Vanguard FTSE Europe (VGK) to EUR Hedged: Historical Returns

Simulation Settings

Category: Stocks

Period: January 1970 - November 2024 (~55 years)
Consolidated Returns as of 30 November 2024

Currency: EUR

VGK is not denominated in EUR. Returns are simulated using exchange rates or interest rate differentials in case of currency hedging.

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Results

30 Years

All (since January 1970)

Vanguard FTSE Europe (VGK)

1.00€
Initial Capital
December 1994
6.24€
Final Capital
November 2024
6.29%
Yearly Return
17.83%
Std Deviation
-59.04%
Max Drawdown
74months
Recovery Period

1.00€
Initial Capital
January 1970
57.35€
Final Capital
November 2024
7.65%
Yearly Return
17.35%
Std Deviation
-59.04%
Max Drawdown
74months
Recovery Period

This portfolio is built with ETFs not denominated in EUR. Returns are calculated using exchange rates or, if applicable, interest rate differentials for currency hedging.

The Vanguard FTSE Europe (VGK) to EUR Hedged ETF covers to the following investment themes:

Asset Class: Equity
Size: Large Cap
Style: Blend
Region: Developed Europe
Country: Broad Developed Europe

As of November 2024, in the previous 30 Years, the Vanguard FTSE Europe (VGK) Portfolio obtained a 6.29% compound annual return, with a 17.83% standard deviation. It suffered a maximum drawdown of -59.04% that required 74 months to be recovered.

Disclaimer: The simulations on this website are provided in good faith but should NOT be taken as investment advice. We are not liable for any errors or actions based on this information. The authors of the website are not affiliated with the ETFs/Assets issuers. Content is for informational, educational, illustrative and entertainment purposes only.

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Investment Returns as of Nov 30, 2024

The Vanguard FTSE Europe (VGK) to EUR Hedged ETF guaranteed the following returns.

Returns are calculated in EUR, assuming:

no fees or capital gain taxes.
dividend reinvestment, when applicable.
for non-EUR assets, the currency hedging cost, taking into account the interest rate differentials, with a yearly additional expense ratio of 0.25%.
the actual Euro Inflation rates.

VANGUARD FTSE EUROPE (VGK) TO EUR HEDGED ETF

1 January 1970 - 30 November 2024 (~55 years)

Live Update: December 2024

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	Chg (%)		Return (%)	Return (%) as of Nov 30, 2024
	1 Day	Time ET^(*)	---	YTD (11M)	1M	6M	1Y	5Y	10Y	30Y	MAX (~55Y)
Investment Return	---		---	3.42	-1.88	-4.58	8.90	5.29	3.77	6.29	7.65
Euro Inflation Adjusted Return				1.32	-1.57	-4.81	6.51	1.44	1.36	4.16	4.68
Returns over 1 year are annualized
(*) Eastern Time (ET - America/New York)
The live monthly return is calculated by assuming, for each asset, the weight defined by the base asset allocation.
Euro Inflation is updated to Nov 2024. Inflation (annualized) is 1Y: 2.24% , 5Y: 3.80% , 10Y: 2.39% , 30Y: 2.04%

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Capital Growth as of Nov 30, 2024

An investment of 1€, from December 1994 to November 2024, would be worth 6.24€, with a total return of 524.15% (6.29% annualized).

The Inflation Adjusted Capital would be 3.40€, with a net total return of 240.08% (4.16% annualized).

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An investment of 1€, from January 1970 to November 2024, would be worth 57.35€, with a total return of 5635.28% (7.65% annualized).

The Inflation Adjusted Capital would be 12.33€, with a net total return of 1133.18% (4.68% annualized).

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Investment Metrics as of Nov 30, 2024

Metrics of Vanguard FTSE Europe (VGK) to EUR Hedged ETF, updated as of 30 November 2024, provide a comprehensive overview of the portfolio's performance and risk characteristics.

These metrics include detailed data on returns, volatility, drawdowns and other key performance indicators. By examining them, you can gain insights into how the portfolio has performed over various time periods and understand its risk profile.

