Data Source: from January 1970 to September 2023 (~54 years)
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Consolidated Returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Category: Stocks
ETF: Vanguard FTSE Europe (VGK)
ETF • LIVE PERFORMANCE (USD currency)
1.71%
1 Day
Oct 02 2023, 04:00PM Eastern Time
1.71%
Current Month
October 2023
In the last 30 Years, the Vanguard FTSE Europe (VGK) ETF obtained a 6.79% compound annual return, with a 17.85% standard deviation.
Table of contents
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▾ |
|---|---|---|
| European Stocks | 100.00% | |
| Gone Fishin' Portfolio | Alexander Green | 10.00% |
| Coward's Portfolio | Bill Bernstein | 5.00% |
| Family Taxable Portfolio | Ted Aronson | 5.00% |
| Sheltered Sam 100/0 | Bill Bernstein | 5.00% |
| Sheltered Sam 90/10 | Bill Bernstein | 4.50% |
| Sheltered Sam 80/20 | Bill Bernstein | 4.00% |
| Sheltered Sam 70/30 | Bill Bernstein | 3.50% |
| Sheltered Sam 60/40 | Bill Bernstein | 3.00% |
| Sheltered Sam 50/50 | Bill Bernstein | 2.50% |
| Sheltered Sam 40/60 | Bill Bernstein | 2.00% |
| Sheltered Sam 30/70 | Bill Bernstein | 1.50% |
| Sheltered Sam 20/80 | Bill Bernstein | 1.00% |
| Sheltered Sam 10/90 | Bill Bernstein | 0.50% |
Investment Returns as of Sep 30, 2023
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.
VANGUARD FTSE EUROPE (VGK) ETF
Consolidated returns as of 30 September 2023
Live Update: Oct 02 2023, 04:00PM Eastern Time
Swipe left to see all data
| Chg (%) | Return (%) | Return (%) as of Sep 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Day | Time ET(*) | Oct 2023 | 1M | 6M | 1Y | 5Y | 10Y | 30Y |
MAX
(~54Y) |
|||
| Vanguard FTSE Europe (VGK) ETF | -1.71 | -1.71 | -4.49 | -2.83 | 29.74 | 3.96 | 4.01 | 6.79 | 8.56 | |||
| US Inflation Adjusted return | -4.49 | -4.47 | 25.42 | -0.04 | 1.23 | 4.16 | 4.41 | |||||
Returns over 1 year are annualized | Available data source: since Jan 1970
(*) Eastern Time (ET - America/New York)
US Inflation is updated to Aug 2023.
Waiting for updates, inflation of Sep 2023 is set to 0%.
Current inflation (annualized) is
1Y: 3.44%
, 5Y: 3.99%
, 10Y: 2.75%
, 30Y: 2.53%
Live update: World Markets and Indexes
In 2022, the Vanguard FTSE Europe (VGK) ETF granted a 2.67% 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 Sep 30, 2023
An investment of 1$, since October 1993,
now would be worth 7.18$, with a total return of 618.20% (6.79% annualized).
The Inflation Adjusted Capital now would be 3.39$, with a net total return of 239.42% (4.16% annualized).
The Inflation Adjusted Capital now would be 3.39$, with a net total return of 239.42% (4.16% annualized).
An investment of 1$, since January 1970,
now would be worth 82.85$, with a total return of 8184.62% (8.56% annualized).
The Inflation Adjusted Capital now would be 10.17$, with a net total return of 917.28% (4.41% annualized).
The Inflation Adjusted Capital now would be 10.17$, with a net total return of 917.28% (4.41% annualized).
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Investment Metrics as of Sep 30, 2023
Metrics of Vanguard FTSE Europe (VGK) ETF, updated as of 30 September 2023.
Metrics are calculated based on monthly returns, assuming:
- no fees or capital gain taxes.
- the reinvestment of dividends.
