VANGUARD RUSSELL 2000 INDEX FUND ETF SHARES

Symbol: VTWO

Exchange: NASDAQ

Sector: Healthcare

Category: Small Blend

Inception Date: 20/09/2010

Latest Date: 17/04/2026

Current Price: $111.43

Expense Ratio: 0.06%

Assets Under Management
$14.5B
0.75% daily change

Period Performance

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

Adjusted Return
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Performance Metrics

Return

12.13%

Volatility

25.33%

Sharpe Ratio

-1.786

VaR 95%

-2.19%

CVaR 95%: -2.26%
Max Drawdown: -8.30%
Sortino Ratio: -3.527
Calmar Ratio: -5.01
Return

4.99%

Volatility

21.11%

Sharpe Ratio

0.019

VaR 95%

-2.08%

CVaR 95%: -2.19%
Max Drawdown: -11.22%
Sortino Ratio: 0.032
Calmar Ratio: 0.36
Return

11.54%

Volatility

20.56%

Sharpe Ratio

0.157

VaR 95%

-2.07%

CVaR 95%: -2.39%
Max Drawdown: -11.22%
Sortino Ratio: 0.267
Calmar Ratio: 0.61
Return

49.37%

Volatility

23.25%

Sharpe Ratio

0.931

VaR 95%

-2.07%

CVaR 95%: -3.09%
Max Drawdown: -11.22%
Sortino Ratio: 1.341
Calmar Ratio: 2.25
Return

46.21%

Volatility

21.86%

Sharpe Ratio

0.391

VaR 95%

-2.06%

CVaR 95%: -2.98%
Max Drawdown: -27.57%
Sortino Ratio: 0.585
Calmar Ratio: 0.44
Return

61.12%

Volatility

21.13%

Sharpe Ratio

0.472

VaR 95%

-1.96%

CVaR 95%: -2.79%
Max Drawdown: -27.57%
Sortino Ratio: 0.746
Calmar Ratio: 0.49

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.171%

Best Day

3.989%

10/04/2026
Worst Day

-2.977%

10/10/2025
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $110.60 $112.15 $110.37 $111.43 3,253,800
16/04/2026 $108.88 $109.24 $108.32 $109.07 2,554,000
15/04/2026 $108.60 $108.92 $108.11 $108.84 1,454,300
14/04/2026 $107.97 $108.86 $107.59 $108.54 2,916,700
13/04/2026 $105.14 $107.21 $105.10 $107.10 2,600,700
10/04/2026 $106.03 $106.13 $105.19 $105.57 1,512,000
02/04/2026 $98.96 $101.96 $98.95 $101.52 3,230,100
01/04/2026 $100.98 $101.98 $100.67 $100.79 4,011,100
31/03/2026 $98.18 $100.57 $97.89 $100.17 6,235,600
30/03/2026 $99.07 $99.07 $96.41 $96.77 3,675,600