Summary
VWOB
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return 0.83% Volatility 6.56% Sharpe 0.64
Official loaded data — not a live quote.

VANGUARD EMERGING MARKETS GOVERNMENT BOND INDEX FUND ETF SHARES

Symbol: VWOB

Exchange: NASDAQ

Sector: N/A

Category: Emerging Markets Bond

Inception date: 31/05/2013

Latest date: 15/10/2026

Current price: $63.86

Expense ratio: 0.15%

Assets under management
$6.6B
0.06% 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

-0.60%

Ann. -28.00% (Sharpe / Sortino numerator)

Volatility

9.81%

Sharpe ratio

-3.225

VaR 95%

-1.01%

CVaR 95%: -1.23%
Max drawdown: -4.11%
Sortino ratio: -5.620
Calmar ratio: -6.80

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

-2.63%

Ann. -8.16% (Sharpe / Sortino numerator)

Volatility

6.64%

Sharpe ratio

-1.776

VaR 95%

-0.79%

CVaR 95%: -1.02%
Max drawdown: -5.41%
Sortino ratio: -2.124
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

-2.21%

Ann. 0.44% (Sharpe / Sortino numerator)

Volatility

5.39%

Sharpe ratio

-0.591

VaR 95%

-0.58%

CVaR 95%: -0.85%
Max drawdown: -5.41%
Sortino ratio: -0.721
Calmar ratio: 0.08

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

0.83%

Ann. 7.83% (Sharpe / Sortino numerator)

Volatility

6.56%

Sharpe ratio

0.640

VaR 95%

-0.61%

CVaR 95%: -1.05%
Max drawdown: -5.41%
Sortino ratio: 0.748
Calmar ratio: 1.45

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.

Period total return

9.42%

Ann. 7.77% (Sharpe / Sortino numerator)

Volatility

6.45%

Sharpe ratio

0.642

VaR 95%

-0.60%

CVaR 95%: -0.97%
Max drawdown: -5.41%
Sortino ratio: 0.829
Calmar ratio: 1.44

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

30.74%

Ann. 7.91% (Sharpe / Sortino numerator)

Volatility

7.13%

Sharpe ratio

0.601

VaR 95%

-0.73%

CVaR 95%: -1.02%
Max drawdown: -7.70%
Sortino ratio: 0.849
Calmar ratio: 1.03

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.004%

Best day

0.948%

11/06/2026
Worst day

-1.421%

20/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $63.82 $63.90 $63.77 $63.86 716,300
14/10/2026 $63.19 $63.48 $63.14 $63.46 669,900
13/10/2026 $63.48 $63.51 $63.39 $63.44 694,900
12/10/2026 $63.28 $63.35 $63.27 $63.33 348,800
09/10/2026 $63.31 $63.40 $63.21 $63.34 818,700
08/10/2026 $63.01 $63.28 $62.97 $63.26 523,000
07/10/2026 $62.80 $63.17 $62.75 $63.13 756,200
06/10/2026 $63.12 $63.32 $63.10 $63.21 838,500
05/10/2026 $62.72 $62.83 $62.61 $62.80 719,200
02/10/2026 $62.87 $62.98 $62.66 $62.71 886,300