VANGUARD FTSE EUROPE (VGK) ETF
Advanced Metrics
Data Source: 1 January 1970 - 30 September 2023 (~54 years)
Swipe left to see all data
| Metrics as of Sep 30, 2023 | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| 1M | 3M | 6M | 1Y | 3Y | 5Y | 10Y | 20Y | 30Y |
MAX
(~54Y) |
|
| Investment Return (%) | -4.49 | -5.70 | -2.83 | 29.74 | 6.99 | 3.96 | 4.01 | 6.26 | 6.79 | 8.56 |
| Infl. Adjusted Return (%) details | -4.49 | -6.29 | -4.47 | 25.42 | 1.26 | -0.04 | 1.23 | 3.61 | 4.16 | 4.41 |
| US Inflation (%) | 0.00 | 0.63 | 1.72 | 3.44 | 5.66 | 3.99 | 2.75 | 2.56 | 2.53 | 3.98 |
| Waiting for updates, inflation of Sep 2023 is temporarily set to 0%. Returns / Inflation rates over 1 year are annualized. | ||||||||||
|
DRAWDOWN
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Deepest Drawdown Depth (%) | -8.36 | -30.98 | -30.98 | -30.98 | -59.77 | -59.77 | -59.77 | |||
| Start to Recovery (# months) details | 2* | 25* | 25* | 25* | 78 | 78 | 78 | |||
| Start (yyyy mm) | 2023 08 | 2021 09 | 2021 09 | 2021 09 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 2 | 13 | 13 | 13 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 0 | 12 | 12 | 12 | 62 | 62 | 62 | |||
| End (yyyy mm) | - | - | - | - | 2014 04 | 2014 04 | 2014 04 | |||
| Longest Drawdown Depth (%) | -5.12 |
same as deepest |
same as deepest |
-20.91 |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 3 | 36 | ||||||||
| Start (yyyy mm) | 2023 05 | 2021 09 | 2021 09 | 2014 06 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 1 | 13 | 13 | 21 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 09 | 2022 09 | 2016 02 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 12 | 12 | 15 | 62 | 62 | 62 | |||
| End (yyyy mm) | 2023 07 | - | - | 2017 05 | 2014 04 | 2014 04 | 2014 04 | |||
| Longest negative period (# months) details | 8* | 29* | 48 | 78 | 155 | 155 | 155 | |||
| Period Start (yyyy mm) | 2023 02 | 2021 05 | 2018 10 | 2013 10 | 2007 05 | 2007 05 | 2007 05 | |||
| Period End (yyyy mm) | 2023 09 | 2023 09 | 2022 09 | 2020 03 | 2020 03 | 2020 03 | 2020 03 | |||
| Annualized Return (%) | -3.18 | -1.82 | -1.64 | -0.21 | -0.29 | -0.29 | -0.29 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
| Deepest Drawdown Depth (%) | -8.76 | -36.38 | -36.38 | -36.38 | -60.39 | -60.39 | -60.39 | |||
| Start to Recovery (# months) details | 2* | 25* | 25* | 25* | 158 | 158 | 158 | |||
| Start (yyyy mm) | 2023 08 | 2021 09 | 2021 09 | 2021 09 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 2 | 13 | 13 | 13 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 09 | 2022 09 | 2022 09 | 2022 09 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 0 | 12 | 12 | 12 | 142 | 142 | 142 | |||
| End (yyyy mm) | - | - | - | - | 2020 12 | 2020 12 | 2020 12 | |||
| Longest Drawdown Depth (%) | -5.36 |
same as deepest |
same as deepest |
-20.65 |
same as deepest |
same as deepest |
same as deepest |
|||
| Start to Recovery (# months) details | 3 | 38 | ||||||||
| Start (yyyy mm) | 2023 05 | 2021 09 | 2021 09 | 2014 06 | 2007 11 | 2007 11 | 2007 11 | |||
| Start to Bottom (# months) | 1 | 13 | 13 | 21 | 16 | 16 | 16 | |||
| Bottom (yyyy mm) | 2023 05 | 2022 09 | 2022 09 | 2016 02 | 2009 02 | 2009 02 | 2009 02 | |||
