Vanguard FTSE Developed Markets Index Fund ETF Shares

10-Year Study

VEA.US · · US · ETF

Executive Summary: Vanguard FTSE Developed Markets Index Fund ETF Shares has compounded at 9.9% annually over the last 10 years, with a maximum drawdown of 28.1% and an annualized volatility of 14.3%.

1Y CAGR
+30.0%
3Y CAGR
+19.8%
5Y CAGR
+9.1%
10Y CAGR
+9.9%

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 →
28.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.43
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.63
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +35.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -15.3%
% 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.
20266.06.1-8.87.1————————9.9%
20254.42.3-0.04.05.13.4-1.44.42.51.81.03.235.2%
2024-1.12.73.7-3.44.7-1.73.02.91.1-5.10.4-3.53.1%
20239.0-3.52.62.6-3.74.53.1-3.9-3.8-3.48.85.618.0%
2022-3.9-2.60.7-6.81.7-9.25.3-5.8-9.96.112.5-2.2-15.3%
2021-0.72.42.83.13.6-0.90.51.3-3.43.2-4.64.311.7%
2020-3.0-7.7-15.27.05.63.52.65.2-1.8-3.514.35.69.7%
20197.52.30.62.8-5.25.9-2.0-1.93.23.21.33.622.6%
20184.7-5.1-0.41.3-1.4-1.72.3-1.70.7-8.60.5-5.7-14.7%
20173.71.13.12.23.40.62.90.02.51.80.91.726.4%
2016———2.3-0.3-2.14.20.41.6-2.4-1.52.44.6%

