VANGUARD RUSSELL 2000 INDEX FUND ETF SHARES
Symbol: VTWO
Exchange: NASDAQ
Sector: Healthcare
Category: Small Blend
Inception Date: 20/09/2010
Latest Date: 02/04/2026
Current Price: $101.52
Expense Ratio: 0.06%
Assets Under Management
$15.2B
2.59% 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
-4.79%
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
0.97%
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
3.35%
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
25.17%
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
25.70%
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
46.38%
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: 02/04/2025 - 02/04/2026.
Average Daily Return
0.1%
Best Day
8.702%
09/04/2025
Worst Day
-6.504%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 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 |
| 27/03/2026 | $99.38 | $99.67 | $97.94 | $98.19 | 3,822,200 |
| 26/03/2026 | $100.53 | $101.74 | $99.85 | $99.95 | 3,585,600 |
| 25/03/2026 | $101.68 | $102.23 | $100.81 | $101.75 | 5,161,500 |
| 24/03/2026 | $99.16 | $101.05 | $98.80 | $100.51 | 7,851,500 |
| 23/03/2026 | $100.07 | $101.78 | $99.65 | $100.19 | 8,311,600 |
| 20/03/2026 | $100.02 | $100.22 | $97.36 | $98.09 | 5,949,700 |