| Bottom to End (# months) | 2 | 12 | 12 | 17 | 142 | 142 | 142 | |||
| End (yyyy mm) | 2023 07 | - | - | 2017 07 | 2020 12 | 2020 12 | 2020 12 | |||
| Longest negative period (# months) details | 8* | 34* | 60* | 109 | 198 | 198 | 198 | |||
| Period Start (yyyy mm) | 2023 02 | 2020 12 | 2018 10 | 2013 10 | 2006 04 | 2006 04 | 2006 04 | |||
| Period End (yyyy mm) | 2023 09 | 2023 09 | 2023 09 | 2022 10 | 2022 09 | 2022 09 | 2022 09 | |||
| Annualized Return (%) | -6.87 | -2.05 | -0.04 | -0.30 | -0.01 | -0.01 | -0.01 | |||
| Drawdowns / Negative periods marked with * are in progress | ||||||||||
|
RISK INDICATORS
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Standard Deviation (%) | 19.91 | 20.87 | 20.38 | 16.71 | 18.76 | 17.85 | 17.39 | |||
| Sharpe Ratio | 1.27 | 0.26 | 0.12 | 0.18 | 0.27 | 0.26 | 0.26 | |||
| Sortino Ratio | 1.91 | 0.38 | 0.16 | 0.25 | 0.36 | 0.34 | 0.36 | |||
| Ulcer Index | 3.03 | 11.11 | 10.73 | 10.56 | 18.86 | 18.64 | 15.64 | |||
| Ratio: Return / Standard Deviation | 1.49 | 0.33 | 0.19 | 0.24 | 0.33 | 0.38 | 0.49 | |||
| Ratio: Return / Deepest Drawdown | 3.56 | 0.23 | 0.13 | 0.13 | 0.10 | 0.11 | 0.14 | |||
| % Positive Months details | 58% | 55% | 56% | 56% | 58% | 59% | 60% | |||
| Positive Months | 7 | 20 | 34 | 68 | 140 | 215 | 387 | |||
| Negative Months | 5 | 16 | 26 | 52 | 100 | 145 | 258 | |||
|
LONG TERM RETURNS
Inflation Adjusted:
Inflation Adjusted:
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Best 10 Years Return (%) - Annualized | 4.01 | 10.03 | 11.15 | 21.29 | ||||||
| Worst 10 Years Return (%) - Annualized | 0.38 | -1.57 | -1.57 | |||||||
| Best 10 Years Return (%) - Annualized | 1.23 | 8.12 | 8.36 | 16.94 | ||||||
| Worst 10 Years Return (%) - Annualized | -1.41 | -4.04 | -5.71 | |||||||
|
ROLLING PERIOD RETURNS
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 | 6.79 | ||||
| Worst Rolling Return (%) - Annualized | -52.96 | -18.37 | -8.13 | -1.57 | 2.21 | |||||
| % Positive Periods | 65% | 73% | 82% | 98% | 100% | 100% | ||||
| Best Rolling Return (%) - Annualized | 55.21 | 27.06 | 21.88 | 8.36 | 6.03 | 4.16 | ||||
| Worst Rolling Return (%) - Annualized | -53.07 | -20.34 | -9.94 | -4.04 | 0.14 | |||||
| % Positive Periods | 61% | 68% | 67% | 85% | 100% | 100% | ||||
| Over all the available data source (Jan 1970 - Sep 2023) | ||||||||||
| 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% | ||||
| Best Rolling Return (%) - Annualized | 89.07 | 48.74 | 34.20 | 16.94 | 11.92 | 9.23 | ||||
| Worst Rolling Return (%) - Annualized | -53.07 | -20.34 | -9.94 | -5.71 | 0.14 | 3.68 | ||||
| % Positive Periods | 60% | 69% | 68% | 85% | 100% | 100% | ||||
|
WITHDRAWAL RATES (WR)
|
1Y | 3Y | 5Y | 10Y | 20Y | 30Y | MAX | |||
| Safe WR (%) | 37.82 | 20.60 | 10.94 | 8.43 | 7.54 | 4.15 | ||||
| Perpetual WR (%) | 1.25 | 0.00 | 1.22 | 3.48 | 3.99 | 4.22 | ||||
- 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 original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
- Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).
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Correlations as of Sep 30, 2023
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.
