Vanguard Australian Shares INDEX ETF

10-Year Study

VAS.AU · · AU · ETF

Executive Summary: Vanguard Australian Shares INDEX ETF has compounded at 9.2% annually over the last 10 years, with a maximum drawdown of 26.9% and an annualized volatility of 14.8%.

1Y CAGR
+9.2%
3Y CAGR
+11.7%
5Y CAGR
+8.3%
10Y CAGR
+9.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
26.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.46
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.50
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +23.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -3.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20261.73.8-8.05.7————————2.6%
20254.4-3.8-3.33.54.21.52.33.2-0.60.5-2.81.510.7%
20241.10.93.4-3.00.90.94.10.43.1-1.33.6-3.011.4%
20236.3-2.7-0.11.9-2.61.72.8-0.7-2.9-3.85.07.312.0%
2022-6.42.16.8-0.9-2.8-8.75.71.1-6.46.26.4-3.3-1.7%
20210.31.42.83.22.32.20.92.6-1.9-0.1-0.12.417.0%
20204.7-7.8-20.78.84.82.60.63.0-3.51.810.31.41.9%
20194.05.70.92.41.53.93.0-2.32.1-0.73.2-1.923.8%
2018-0.40.4-3.83.91.23.11.31.4-1.1-6.2-2.3-0.2-3.1%
2017-0.72.23.21.0-2.80.30.10.60.04.11.61.811.8%
2016———3.53.0-2.56.4-1.60.6-2.22.84.214.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 14.8%. The dominant macroeconomic risk driver is VTI.US, accounting for 53.8% of variance. Idiosyncratic stock-specific factors contribute 13.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110349.489372684204
2016-05-0110660.612568436965
2016-06-0110397.717846148176
2016-07-0111059.206039043635
2016-08-0110887.629730676352
2016-09-0110956.2510369237
2016-10-0110711.375744280791
2016-11-0111008.926760926872
2016-12-0111474.228989621546
2017-01-0111393.717624937784
2017-02-0111648.616513355579
2017-03-0112017.346581377773
2017-04-0112133.666377864216
2017-05-0111788.094272494332
2017-06-0111823.603148561211
2017-07-0111837.083156672259
2017-08-0111911.81079138017
2017-09-0111915.059818976166
2017-10-0112402.552214869027
2017-11-0112605.190148763988
2017-12-0112830.893874315632
2018-01-0112782.849742842924
2018-02-0112829.396095636625
2018-03-0112345.751838811362
2018-04-0112824.096263387839
2018-05-0112973.367190812394
2018-06-0113377.583092152563
2018-07-0113552.10887238004
2018-08-0113747.488340369055
2018-09-0113592.871495197893
2018-10-0112744.621822404926
2018-11-0112451.702398289306
2018-12-0112429.281803602044
2019-01-0112928.871642671484
2019-02-0113665.018342028132
2019-03-0113783.365900418456
2019-04-0114118.937452762366
2019-05-0114335.51624974653
2019-06-0114895.408962707616
2019-07-0115340.13401662765
2019-08-0114982.764023816988
2019-09-0115304.579055062955
2019-10-0115196.738990174572
2019-11-0115688.21778162848
2019-12-0115383.961325050233
2020-01-0116114.116909690858
2020-02-0114861.305694324112
2020-03-0111787.356904529282
2020-04-0112822.62152745774
2020-05-0113433.553929249545
2020-06-0113780.32425756263
2020-07-0113858.69264659797
2020-08-0114272.632587977216
2020-09-0113766.705992958137
2020-10-0114018.540195771197
2020-11-0115462.652312570282
2020-12-0115675.843825465003
2021-01-0115719.46374914742
2021-02-0115933.761313989717
2021-03-0116382.841447453317
2021-04-0116909.18391800468
2021-05-0117302.062786882223
2021-06-0117678.05132081037
2021-07-0117828.40525743359
2021-08-0118299.76772909101
2021-09-0117956.615112356445
2021-10-0117935.070142127675
2021-11-0117921.65926226335
2021-12-0118346.498423875975
2022-01-0117176.0189503567
