Vanguard MSCI INDEX International Shares ETF

10-Year Study

VGS.AU · · AU · ETF

Executive Summary: Vanguard MSCI INDEX International Shares ETF has compounded at 12.6% annually over the last 10 years, with a maximum drawdown of 16.4% and an annualized volatility of 13.7%.

1Y CAGR
+8.2%
3Y CAGR
+16.0%
5Y CAGR
+12.6%
10Y CAGR
+12.6%

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 →
16.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.82
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.37
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
11.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +30.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -12.4%
% 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.
2026-2.7-1.1-4.65.0————————-3.7%
20253.7-2.3-4.9-1.16.12.53.90.71.43.7-0.2-0.812.9%
20245.94.13.4-2.20.63.52.4-1.80.34.94.02.630.9%
20231.63.72.23.42.02.53.21.3-4.0-2.15.12.322.9%
2022-3.4-5.62.1-3.0-2.3-5.25.4-0.8-3.98.0-0.2-3.1-12.4%
20210.4-0.25.83.11.84.53.43.9-1.6-0.95.80.729.7%
20205.5-7.9-7.36.21.4-1.61.05.1-1.7-0.77.2-0.15.8%
20194.75.31.54.6-3.74.23.8-0.31.60.34.9-0.729.2%
20181.8-0.1-2.44.40.51.62.34.41.3-6.8-1.3-4.50.5%
2017-2.61.61.24.32.1-2.5-1.60.83.14.42.9-0.613.6%
2016———1.97.0-5.52.91.5-2.0-0.82.96.214.4%