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 30 September 2023
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 |
0.81
|
0.89
|
0.85
|
0.84
|
0.83
|
|
SPY
|
US Large Cap |
0.81
|
0.89
|
0.85
|
0.83
|
0.82
|
|
IJR
|
US Small Cap |
0.72
|
0.85
|
0.74
|
0.74
|
0.72
|
|
VNQ
|
US REITs |
0.88
|
0.81
|
0.65
|
0.60
|
0.59
|
|
QQQ
|
US Technology |
0.51
|
0.77
|
0.74
|
0.65
|
0.63
|
|
PFF
|
Preferred Stocks |
0.64
|
0.76
|
0.67
|
0.48
|
0.47
|
|
EFA
|
EAFE Stocks |
0.99
|
0.99
|
0.99
|
0.95
|
0.94
|
|
VT
|
World All Countries |
0.92
|
0.95
|
0.93
|
0.93
|
0.93
|
|
EEM
|
Emerging Markets |
0.81
|
0.81
|
0.77
|
0.78
|
0.75
|
|
VPL
|
Pacific |
0.90
|
0.91
|
0.87
|
0.73
|
0.71
|
|
FLLA
|
Latin America |
0.65
|
0.69
|
0.63
|
0.69
|
0.68
|
|
BND
|
US Total Bond Market |
0.73
|
0.49
|
0.38
|
0.17
|
0.17
|
|
TLT
|
Long Term Treasuries |
0.68
|
0.11
|
0.03
|
-0.13
|
-0.12
|
|
BIL
|
US Cash |
-0.57
|
-0.09
|
-0.05
|
0.00
|
0.00
|
|
TIP
|
TIPS |
0.80
|
0.56
|
0.44
|
0.20
|
0.20
|
|
LQD
|
Invest. Grade Bonds |
0.81
|
0.67
|
0.58
|
0.35
|
0.35
|
|
HYG
|
High Yield Bonds |
0.88
|
0.82
|
0.78
|
0.68
|
0.67
|
|
CWB
|
US Convertible Bonds |
0.70
|
0.78
|
0.76
|
0.77
|
0.76
|
|
BNDX
|
International Bonds |
0.68
|
0.46
|
0.34
|
0.16
|
0.17
|
|
EMB
|
Emerg. Market Bonds |
0.85
|
0.81
|
0.74
|
0.58
|
0.57
|
|
GLD
|
Gold |
0.61
|
0.28
|
0.18
|
0.15
|
0.14
|
|
DBC
|
Commodities |
0.49
|
0.62
|
0.53
|
0.40
|
0.40
|
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 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1970 - 30 September 2023 (~54 years)
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 | in progress | 12 | 25 | 13.21 |
| -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 period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -60.39% | Nov 2007 | Feb 2009 | 16 | Dec 2020 | 142 | 158 | 26.58 |
| -50.23% | Jan 2000 | Mar 2003 | 39 | Mar 2006 | 36 | 75 | 26.92 |
| -36.38% | Sep 2021 | Sep 2022 | 13 | in progress | 12 | 25 | 18.71 |
| -16.23% | Aug 1998 | Sep 1998 | 2 | Nov 1999 | 14 | 16 | 6.34 |
| -8.13% | Feb 1994 | Jun 1994 | 5 | Apr 1995 | 10 | 15 | 4.62 |
| -5.85% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 | 3.38 |
| -5.19% | Oct 1997 | Oct 1997 | 1 | Jan 1998 | 3 | 4 | 2.88 |
| -4.22% | Aug 1995 | Aug 1995 | 1 | Dec 1995 | 4 | 5 | 2.20 |
| -3.41% | May 2006 | May 2006 | 1 | Aug 2006 | 3 | 4 | 2.11 |
| -3.35% | Jun 2007 | Jul 2007 | 2 | Sep 2007 | 2 | 4 | 2.00 |
| -2.30% | Jun 2021 | Jun 2021 | 1 | Aug 2021 | 2 | 3 | 1.24 |
| -2.25% | Nov 1993 | Nov 1993 | 1 | Dec 1993 | 1 | 2 | 1.30 |
| -1.77% | Feb 2007 | Feb 2007 | 1 | Mar 2007 | 1 | 2 | 1.02 |
| -1.39% | Jul 1996 | Jul 1996 | 1 | Aug 1996 | 1 | 2 | 0.80 |
| -1.32% | Jan 2021 | Jan 2021 | 1 | Feb 2021 | 1 | 2 | 0.76 |
