VANGUARD RUSSELL 2000 VALUE INDEX FUND ETF SHARES

Symbol: VTWV

Exchange: NASDAQ

Sector: Financial_Services

Category: Small Value

Inception Date: 20/09/2010

Latest Date: 17/04/2026

Current Price: $182.05

Expense Ratio: 0.06%

Assets Under Management
$1.1B
1.03% 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

11.29%

Volatility

22.10%

Sharpe Ratio

-1.626

VaR 95%

-1.98%

CVaR 95%: -2.06%
Max Drawdown: -7.34%
Sortino Ratio: -3.228
Calmar Ratio: -4.40
Return

7.09%

Volatility

19.39%

Sharpe Ratio

0.972

VaR 95%

-1.84%

CVaR 95%: -1.98%
Max Drawdown: -8.98%
Sortino Ratio: 1.652
Calmar Ratio: 2.50
Return

15.31%

Volatility

18.86%

Sharpe Ratio

0.760

VaR 95%

-1.90%

CVaR 95%: -2.21%
Max Drawdown: -8.98%
Sortino Ratio: 1.237
Calmar Ratio: 2.00
Return

49.91%

Volatility

22.23%

Sharpe Ratio

1.082

VaR 95%

-1.93%

CVaR 95%: -3.01%
Max Drawdown: -8.98%
Sortino Ratio: 1.514
Calmar Ratio: 3.08
Return

46.62%

Volatility

21.28%

Sharpe Ratio

0.469

VaR 95%

-1.95%

CVaR 95%: -2.91%
Max Drawdown: -26.72%
Sortino Ratio: 0.686
Calmar Ratio: 0.51
Return

61.80%

Volatility

21.05%

Sharpe Ratio

0.501

VaR 95%

-1.92%

CVaR 95%: -2.75%
Max Drawdown: -26.72%
Sortino Ratio: 0.785
Calmar Ratio: 0.53

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

0.172%

Best Day

4.408%

22/08/2025
Worst Day

-3.035%

10/10/2025
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $180.20 $183.32 $180.01 $182.05 24,800
16/04/2026 $178.05 $178.42 $177.49 $178.34 23,900
15/04/2026 $178.15 $178.15 $177.25 $177.95 19,000
14/04/2026 $178.08 $178.62 $177.69 $178.11 14,400
13/04/2026 $175.41 $177.12 $175.01 $177.12 16,500
10/04/2026 $176.53 $176.53 $175.16 $175.63 10,900
02/04/2026 $165.60 $169.55 $165.60 $169.35 36,200
01/04/2026 $167.83 $169.52 $167.83 $168.18 40,400
31/03/2026 $165.14 $167.24 $164.50 $167.22 29,800
30/03/2026 $165.58 $165.58 $162.28 $162.94 22,300