$ 58.54 03/2009
02/2010
1.58$ 8.38 34.10%
2Y -30.58 03/2007
02/2009
0.48$ -6.55 0.87$ 8.35 1.17$ 22.61 1.50$ 38.87 03/2009
02/2011
1.92$ 1.70 28.19%
3Y -18.37 04/2000
03/2003
0.54$ -4.27 0.87$ 7.18 1.23$ 20.84 1.76$ 30.55 04/2003
03/2006
2.22$ 5.56 26.15%
5Y -8.13 06/2007
05/2012
0.65$ -0.63 0.96$ 4.95 1.27$ 15.61 2.06$ 25.37 10/2002
09/2007
3.09$ 7.68 17.28%
7Y -1.10 11/2007
10/2014
0.92$ 2.45 1.18$ 5.64 1.46$ 8.75 1.79$ 13.81 02/1994
01/2001
2.47$ 7.14 1.44%
10Y -1.57 03/1999
02/2009
0.85$ 1.94 1.21$ 5.66 1.73$ 9.54 2.48$ 11.15 05/1997
04/2007
2.87$ 4.73 1.66%
15Y 0.46 10/2007
09/2022
1.07$ 3.58 1.69$ 4.93 2.05$ 7.44 2.93$ 8.97 02/2003
01/2018
3.62$ 8.22 0.00%
20Y 2.21 04/2000
03/2020
1.54$ 4.04 2.20$ 5.89 3.13$ 7.48 4.23$ 8.59 07/1994
06/2014
5.19$ 5.76 0.00%
30Y 6.68 02/1994
01/2024
6.95$ 6.68 6.95$ 6.68 6.95$ 6.68 6.95$ 6.68 02/1994
01/2024
6.95$ 6.68 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -52.96 03/2008
02/2009
0.47$ -15.50 0.84$ 8.56 1.08$ 24.34 1.24$ 55.20 03/2009
02/2010
1.55$ 5.11 38.11%
2Y -31.98 03/2007
02/2009
0.46$ -9.23 0.82$ 6.34 1.13$ 19.22 1.42$ 35.97 03/2009
02/2011
1.84$ -2.88 37.39%
3Y -20.32 04/2000
03/2003
0.50$ -6.65 0.81$ 4.61 1.14$ 17.92 1.63$ 27.01 04/2003
03/2006
2.04$ -0.10 31.08%
5Y -9.96 06/2007
05/2012
0.59$ -2.89 0.86$ 2.48 1.13$ 12.58 1.80$ 21.84 10/2002
09/2007
2.68$ 3.38 32.89%
7Y -2.87 11/2007
10/2014
0.81$ 0.12 1.00$ 3.19 1.24$ 6.12 1.51$ 10.88 02/1994
01/2001
2.06$ 3.53 12.27%
10Y -4.05 03/1999
02/2009
0.66$ 0.08 1.00$ 3.42 1.40$ 6.82 1.93$ 8.38 05/1997
04/2007
2.23$ 1.89 14.11%
15Y -1.87 10/2007
09/2022
0.75$ 1.32 1.21$ 2.70 1.49$ 4.98 2.07$ 6.74 02/2003
01/2018
2.66$ 5.52 4.97%
20Y 0.13 04/2000
03/2020
1.02$ 1.83 1.43$ 3.53 2.00$ 4.88 2.59$ 6.05 07/1994
06/2014
3.23$ 3.11 0.00%
30Y 4.04 02/1994
01/2024
3.28$ 4.04 3.28$ 4.04 3.28$ 4.04 3.28$ 4.04 02/1994
01/2024
3.28$ 4.04 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
Swipe left to see all data
Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -52.96 03/2008
02/2009
0.47$ -9.11 0.90$ 11.89 1.11$ 29.13 1.29$ 92.07 05/1985
04/1986
1.92$ 8.38 30.41%
2Y -30.58 03/2007
02/2009
0.48$ -3.20 0.93$ 10.15 1.21$ 22.46 1.49$ 58.72 01/1985
12/1986
2.51$ 1.70 21.73%
3Y -18.37 04/2000
03/2003
0.54$ -1.60 0.95$ 9.18 1.30$ 20.89 1.76$ 53.23 08/1984
07/1987
3.59$ 5.56 18.73%
5Y -8.13 06/2007
05/2012
0.65$ 1.34 1.06$ 8.37 1.49$ 18.90 2.37$ 38.41 08/1982
07/1987
5.07$ 7.68 9.83%
7Y -1.10 11/2007
10/2014
0.92$ 3.70 1.28$ 7.71 1.68$ 17.11 3.02$ 28.01 08/1982
07/1989
5.63$ 7.14 0.71%
10Y -1.57 03/1999
02/2009
0.85$ 4.18 1.50$ 9.22 2.41$ 16.23 4.50$ 21.29 08/1982
07/1992
6.88$ 4.73 0.75%
15Y 0.46 10/2007
09/2022
1.07$ 4.61 1.96$ 9.85 4.09$ 15.05 8.19$ 19.85 08/1982
07/1997
15.11$ 8.22 0.00%
20Y 2.21 04/2000
03/2020
1.54$ 5.89 3.14$ 11.11 8.22$ 14.28 14.43$ 16.28 04/1978
03/1998
20.43$ 5.76 0.00%
30Y 6.13 04/1990
03/2020
5.95$ 7.42 8.57$ 10.68 20.97$ 12.55 34.70$ 13.84 06/1977
05/2007
48.78$ 6.68 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -52.96 03/2008
02/2009
0.47$ -14.27 0.85$ 7.07 1.07$ 24.52 1.24$ 89.07 05/1985
04/1986
1.89$ 5.11 39.03%
2Y -31.98 03/2007
02/2009
0.46$ -7.77 0.85$ 5.70 1.11$ 18.42 1.40$ 54.88 01/1985
12/1986
2.39$ -2.88 34.66%
3Y -20.32 04/2000
03/2003
0.50$ -6.60 0.81$ 4.84 1.15$ 17.91 1.63$ 48.74 08/1984
07/1987
3.29$ -0.10 30.46%
5Y -9.96 06/2007
05/2012
0.59$ -2.63 0.87$ 3.92 1.21$ 15.75 2.07$ 34.20 08/1982
07/1987
4.35$ 3.38 30.85%
7Y -5.48 07/1975
06/1982
0.67$ -0.14 0.99$ 3.94 1.31$ 13.01 2.35$ 23.62 08/1982
07/1989
4.41$ 3.53 16.25%
10Y -5.74 08/1972
07/1982
0.55$ 0.04 1.00$ 5.80 1.75$ 11.33 2.92$ 16.94 08/1982
07/1992
4.78$ 1.89 14.72%
15Y -1.87 10/2007
09/2022
0.75$ 2.29 1.40$ 5.75 2.31$ 9.85 4.09$ 16.07 01/1985
12/1999
9.34$ 5.52 2.13%
20Y 0.13 04/2000
03/2020
1.02$ 3.53 2.00$ 5.71 3.03$ 10.11 6.86$ 11.93 04/1980
03/2000
9.52$ 3.11 0.00%
30Y 3.68 10/1992
09/2022
2.95$ 4.74 4.01$ 6.55 6.71$ 8.21 10.65$ 9.25 06/1977
05/2007
14.20$ 4.04 0.00%
Annualized rolling and percentiles/median 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