Metrics are calculated based on monthly returns, assuming:

no fees or capital gain taxes.
dividend reinvestment, when applicable.
for non-EUR assets, the currency hedging cost, taking into account the interest rate differentials, with a yearly additional expense ratio of 0.25%.
the actual Euro Inflation rates.

VANGUARD FTSE EUROPE (VGK) TO EUR HEDGED ETF

Advanced Metrics

1 January 1970 - 30 November 2024 (~55 years)

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	Metrics as of Nov 30, 2024
	YTD (11M)	1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX (~55Y)
Investment Return (%)	3.42	-1.88	-7.11	-4.58	8.90	2.12	5.29	3.77	4.59	6.29	7.65
Growth of 1€	1.03	0.98	0.93	0.95	1.09	1.06	1.29	1.45	2.45	6.24	57.35
Infl. Adjusted Return (%)	1.32	-1.57	-7.03	-4.81	6.51	-2.59	1.44	1.36	2.44	4.16	4.68
Euro Inflation (%)	2.08	-0.32	-0.08	0.25	2.24	4.84	3.80	2.39	2.09	2.04	2.84
Returns / Inflation rates over 1 year are annualized.
DRAWDOWN Inflation Adjusted: Inflation Adjusted:				Current	1Y	3Y	5Y	10Y	20Y	30Y	MAX
Deepest Drawdown Depth (%)				-7.43	-7.43	-31.30	-31.80	-31.80	-59.04	-59.04	-59.04
Start to Recovery (# months)				2*	2*	27	31	31	74	74	74
Start (yyyy mm)					2024 10	2022 01	2021 09	2021 09	2007 11	2007 11	2007 11
Start to Bottom (# months)					2	9	13	13	16	16	16
Bottom (yyyy mm)					2024 11	2022 09	2022 09	2022 09	2009 02	2009 02	2009 02
Bottom to End (# months)					0	18	18	18	58	58	58
End (yyyy mm)					-	2024 03	2024 03	2024 03	2013 12	2013 12	2013 12
Longest Drawdown Depth (%)					-3.07	same	same	-28.81	same	same	same
Start to Recovery (# months)					3	same	same	35	same	same	same
Start (yyyy mm)					2024 06	2022 01	2021 09	2018 02	2007 11	2007 11	2007 11
Start to Bottom (# months)					1	9	13	26	16	16	16
Bottom (yyyy mm)					2024 06	2022 09	2022 09	2020 03	2009 02	2009 02	2009 02
Bottom to End (# months)					2	18	18	9	58	58	58
End (yyyy mm)					2024 08	2024 03	2024 03	2020 12	2013 12	2013 12	2013 12
Longest negative period (# months)					8*	28	35	94	179	179	179
Start (yyyy mm)					2024 04	2022 01	2019 12	2014 12	2007 11	2007 11	2007 11
End (yyyy mm)					2024 11	2024 04	2022 10	2022 09	2022 09	2022 09	2022 09
Annualized Return (%)					-1.82	-0.08	-1.71	-0.23	-0.26	-0.26	-0.26
Drawdowns / Negative periods marked with * are in progress
Deepest Drawdown Depth (%)				-14.27	-7.45	-36.42	-38.25	-38.25	-59.88	-59.88	-59.88
Start to Recovery (# months)				39*	2*	35*	39*	39*	123	123	123
Start (yyyy mm)					2024 10	2022 01	2021 09	2021 09	2007 11	2007 11	2007 11
Start to Bottom (# months)					2	9	13	13	16	16	16
Bottom (yyyy mm)					2024 11	2022 09	2022 09	2022 09	2009 02	2009 02	2009 02
Bottom to End (# months)					0	26	26	26	107	107	107
End (yyyy mm)					-	-	-	-	2018 01	2018 01	2018 01
Longest Drawdown Depth (%)					-3.27	same	same	same	same	same	-46.15
Start to Recovery (# months)					3	same	same	same	same	same	151
Start (yyyy mm)					2024 06	2022 01	2021 09	2021 09	2007 11	2007 11	1973 01
Start to Bottom (# months)					1	9	13	13	16	16	21
Bottom (yyyy mm)					2024 06	2022 09	2022 09	2022 09	2009 02	2009 02	1974 09
Bottom to End (# months)					2	26	26	26	107	107	130
End (yyyy mm)					2024 08	-	-	-	2018 01	2018 01	1985 07
Longest negative period (# months)					8*	36*	47	107	202	202	202
Start (yyyy mm)					2024 04	2021 12	2019 12	2014 12	2007 01	2007 01	2007 01
End (yyyy mm)					2024 11	2024 11	2023 10	2023 10	2023 10	2023 10	2023 10
