Vanguard Total World Stock Index Fund ETF Shares

10-Year Study

VT.US · · US · ETF

Executive Summary: Vanguard Total World Stock Index Fund ETF Shares has compounded at 12.2% annually over the last 10 years, with a maximum drawdown of 25.5% and an annualized volatility of 12.0%.

1Y CAGR
+24.9%
3Y CAGR
+20.2%
5Y CAGR
+10.0%
10Y CAGR
+12.2%

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 →
25.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.61
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.83
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +26.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -18.0%
% 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.
20263.11.6-6.47.6————————5.5%
20253.1-0.4-3.50.65.84.71.13.03.42.00.20.922.4%
20240.04.53.2-3.64.61.62.02.32.2-2.24.1-2.916.5%
20237.6-3.22.91.4-1.25.83.7-2.8-4.3-2.99.05.222.0%
2022-4.6-2.81.9-8.10.5-8.17.0-4.1-9.56.48.3-4.4-18.0%
2021-0.22.72.94.11.61.20.62.3-4.15.1-2.63.818.3%
2020-1.6-7.2-14.810.45.23.15.36.0-2.9-2.012.44.916.6%
20198.02.81.13.5-6.06.40.0-2.12.32.82.63.526.8%
20185.5-4.4-1.30.40.6-0.62.90.90.1-7.81.7-7.2-9.8%
20173.02.71.51.61.90.62.70.42.12.11.91.624.5%
2016———1.00.7-0.24.20.30.8-2.01.21.87.9%

