Summary
VTWV
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 40.71% Volatility 22.23% Sharpe 1.08
Official loaded data — not a live quote.

VANGUARD RUSSELL 2000 VALUE INDEX FUND ETF SHARES

Symbol: VTWV

Exchange: NASDAQ

Sector: Financial_Services

Category: Small Value

Inception date: 13/07/2012

Latest date: 16/07/2026

Current price: $197.82

Expense ratio: 0.06%

Assets under management
$1.4B
1.56% 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

3.88%

Ann. -32.31% (Sharpe / Sortino numerator)

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

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

11.34%

Ann. 22.48% (Sharpe / Sortino numerator)

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

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

15.64%

Ann. 17.97% (Sharpe / Sortino numerator)

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

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

40.71%

Ann. 27.67% (Sharpe / Sortino numerator)

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

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

37.95%

Ann. 13.61% (Sharpe / Sortino numerator)

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

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

62.90%

Ann. 14.17% (Sharpe / Sortino numerator)

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

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

0.142%

Best day

4.408%

22/08/2025
Worst day

-3.035%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $194.78 $198.01 $194.78 $197.82 35,200
15/07/2026 $194.25 $196.29 $194.17 $195.12 16,000
14/07/2026 $195.14 $195.14 $193.76 $193.76 15,300
13/07/2026 $194.19 $194.43 $193.70 $193.81 15,500
10/07/2026 $194.00 $194.32 $193.51 $194.16 11,700
09/07/2026 $192.39 $194.11 $192.09 $193.65 12,200
08/07/2026 $193.72 $193.72 $191.02 $191.98 22,300
07/07/2026 $195.78 $196.56 $194.19 $194.37 20,900
06/07/2026 $195.64 $196.21 $195.24 $195.69 75,500
02/07/2026 $196.40 $197.04 $193.87 $195.21 40,200