In which months is it better to invest in Vanguard FTSE Europe (VGK) ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.
For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.15
20%
-1.84
40%
-1.99
80%
2.61
80%
0.38
60%
0.65
60%
2.16
80%
-1.41
40%
-4.02
20%
1.76
60%
7.21
80%
3.82
80%
Best 9.6
2023
3.2
2019
3.3
2021
6.4
2020
5.8
2020
6.4
2019
5.0
2022
4.3
2020
2.6
2019
8.4
2022
16.4
2020
5.7
2020
Worst -3.6
2022
-8.0
2020
-16.7
2020
-6.2
2022
-5.7
2019
-9.9
2022
-2.6
2019
-7.5
2022
-9.7
2022
-5.4
2020
-4.9
2021
-1.7
2022
Monthly Seasonality over the period Feb 1970 - Jan 2024
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Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
1.10
50%
-0.46
50%
-0.19
60%
2.87
90%
0.50
60%
-0.59
30%
1.89
80%
-1.54
50%
-2.41
40%
0.18
50%
3.38
50%
1.34
60%
Best 9.6
2023
7.3
2014
7.0
2016
6.4
2020
5.8
2020
6.4
2019
5.0
2022
4.3
2020
3.2
2017
8.4
2022
16.4
2020
5.7
2020
Worst -5.6
2016
-8.0
2020
-16.7
2020
-6.2
2022
-5.7
2019
-9.9
2022
-4.3
2014
-7.5
2022
-9.7
2022
-7.9
2018
-4.9
2021
-4.8
2018
Monthly Seasonality over the period Feb 1970 - Jan 2024
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.44
53%
0.45
53%
1.04
70%
2.39
72%
-0.16
54%
0.18
50%
1.33
63%
-0.06
53%
-0.87
54%
0.86
57%
1.72
65%
2.60
72%
Best 12.7
1975
11.1
1986
8.8
1986
13.5
2003
14.3
2009
8.3
2012
14.2
2010
12.2
1982
11.3
2010
18.1
1974
16.4
2020
10.2
1999
Worst -13.8
2009
-10.4
2009
-16.7
2020
-10.4
1970
-12.0
2012
-9.9
2022
-11.1
2002
-12.5
1998
-13.1
2002
-21.8
2008
-9.6
1973
-5.1
1980
Monthly Seasonality over the period Feb 1970 - Jan 2024

Monthly Returns

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

VANGUARD FTSE EUROPE (VGK) ETF
Monthly Returns Distribution
Data Source: 1 February 1994 - 31 January 2024 (30 Years)
Data Source: 1 January 1970 - 31 January 2024 (~54 years)
214 Positive Months (59%) - 146 Negative Months (41%)
389 Positive Months (60%) - 260 Negative Months (40%)
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(Scroll down to see all data)
Investment Returns, up to December 2005, 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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