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 12.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 62.5% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110100.546171436907
2016-05-0110166.404235510154
2016-06-0110147.590710366103
2016-07-0110568.739086224723
2016-08-0110605.422242434903
2016-09-0110687.991522115008
2016-10-0110477.224264942486
2016-11-0110601.925543918962
2016-12-0110794.222510157588
2017-01-0111118.063987437627
2017-02-0111417.106793034061
2017-03-0111585.677694495811
2017-04-0111773.984563041398
2017-05-0112003.136302595278
2017-06-0112078.905254486714
2017-07-0112399.078416145736
2017-08-0112450.94968615522
2017-09-0112713.352239817743
2017-10-0112981.22508870459
2017-11-0113227.49563448989
2017-12-0113438.434508767486
2018-01-0114174.950767342982
2018-02-0113545.20180026343
2018-03-0113371.954332688338
2018-04-0113428.24474315355
2018-05-0113504.528546360216
2018-06-0113424.125932631705
2018-07-0113810.17861050211
2018-08-0113929.109264320374
2018-09-0113940.135663321562
2018-10-0112850.002359735194
2018-11-0113072.439580052944
2018-12-0112126.42174045487
2019-01-0113095.2861071663
2019-02-0113463.919648871402
2019-03-0113607.284288024988
2019-04-0114079.638917610919
2019-05-0113239.058336944443
2019-06-0114082.384791292148
2019-07-0114082.384791292148
2019-08-0113786.366737172693
2019-09-0114099.653762490507
2019-10-0114493.493566503772
2019-11-0114864.744269061297
2019-12-0115377.986673931791
2020-01-0115138.730977316509
2020-02-0114045.058070937928
2020-03-0111971.365686017925
2020-04-0113212.350424966857
2020-05-0113900.51356418694
2020-06-0114327.432565203773
2020-07-0115085.93726536724
2020-08-0115991.946867344268
2020-09-0115523.131840550548
2020-10-0115205.511483329543
2020-11-0117086.220433590617
2020-12-0117928.838967379877
2021-01-0117888.16571347666
2021-02-0118366.50548960215
2021-03-0118890.130729329794
2021-04-0119670.6667753575
2021-05-0119981.315187684755
2021-06-0120217.50322854679
2021-07-0120342.397576766474
2021-08-0120802.88917396397
2021-09-0119948.364703509997
2021-10-0120974.87096538912
2021-11-0120426.36124542533
2021-12-0121203.78673142352
2022-01-0120232.712794484225
2022-02-0119672.168425026925
2022-03-0120043.075893374295
2022-04-0118420.479069148823
2022-05-0118511.500491253966
2022-06-0117006.397027591738
2022-07-0118194.094655414305
2022-08-0117456.763215589697
2022-09-0115793.321520355934
2022-10-0116800.413597223233
2022-11-0118191.949441600842
2022-12-0117384.70548359555
2023-01-0118713.922866692123
2023-02-0118118.904911252506
2023-03-0118635.32223256692
2023-04-0118900.406303496267
2023-05-0118671.747963119484
2023-06-0119758.406020328046
2023-07-0120493.892576273076
2023-08-0119911.209600260856
2023-09-0119064.021761048924
2023-10-0118507.53184569906
2023-11-0120174.96363862586
2023-12-0121215.499598845017
2024-01-0121215.499598845017
2024-02-0122168.210505541083
2024-03-0122875.187169905224
2024-04-0122055.393711091183
2024-05-0123069.779514924252
2024-06-0123435.667182948124
2024-07-0123899.676930799695
2024-08-0124457.325261608825
2024-09-0124994.529704775676
2024-10-0124449.538135465962
2024-11-0125462.272124662664
2024-12-0124714.600754257175
2025-01-0125469.84472942418
2025-02-0125364.64344401206
2025-03-0124472.40611471745
2025-04-0124609.592538088273
2025-05-0126038.476554958233
2025-06-0127256.486053964996
2025-07-0127555.528859561433
2025-08-0128369.91637956555
2025-09-0129326.35995829704
2025-10-0129920.112237586723
2025-11-0129983.95380067531
2025-12-0130260.386052677874
2026-01-0131202.134916787152
2026-02-0131714.841018204286
2026-03-0129672.597467789612
2026-04-0131918.63633048306
Annual Return Matrix
YearAnnual Return
20170.24496548928110773
2018-0.09763136974449182
20190.26813886264811315
20200.16587686980976502
20210.1826636833540729
2022-0.18011317017107042
20230.22035427168232768
20240.16493135780797985
20250.22439307652847318
20260.05479937615199204
Total Factor Risk
0.11964646242497981
VTI.US Exposure
0.6245905177673499
VEA.US Exposure
0.2995453205657265
VWO.US Exposure
0.08890673805283066
QQQ.US Exposure
-0.00294784154116771
VTV.US Exposure
0.010025939353517652
IJR.US Exposure
-0.014770037993604317
QUAL.US Exposure
-0.010738847580125405
SHV.US Exposure
0.00020510209145542603
TLT.US Exposure
-0.0018750655189039675
LQD.US Exposure
0.0056661571904627235
HYG.US Exposure
0.0022081824900411487
GLD.US Exposure
0.0016712933317029487
USO.US Exposure
0.00009167012975160075
VNQ.US Exposure
-0.007245876962311085
BTC-USD.CC Exposure
0.0004348899009955319
CPER.US Exposure
-0.0013481374192322682
VIX.INDX Exposure
0.006631201121473986
UUP.US Exposure
-0.0013554918089551437
TIP.US Exposure
-0.00008598432330696693
Idiosyncratic Exposure
0.0003902711522989035
Value Score
42.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
20.9
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.0%

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 →18.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.74%
Market Cap$141.5B
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
$70
Avg Yield on Cost
0.70%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$70.150.70%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 →
+3.7%
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 →
+7.6%
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 →
0.1% 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 →
1.01
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Vanguard Total World Stock Index Fund ETF Shares a high-risk investment?

Vanguard Total World Stock Index Fund ETF Shares (VT.US) has an annualized volatility of 12.0% and experienced a maximum drawdown of 25.5% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, VT.US has generated a Compound Annual Growth Rate (CAGR) of 12.2%. 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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