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 13.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 105.5% of variance. Idiosyncratic stock-specific factors contribute 11.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110187.669170043064
2016-05-0110896.628247404358
2016-06-0110302.134394566385
2016-07-0110604.172720962797
2016-08-0110763.501780863702
2016-09-0110551.0470229675
2016-10-0110470.565913572273
2016-11-0110775.438250982897
2016-12-0111442.343486938333
2017-01-0111144.027802128392
2017-02-0111326.125018312996
2017-03-0111462.205581080336
2017-04-0111959.622548160176
2017-05-0112215.692255224309
2017-06-0111911.492395003495
2017-07-0111718.827680121814
2017-08-0111806.850140859955
2017-09-0112178.585924572079
2017-10-0112716.20742078579
2017-11-0113083.452017551655
2017-12-0113000.97749362948
2018-01-0113236.46459527681
2018-02-0113220.685398358675
2018-03-0112903.035994341584
2018-04-0113471.54340720175
2018-05-0113538.839160268128
2018-06-0113756.577667512867
2018-07-0114069.159475563862
2018-08-0114682.866962396516
2018-09-0114873.39416049629
2018-10-0113855.119592863097
2018-11-0113677.897836304643
2018-12-0113059.651128440744
2019-01-0113671.581354128892
2019-02-0114402.972349178977
2019-03-0114613.673862973166
2019-04-0115289.65754099109
2019-05-0114720.573719111084
2019-06-0115340.645722204477
2019-07-0115919.336361081827
2019-08-0115867.843821976077
2019-09-0116129.43744881368
2019-10-0116185.277072610726
2019-11-0116979.9529746308
2019-12-0116868.201675909226
2020-01-0117790.239954271554
2020-02-0116389.758172399135
2020-03-0115189.02613294394
2020-04-0116130.133943045985
2020-05-0116354.188932466477
2020-06-0116096.630168767759
2020-07-0116249.834882832858
2020-08-0117077.5102012388
2020-09-0116786.135441709437
2020-10-0116668.427916449516
2020-11-0117864.500649661
2020-12-0117839.042584618048
2021-01-0117903.696463010154
2021-02-0117869.592262669594
2021-03-0118907.34465176489
2021-04-0119494.465272557412
2021-05-0119838.773593742124
2021-06-0120726.251347956513
2021-07-0121425.62762536296
2021-08-0122255.920801400673
2021-09-0121902.245833643552
2021-10-0121714.528629515506
2021-11-0122978.233354388274
2021-12-0123131.87037521826
2022-01-0122342.598307759185
2022-02-0121084.681690127316
2022-03-0121527.89219229966
2022-04-0120886.0127146223
2022-05-0120397.33795101004
2022-06-0119330.572974582767
2022-07-0120381.678839304375
2022-08-0120221.437131788723
2022-09-0119424.599695944242
2022-10-0120971.297232516194
2022-11-0120920.62127285522
2022-12-0120270.503949602637
2023-01-0120585.22327443554
2023-02-0121354.705298880086
2023-03-0121823.445917222863
2023-04-0122573.426103162805
2023-05-0123032.175631828348
2023-06-0123610.578066195772
2023-07-0124375.737022991518
2023-08-0124689.279512742247
2023-09-0123694.90190238994
2023-10-0123194.963145848298
2023-11-0124369.25242151831
2023-12-0124921.47627956798
2024-01-0126387.740740829697
2024-02-0127456.931438548796
2024-03-0128383.43688681489
2024-04-0127746.12064721126
2024-05-0127903.696463010154
2024-06-0128878.812405282788
2024-07-0129580.854574406003
2024-08-0129060.357229490048
2024-09-0129150.973530817468
2024-10-0130580.323797766898
2024-11-0131793.760852701078
2024-12-0132629.89017006468
2025-01-0133827.74016442067
2025-02-0133050.52465229327
2025-03-0131444.577071890213
2025-04-0131107.738050920936
2025-05-0132999.00809614503
2025-06-0133813.28190483968
2025-07-0135124.20413525438
2025-08-0135386.95058013166
2025-09-0135893.27786997653
2025-10-0137212.38991188147
2025-11-0137121.41335491666
2025-12-0136836.4751627755
2026-01-0135852.64103407778
2026-02-0135451.556424438786
2026-03-0133805.404314901854
2026-04-0135482.77857968015
Annual Return Matrix
YearAnnual Return
20170.13621632740446565
20180.004513017181978274
20190.2916272808524254
20200.057554499724493446
20210.29669909500434866
2022-0.1236980140041366
20230.22944532319121347
20240.30930807645679015
20250.12891814746498986
2026-0.03674880881282894
Total Factor Risk
0.13705709445231223
VTI.US Exposure
1.0552452161093362
VEA.US Exposure
0.140685344340742
VWO.US Exposure
-0.017864112753102804
QQQ.US Exposure
-0.24369826978879605
VTV.US Exposure
-0.10197590722259864
IJR.US Exposure
-0.05471366825569205
QUAL.US Exposure
0.12293544014866936
SHV.US Exposure
0.0021830007611043914
TLT.US Exposure
0.005755393327559082
LQD.US Exposure
0.019482033975542486
HYG.US Exposure
-0.02425563474258881
GLD.US Exposure
0.000042336829264093486
USO.US Exposure
0.004835609700011438
VNQ.US Exposure
-0.03328870288510269
BTC-USD.CC Exposure
0.005063491134631907
CPER.US Exposure
0.0005668891078028569
VIX.INDX Exposure
-0.040206318237909267
UUP.US Exposure
0.04546988868179675
TIP.US Exposure
0.003529372311470276
Idiosyncratic Exposure
0.11020859745785944
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
29.3
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.7%

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 →2.44%
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
$3,422
Avg Yield on Cost
5.70%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2021$353.343.53%Solid
2022$416.834.17%Solid
2023$556.275.56%Solid
2024$966.59.67%Solid
2025$921.079.21%Solid
2026$208.42.08%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 →
+1.7%
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 →
-0.7%
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 →
5.2% 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 →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard MSCI INDEX International Shares ETF a high-risk investment?

Vanguard MSCI INDEX International Shares ETF (VGS.AU) has an annualized volatility of 13.7% and experienced a maximum drawdown of 16.4% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, VGS.AU has generated a Compound Annual Growth Rate (CAGR) of 12.6%. 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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