Annualized Return (%)					-3.34	-2.59	-2.25	-0.29	-0.05	-0.05	-0.05
Drawdowns / Negative periods marked with * are in progress
RISK INDICATORS					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Standard Deviation (%)					12.32	19.18	20.33	17.00	18.78	17.83	17.35
Sharpe Ratio					0.30	-0.08	0.15	0.13	0.17	0.22	0.19
Sortino Ratio					0.41	-0.12	0.20	0.18	0.22	0.30	0.25
Ulcer Index					2.85	11.81	11.28	10.92	18.47	18.51	16.01
Ratio: Return / Standard Deviation					0.72	0.11	0.26	0.22	0.24	0.35	0.44
Ratio: Return / Deepest Drawdown					1.20	0.07	0.17	0.12	0.08	0.11	0.13
Positive Months (%)					58.33	52.77	56.66	55.00	56.25	59.44	59.48
Positive Months					7	19	34	66	135	214	392
Negative Months					5	17	26	54	105	146	267
LONG TERM RETURNS Inflation Adjusted: Inflation Adjusted:					1Y	3Y	5Y	10Y	20Y	30Y	MAX
Best 10 Years Return (%) - Annualized								3.77	9.65	10.34	19.85
Worst 10 Years Return (%) - Annualized								3.77	0.48	-2.07	-2.07
Best 10 Years Return (%) - Annualized								1.36	8.29	8.32	17.06
Worst 10 Years Return (%) - Annualized								1.36	-0.96	-4.09	-5.32
TIMEFRAMES Inflation Adjusted: Inflation Adjusted:		1M	3M	6M	1Y	3Y	5Y	10Y	20Y	30Y	MAX
··· As of Nov 2024 - Over the previous 30Y
Best Rolling Return (%) - Annualized					59.42	30.06	24.49	10.34	7.58	6.29
Worst Rolling Return (%) - Annualized					-52.11	-18.35	-8.12	-2.07	1.79	6.29
Positive Periods (%)					64.1	72.0	80.3	97.9	100.0	100.0
Best Rolling Return (%) - Annualized					58.07	27.49	21.88	8.32	5.68	4.16
Worst Rolling Return (%) - Annualized					-52.67	-20.23	-9.92	-4.09	0.14	4.16
Positive Periods (%)					61.8	64.3	63.7	87.5	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		7.82	12.73	16.88	24.04	30.28	20.89	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		9.96	16.44	22.11	36.49	37.25	25.53	2.53	0.00
99% VaR - Value at Risk (%) - Cumulative		11.33	18.81	25.47	48.69	40.50	28.84	13.58	0.00
99% CVaR - Conditional Value at Risk (%)		13.56	22.68	30.94	50.61	44.56	33.48	18.91	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					63.07	21.28	13.06	7.34	4.73	7.29
Perpetual Withdrawal Rate (%)					---	---	---	---	0.13	5.15
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com
··· All available data (Jan 1970 - Nov 2024)
Best Rolling Return (%) - Annualized					87.88	49.99	34.60	19.85	14.80	12.26
Worst Rolling Return (%) - Annualized					-52.11	-18.35	-8.12	-2.07	1.79	5.95
Positive Periods (%)					67.9	76.4	87.0	98.8	100.0	100.0
Best Rolling Return (%) - Annualized					87.88	48.87	32.64	17.06	11.96	9.46
Worst Rolling Return (%) - Annualized					-52.67	-20.23	-9.92	-5.32	0.14	3.81
Positive Periods (%)					63.5	68.4	69.8	87.0	100.0	100.0
95% VaR - Value at Risk (%) - Cumulative		7.49	12.04	15.72	22.56	25.92	11.58	0.00	0.00	0.00
95% CVaR - Conditional Value at Risk (%)		9.57	15.64	20.81	31.43	32.71	20.78	0.00	0.00	0.00
99% VaR - Value at Risk (%) - Cumulative		10.91	17.95	24.08	44.72	37.90	24.23	3.93	0.00	0.00
99% CVaR - Conditional Value at Risk (%)		13.08	21.71	29.40	48.70	41.74	29.89	12.52	0.00	0.00
Short term VaRs: analytical \| 1+ year VaRs: historical data
Safe Withdrawal Rate (%)					63.07	21.28	13.06	7.34	4.73	4.51
Perpetual Withdrawal Rate (%)					---	---	---	---	0.13	3.47
% based on initial capital, inflation-adj. monthly withdrawals afterwards \| Credits: BestRetirementPortfolio.com