2022-02-0117540.324810588605
2022-03-0118737.303445351816
2022-04-0118575.12857853891
2022-05-0118057.5653953214
2022-06-0116481.257028038417
2022-07-0117424.511954578134
2022-08-0117624.4999723487
2022-09-0116489.252861909412
2022-10-0117519.70155031615
2022-11-0118642.57470459196
2022-12-0118035.882168599186
2023-01-0119174.67786237027
2023-02-0118649.879255995726
2023-03-0118622.91923977363
2023-04-0118973.03076667834
2023-05-0118486.598337235242
2023-06-0118803.92003244419
2023-07-0119339.2722178185
2023-08-0119200.11705716445
2023-09-0118645.57026194997
2023-10-0117928.387744944423
2023-11-0118829.174885247114
2023-12-0120200.72538573562
2024-01-0120426.267812044905
2024-02-0120618.167824948847
2024-03-0121310.256788393828
2024-04-0120681.028443969255
2024-05-0120857.19025936918
2024-06-0121046.39427065091
2024-07-0121914.138109019856
2024-08-0122006.12476265969
2024-09-0122685.056316478334
2024-10-0122383.24239128431
2024-11-0123199.5548140911
2024-12-0122504.931148266263
2025-01-0123501.138311796047
2025-02-0122596.47998967685
2025-03-0121859.34245211717
2025-04-0122617.17237819603
2025-05-0123578.12413589692
2025-06-0123935.954983685733
2025-07-0124497.52981731709
2025-08-0125274.1856692536
2025-09-0125111.158220731104
2025-10-0125238.308109204194
2025-11-0124543.085331907758
2025-12-0124904.418677530557
2026-01-0125328.589599424857
2026-02-0126300.993603332907
2026-03-0124186.153151326344
2026-04-0125563.625638284146
Annual Return Matrix
YearAnnual Return
20170.11823582097944785
2018-0.03130039688953534
20190.23771924783231757
20200.018973169149839597
20210.1703675175732846
2022-0.016930547077722236
20230.1200297937688608
20240.11406549609142846
20250.10662052300698299
20260.02646947793840071
Total Factor Risk
0.14786372911054532
VTI.US Exposure
0.5383218931502468
VEA.US Exposure
0.43687201292715866
VWO.US Exposure
-0.07368802643794568
QQQ.US Exposure
-0.19990446667109643
VTV.US Exposure
-0.15440983559045182
IJR.US Exposure
0.06549162212353125
QUAL.US Exposure
0.055811503008253084
SHV.US Exposure
0.1175453339269275
TLT.US Exposure
0.021212715806004364
LQD.US Exposure
0.05174787353946974
HYG.US Exposure
-0.04576730545214751
GLD.US Exposure
0.028270615959937313
USO.US Exposure
-0.0030352265368750377
VNQ.US Exposure
0.003575536532226244
BTC-USD.CC Exposure
0.0306003216777939
CPER.US Exposure
0.00546984230265879
VIX.INDX Exposure
-0.004683527487621365
UUP.US Exposure
-0.0006018333044507632
TIP.US Exposure
-0.00962425622844827
Idiosyncratic Exposure
0.1367952067548292
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$4,760
Avg Yield on Cost
7.93%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2021$565.665.66%Solid
2022$1,452.2814.52%Solid
2023$807.458.07%Solid
2024$753.947.54%Solid
2025$795.767.96%Solid
2026$384.523.85%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+2.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.9% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.99
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard Australian Shares INDEX ETF a high-risk investment?

Vanguard Australian Shares INDEX ETF (VAS.AU) has an annualized volatility of 14.8% and experienced a maximum drawdown of 26.9% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of VAS.AU?

Over the past 10 years, VAS.AU has generated a Compound Annual Growth Rate (CAGR) of 9.2%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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