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 | in progress | 12 | 25 | 13.21 |
| -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 |
Swipe left to see all data
Drawdown period |
Recovery period |
Total |
|||||
|---|---|---|---|---|---|---|---|
| Drawdown | Start | Bottom | #Months | End | #Months | #Months | Ulcer Index |
| -60.39% | Nov 2007 | Feb 2009 | 16 | Dec 2020 | 142 | 158 | 26.58 |
| -50.23% | Jan 2000 | Mar 2003 | 39 | Mar 2006 | 36 | 75 | 26.92 |
| -48.69% | Jan 1973 | Jul 1982 | 115 | Jun 1985 | 35 | 150 | 26.57 |
| -36.38% | Sep 2021 | Sep 2022 | 13 | in progress | 12 | 25 | 18.71 |
| -28.91% | Jan 1970 | Jun 1970 | 6 | Dec 1971 | 18 | 24 | 13.85 |
| -23.41% | Oct 1987 | Nov 1987 | 2 | Jul 1989 | 20 | 22 | 14.94 |
| -21.60% | Aug 1990 | Sep 1990 | 2 | Oct 1993 | 37 | 39 | 12.37 |
| -16.23% | Aug 1998 | Sep 1998 | 2 | Nov 1999 | 14 | 16 | 6.34 |
| -9.08% | May 1986 | May 1986 | 1 | Aug 1986 | 3 | 4 | 5.59 |
| -8.13% | Feb 1994 | Jun 1994 | 5 | Apr 1995 | 10 | 15 | 4.62 |
| -7.30% | Oct 1989 | Oct 1989 | 1 | Dec 1989 | 2 | 3 | 3.84 |
| -7.08% | Sep 1986 | Sep 1986 | 1 | Dec 1986 | 3 | 4 | 4.42 |
| -5.85% | Aug 1997 | Aug 1997 | 1 | Sep 1997 | 1 | 2 | 3.38 |
| -5.82% | Jan 1990 | Apr 1990 | 4 | May 1990 | 1 | 5 | 3.15 |
| -5.19% | Oct 1997 | Oct 1997 | 1 | Jan 1998 | 3 | 4 | 2.88 |
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 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1970 - 30 September 2023 (~54 years)
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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$ | -12.44 | 0.87$ | 10.81 | 1.10$ | 27.24 | 1.27$ | 58.54 |
03/2009 02/2010 |
1.58$ | 29.74 | 34.10% |
| 2Y | -30.58 |
03/2007 02/2009 |
0.48$ | -6.42 | 0.87$ | 9.06 | 1.18$ | 22.61 | 1.50$ | 38.87 |
03/2009 02/2011 |
1.92$ | -2.72 | 27.89% |
| 3Y | -18.37 |
04/2000 03/2003 |
0.54$ | -4.27 | 0.87$ | 7.51 | 1.24$ | 20.84 | 1.76$ | 30.55 |
04/2003 03/2006 |
2.22$ | 6.99 | 26.15% |
| 5Y | -8.13 |
06/2007 05/2012 |
0.65$ | -0.63 | 0.96$ | 4.95 | 1.27$ | 15.77 | 2.07$ | 25.37 |
10/2002 09/2007 |
3.09$ | 3.96 | 17.28% |
| 7Y | -1.10 |
11/2007 10/2014 |
0.92$ | 2.45 | 1.18$ | 5.64 | 1.46$ | 8.91 | 1.81$ | 15.71 |
10/1993 09/2000 |
2.77$ | 5.86 | 1.44% |
| 10Y | -1.57 |
03/1999 02/2009 |
0.85$ | 1.94 | 1.21$ | 5.71 | 1.74$ | 9.54 | 2.48$ | 11.15 |
05/1997 04/2007 |
2.87$ | 4.01 | 1.66% |
| 15Y | 0.46 |
10/2007 09/2022 |
1.07$ | 3.58 | 1.69$ | 4.93 | 2.05$ | 7.44 | 2.93$ | 9.00 |
10/1993 09/2008 |
3.64$ | 4.63 | 0.00% |
| 20Y | 2.21 |
04/2000 03/2020 |
1.54$ | 4.04 | 2.20$ | 5.97 | 3.18$ | 7.63 | 4.35$ | 8.59 |
07/1994 06/2014 |
5.19$ | 6.26 | 0.00% |
| 30Y | 6.79 |
10/1993 09/2023 |
7.18$ | 6.79 | 7.18$ | 6.79 | 7.18$ | 6.79 | 7.18$ | 6.79 |
10/1993 09/2023 |