Terms and Definitions

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.
Value at Risk (VaR): it's an evaluation of a cumulative worst-case loss (in absolute value), associated with a probability (95%-99%) and a time horizon. For short term, it's calculated based on the expected return and standard deviation, assuming a normal distribution of monthly returns. For long term is retrieved by the historical rolling return data.
Conditional Value at Risk (CVaR): it represents the average expected loss if that worst-case threshold (95%-99%) is ever crossed.
Safe Withdrawal Rate (SWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, without the portfolio running out of money in any case (money amount withdrawal).
For instance: Your initial invested capital is 100.000$; withdrawal rate (annualized) is 4%. This means that, in the first month, you will withdraw 100.000 * 4% * 1/12 = 333.33$. The second month, you’ll withdraw 333.33$ plus the inflation monthly rate. You’ll continue adjusting your withdraw monthly for inflation.
Perpetual Withdrawal Rate (PWR): it's the percentage of the initial portfolio balance that can be withdrawn at the beginning of each month with inflation adjustment, preserving the original invested capital, adjusted for inflation too.

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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) TO EUR HEDGED ETF

Drawdown periods

Drawdown periods - Inflation Adjusted

1 December 1994 - 30 November 2024 (30 Years)

1 January 1970 - 30 November 2024 (~55 years)

Inflation Adjusted:

Chart Table Range

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Rolling Returns

For a detailed rolling return analysis, click here
Vanguard FTSE Europe (VGK) to EUR Hedged ETF: Rolling Returns

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) TO EUR HEDGED ETF

Annualized Rolling Returns

Annualized Rolling Returns - Inflation Adjusted

1 December 1994 - 30 November 2024 (30 Years)

1 January 1970 - 30 November 2024 (~55 years)

Inflation Adjusted:

Return Chart Capital Chart Table

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The values shown for the rolling periods represent key statistical points: the minimum, maximum, median, and the 15th and 85th percentiles. These percentiles give insight into the distribution of the data, indicating the range within which the central 70% of the values lie, while the median represents the middle value.

Seasonality

In which months is it better to invest in Vanguard FTSE Europe (VGK) to EUR Hedged ETF?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past. They are retrieved considering the time period from January 1970 to November 2024.

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For further information about the seasonality, check the Asset Class Seasonality page.

Monthly Returns

This section provides a visual/tabular representation of the performance variability in the Vanguard FTSE Europe (VGK) to EUR Hedged ETF over time. It illustrates the distribution of monthly returns, showcasing the range and frequency of positive and negative returns.

VANGUARD FTSE EUROPE (VGK) TO EUR HEDGED ETF

Monthly Returns Distribution

1 December 1994 - 30 November 2024 (30 Years)

1 January 1970 - 30 November 2024 (~55 years)

214 Positive Months (59%) - 146 Negative Months (41%)

392 Positive Months (59%) - 267 Negative Months (41%)

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Methodology

Returns, up to December 2005, have been derived using the historical series of equivalent ETFs / Assets.
You can find additional information on extended Data Sources here.

For non-EUR assets, hedged returns are calculated taking into account the interest rate differentials of the countries. It is assumed that hedged instruments have a yearly additional expense ratio of 0.25%.

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Table of contents

Investment Returns as of Nov 30, 2024

Capital Growth as of Nov 30, 2024

Investment Metrics as of Nov 30, 2024

Drawdowns

Rolling Returns

Seasonality

Monthly Returns