Summary
VAW
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 15.77% Volatility 21.43% Sharpe 0.80
Official loaded data — not a live quote.

VANGUARD MATERIALS INDEX FUND ETF SHARES

Symbol: VAW

Exchange: NYSE

Sector: Basic_Materials

Category: Natural Resources

Inception date: 26/01/2004

Latest date: 16/07/2026

Current price: $225.81

Expense ratio: 0.09%

Assets under management
$4.5B
0.78% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

-4.75%

Ann. -51.60% (Sharpe / Sortino numerator)

Volatility

24.53%

Sharpe ratio

-2.251

VaR 95%

-2.41%

CVaR 95%: -2.87%
Max drawdown: -10.65%
Sortino ratio: -3.349
Calmar ratio: -4.85

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-3.34%

Ann. 37.18% (Sharpe / Sortino numerator)

Volatility

21.85%

Sharpe ratio

1.536

VaR 95%

-2.38%

CVaR 95%: -2.76%
Max drawdown: -13.74%
Sortino ratio: 2.119
Calmar ratio: 2.71

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

1.12%

Ann. 24.66% (Sharpe / Sortino numerator)

Volatility

19.05%

Sharpe ratio

1.104

VaR 95%

-1.86%

CVaR 95%: -2.48%
Max drawdown: -13.74%
Sortino ratio: 1.672
Calmar ratio: 1.80

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

15.77%

Ann. 20.75% (Sharpe / Sortino numerator)

Volatility

21.43%

Sharpe ratio

0.799

VaR 95%

-1.85%

CVaR 95%: -2.97%
Max drawdown: -13.74%
Sortino ratio: 1.130
Calmar ratio: 1.51

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

14.90%

Ann. 7.60% (Sharpe / Sortino numerator)

Volatility

18.56%

Sharpe ratio

0.214

VaR 95%

-1.76%

CVaR 95%: -2.58%
Max drawdown: -23.21%
Sortino ratio: 0.310
Calmar ratio: 0.33

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

28.10%

Ann. 10.38% (Sharpe / Sortino numerator)

Volatility

17.55%

Sharpe ratio

0.385

VaR 95%

-1.71%

CVaR 95%: -2.41%
Max drawdown: -23.21%
Sortino ratio: 0.566
Calmar ratio: 0.45

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.065%

Best day

3.484%

08/04/2026
Worst day

-2.947%

15/05/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $224.06 $226.19 $224.04 $225.81 60,100
15/07/2026 $225.67 $226.80 $223.41 $225.25 41,000
14/07/2026 $228.05 $229.11 $225.48 $225.73 44,700
13/07/2026 $226.65 $228.09 $223.97 $224.73 50,700
10/07/2026 $224.69 $227.66 $224.69 $226.74 27,900
09/07/2026 $224.92 $225.71 $223.83 $224.54 32,300
08/07/2026 $226.69 $226.74 $222.28 $223.56 33,200
07/07/2026 $232.31 $232.31 $228.34 $228.98 47,500
06/07/2026 $232.30 $232.30 $229.59 $232.06 50,300
02/07/2026 $230.58 $232.64 $230.30 $232.64 60,800