7.18$ | 6.79 | 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 | -53.07 |
03/2008 02/2009 |
0.46$ | -15.52 | 0.84$ | 8.02 | 1.08$ | 24.36 | 1.24$ | 55.21 |
03/2009 02/2010 |
1.55$ | 25.42 | 38.40% |
| 2Y | -32.01 |
03/2007 02/2009 |
0.46$ | -9.01 | 0.82$ | 6.78 | 1.14$ | 19.23 | 1.42$ | 35.98 |
03/2009 02/2011 |
1.84$ | -8.04 | 36.50% |
| 3Y | -20.34 |
04/2000 03/2003 |
0.50$ | -6.67 | 0.81$ | 4.76 | 1.14$ | 17.90 | 1.63$ | 27.06 |
04/2003 03/2006 |
2.05$ | 1.26 | 31.08% |
| 5Y | -9.94 |
06/2007 05/2012 |
0.59$ | -2.89 | 0.86$ | 2.52 | 1.13$ | 13.05 | 1.84$ | 21.88 |
10/2002 09/2007 |
2.68$ | -0.04 | 32.89% |
| 7Y | -2.89 |
11/2007 10/2014 |
0.81$ | 0.13 | 1.00$ | 3.20 | 1.24$ | 6.48 | 1.55$ | 12.77 |
10/1993 09/2000 |
2.31$ | 2.29 | 11.91% |
| 10Y | -4.04 |
03/1999 02/2009 |
0.66$ | 0.07 | 1.00$ | 3.58 | 1.42$ | 6.85 | 1.93$ | 8.36 |
05/1997 04/2007 |
2.23$ | 1.23 | 14.11% |
| 15Y | -1.88 |
10/2007 09/2022 |
0.75$ | 1.34 | 1.22$ | 2.68 | 1.48$ | 4.97 | 2.07$ | 6.74 |
02/2003 01/2018 |
2.65$ | 2.30 | 4.97% |
| 20Y | 0.14 |
04/2000 03/2020 |
1.02$ | 1.84 | 1.43$ | 3.61 | 2.03$ | 5.17 | 2.74$ | 6.03 |
07/1994 06/2014 |
3.22$ | 3.61 | 0.00% |
| 30Y | 4.16 |
10/1993 09/2023 |
3.39$ | 4.16 | 3.39$ | 4.16 | 3.39$ | 4.16 | 3.39$ | 4.16 |
10/1993 09/2023 |
3.39$ | 4.16 | 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$ | -9.21 | 0.90$ | 11.80 | 1.11$ | 29.18 | 1.29$ | 92.07 |
05/1985 04/1986 |
1.92$ | 29.74 | 30.60% |
| 2Y | -30.58 |
03/2007 02/2009 |
0.48$ | -3.20 | 0.93$ | 10.20 | 1.21$ | 22.47 | 1.49$ | 58.72 |
01/1985 12/1986 |
2.51$ | -2.72 | 21.70% |
| 3Y | -18.37 |
04/2000 03/2003 |
0.54$ | -1.60 | 0.95$ | 9.29 | 1.30$ | 21.00 | 1.77$ | 53.23 |
08/1984 07/1987 |
3.59$ | 6.99 | 18.85% |
| 5Y | -8.13 |
06/2007 05/2012 |
0.65$ | 1.31 | 1.06$ | 8.37 | 1.49$ | 18.90 | 2.37$ | 38.41 |
08/1982 07/1987 |
5.07$ | 3.96 | 9.90% |
| 7Y | -1.10 |
11/2007 10/2014 |
0.92$ | 3.68 | 1.28$ | 7.74 | 1.68$ | 17.22 | 3.04$ | 28.01 |
08/1982 07/1989 |
5.63$ | 5.86 | 0.71% |
| 10Y | -1.57 |
03/1999 02/2009 |
0.85$ | 4.27 | 1.51$ | 9.24 | 2.41$ | 16.23 | 4.50$ | 21.29 |
08/1982 07/1992 |
6.88$ | 4.01 | 0.76% |
| 15Y | 0.46 |
10/2007 09/2022 |
1.07$ | 4.59 | 1.96$ | 9.92 | 4.13$ | 15.05 | 8.19$ | 19.85 |
08/1982 07/1997 |
15.11$ | 4.63 | 0.00% |
| 20Y | 2.21 |
04/2000 03/2020 |
1.54$ | 5.97 | 3.18$ | 11.15 | 8.27$ | 14.28 | 14.43$ | 16.28 |
04/1978 03/1998 |
20.43$ | 6.26 | 0.00% |
| 30Y | 6.13 |
04/1990 03/2020 |
5.95$ | 7.44 | 8.62$ | 10.71 | 21.18$ | 12.55 | 34.70$ | 13.84 |
06/1977 05/2007 |
48.78$ | 6.79 | 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 | -53.07 |
03/2008 02/2009 |
0.46$ | -14.27 | 0.85$ | 7.00 | 1.07$ | 24.52 | 1.24$ | 89.07 |
05/1985 04/1986 |
1.89$ | 25.42 | 39.27% |
| 2Y | -32.01 |
03/2007 02/2009 |