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 14.3%. The dominant macroeconomic risk driver is VEA.US, accounting for 100.0% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110231.31706175626
2016-05-0110200.671042153373
2016-06-019990.564649137044
2016-07-0110405.871052720968
2016-08-0110448.25464879737
2016-09-0110619.411913451413
2016-10-0110363.902612082535
2016-11-0110207.80416740577
2016-12-0110457.72774106378
2017-01-0110841.255882941263
2017-02-0110955.72555961066
2017-03-0111290.793739455996
2017-04-0111540.755054517458
2017-05-0111934.32240971313
2017-06-0112010.409079072015
2017-07-0112356.271300304574
2017-08-0112359.215129773816
2017-09-0112669.940104392723
2017-10-0112894.690161948363
2017-11-0113005.574405289835
2017-12-0113220.73814636871
2018-01-0113848.453168579526
2018-02-0113141.141526488804
2018-03-0113089.926442004673
2018-04-0113255.57346175475
2018-05-0113066.262582040375
2018-06-0112850.230788682109
2018-07-0113143.78342473043
2018-08-0112916.127279109001
2018-09-0113007.952113707302
2018-10-0111889.636588026162
2018-11-0111949.758643724927
2018-12-0111271.281433871402
2019-01-0112112.839248040276
2019-02-0112395.371394280668
2019-03-0112469.948407501483
2019-04-0112823.88728907273
2019-05-0112155.675740958102
2019-06-0112867.931506901015
2019-07-0112605.704235717709
2019-08-0112368.159842391902
2019-09-0112758.02854004929
2019-10-0113167.975664343054
2019-11-0113345.020587935584
2019-12-0113820.977426866593
2020-01-0113406.916489596582
2020-02-0112381.180626582782
2020-03-0110505.055460992371
2020-04-0111242.371518827302
2020-05-0111869.407195775982
2020-06-0112284.562633746102
2020-07-0112607.591305890302
2020-08-0113259.989205958613
2020-09-0113021.3503119327
2020-10-0112559.697464909932
2020-11-0114355.320216937589
2020-12-0115163.514630455049
2021-01-0115054.328750268909
2021-02-0115420.495846558551
2021-03-0115847.388861002188
2021-04-0116331.42236027189
2021-05-0116915.50832009239
2021-06-0116759.63632383634
2021-07-0116844.214808971887
2021-08-0117065.454916006507
2021-09-0116487.67177056246
2021-10-0117019.976524847054
2021-11-0116229.709277969214
2021-12-0116932.227761821552
2022-01-0116278.924068070397
2022-02-0115847.841757843607
2022-03-0115954.876378032994
2022-04-0114871.962288789671
2022-05-0115117.772049471432
2022-06-0113731.077403844338
2022-07-0114458.014575730016
2022-08-0113616.645468578397
2022-09-0112274.03278218304
2022-10-0113020.067104215339
2022-11-0114653.892459645005
2022-12-0114334.071806794209
2023-01-0115628.488720981579
2023-02-0115085.465408116666
2023-03-0115484.995905057727
2023-04-0115892.942734968545
2023-05-0115299.874321126505
2023-06-0115980.880205011304
2023-07-0116482.68990530682
2023-08-0115832.103592604197
2023-09-0115232.88332999951
2023-10-0114717.222534637176
2023-11-0116013.337811979878
2023-12-0116908.261970629643
2024-01-0116724.687784239944
2024-02-0117183.58550881073
2024-03-0117812.244066107844
2024-04-0117205.135850181727
2024-05-0118007.518087567605
2024-06-0117709.62519012232
2024-07-0118243.590566158793
2024-08-0118773.93276746389
2024-09-0118976.415396982953
2024-10-0118002.611705118867
2024-11-0118074.509078694602
2024-12-0117440.793173334947
2025-01-0118214.001305852562
2025-02-0118626.13743154653
2025-03-0118624.325844180843
2025-04-0119371.79433954431
2025-05-0120364.732922958476
2025-06-0121057.551866123693
2025-07-0120765.735334634155
2025-08-0121685.455595351767
2025-09-0122238.40489732451
2025-10-0122631.82128690638
2025-11-0122850.759168330438
2025-12-0123577.05473635743
2026-01-0124984.80908511064
2026-02-0126509.56178456452
2026-03-0124184.69133193187
2026-04-0125901.925188990077
Annual Return Matrix
YearAnnual Return
20170.264207528988881
2018-0.1474544530656755
20190.22621172294865133
20200.09713764534328062
20210.11664268967130775
2022-0.15344442512671674
20230.1795854101006591
20240.03149532480809292
20250.35183385881808116
20260.09860733151912915
Total Factor Risk
0.14333706140071925
VTI.US Exposure
1.465793183006559e-16
VEA.US Exposure
0.999999513275724
VWO.US Exposure
4.4236231837174976e-16
QQQ.US Exposure
-2.5214135262018936e-16
VTV.US Exposure
-3.801562481149898e-16
IJR.US Exposure
-6.195146935393406e-16
QUAL.US Exposure
2.206880509443213e-16
SHV.US Exposure
-1.392702876166714e-18
TLT.US Exposure
-4.6658382326952684e-17
LQD.US Exposure
-2.0020186745156957e-16
HYG.US Exposure
6.25960720042975e-17
GLD.US Exposure
-2.918952308297368e-17
USO.US Exposure
8.239687171886283e-17
VNQ.US Exposure
5.988431682775259e-16
BTC-USD.CC Exposure
1.2041211215232243e-16
CPER.US Exposure
-1.567147328519718e-16
VIX.INDX Exposure
1.0099764061936457e-15
UUP.US Exposure
5.802793036395628e-17
TIP.US Exposure
-2.531050931459581e-17
Idiosyncratic Exposure
4.867242748707849e-7
Value Score
43.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
34.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
14.3%

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 →15.7x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.86%
Market Cap$49.6B
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
$41
Avg Yield on Cost
0.41%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$41.140.41%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 →
+3.1%
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 →
+11.8%
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 →
2.4% 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 →
1.06
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard FTSE Developed Markets Index Fund ETF Shares a high-risk investment?

Vanguard FTSE Developed Markets Index Fund ETF Shares (VEA.US) has an annualized volatility of 14.3% and experienced a maximum drawdown of 28.1% over the last 10 years. Its primary macro risk driver is VEA.US.

What is the 10-year return of VEA.US?

Over the past 10 years, VEA.US has generated a Compound Annual Growth Rate (CAGR) of 9.9%. 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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