0.46$ | -7.84 | 0.84$ | 5.82 | 1.11$ | 18.56 | 1.40$ | 54.94 |
01/1985 12/1986 |
2.40$ | -8.04 | 34.24% |
| 3Y | -20.34 |
04/2000 03/2003 |
0.50$ | -6.56 | 0.81$ | 4.92 | 1.15$ | 17.95 | 1.64$ | 48.74 |
08/1984 07/1987 |
3.29$ | 1.26 | 30.49% |
| 5Y | -9.94 |
06/2007 05/2012 |
0.59$ | -2.63 | 0.87$ | 3.93 | 1.21$ | 15.75 | 2.07$ | 34.20 |
08/1982 07/1987 |
4.35$ | -0.04 | 31.06% |
| 7Y | -5.45 |
07/1975 06/1982 |
0.67$ | -0.16 | 0.98$ | 3.93 | 1.30$ | 13.08 | 2.36$ | 23.63 |
08/1982 07/1989 |
4.41$ | 2.29 | 16.01% |
| 10Y | -5.71 |
08/1972 07/1982 |
0.55$ | 0.02 | 1.00$ | 5.81 | 1.75$ | 11.34 | 2.92$ | 16.94 |
08/1982 07/1992 |
4.78$ | 1.23 | 14.83% |
| 15Y | -1.88 |
10/2007 09/2022 |
0.75$ | 2.26 | 1.39$ | 5.78 | 2.32$ | 9.86 | 4.09$ | 16.08 |
01/1985 12/1999 |
9.35$ | 2.30 | 2.15% |
| 20Y | 0.14 |
04/2000 03/2020 |
1.02$ | 3.58 | 2.02$ | 5.72 | 3.04$ | 10.12 | 6.87$ | 11.92 |
04/1980 03/2000 |
9.50$ | 3.61 | 0.00% |
| 30Y | 3.68 |
10/1992 09/2022 |
2.95$ | 4.75 | 4.02$ | 6.70 | 6.99$ | 8.21 | 10.66$ | 9.23 |
06/1977 05/2007 |
14.14$ | 4.16 | 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.
For further information about the seasonality, check the Asset Class Seasonality page.
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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 |
1.74
40% |
-1.84
40% |
-1.99
80% |
2.61
80% |
0.38
60% |
0.65
60% |
2.16
80% |
-1.41
40% |
-4.02
20% |
0.80
60% |
5.12
60% |
1.78
60% |
| 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 |
-7.9 2018 |
-4.9 2021 |
-4.8 2018 |
Monthly Seasonality over the period Feb 1970 - Sep 2023
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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 |
0.77
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% |
0.91
60% |
2.51
50% |
1.10
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 - Sep 2023
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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 |
0.48
54% |
0.45
53% |
1.04
70% |
2.39
72% |
-0.16
54% |
0.18
50% |
1.33
63% |
-0.06
53% |
-0.87
54% |
0.93
58% |
1.57
64% |
2.55
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 - Sep 2023
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 October 1993 - 30 September 2023 (30 Years)
Data Source: 1 January 1970 - 30 September 2023 (~54 years)
215 Positive Months (60%) - 145 Negative Months (40%)
387 Positive Months (60%) - 258 Negative Months (40%)
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Investment Returns, up to December 2005, are simulated.
They have been derived using the historical series of equivalent ETFs / Assets.
They have been derived using the historical series of equivalent ETFs / Assets.
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