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: 02/04/2026
Current Price: $169.35
Expense Ratio: 0.06%
Assets Under Management
$1.1B
2.26% 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
-3.50%
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
5.11%
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
8.54%
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
27.54%
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
28.94%
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
48.58%
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: 02/04/2025 - 02/04/2026.
Average Daily Return
0.107%
Best Day
7.46%
09/04/2025
Worst Day
-6.801%
03/04/2025
Days with Data
251
Recent Price History (Last 90 Days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 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 |
| 27/03/2026 | $166.41 | $166.41 | $164.07 | $164.41 | 17,600 |
| 26/03/2026 | $167.27 | $169.02 | $166.81 | $166.81 | 14,200 |
| 25/03/2026 | $168.65 | $169.17 | $167.56 | $168.57 | 309,100 |
| 24/03/2026 | $163.91 | $167.71 | $163.91 | $166.58 | 17,200 |
| 23/03/2026 | $163.83 | $168.05 | $163.83 | $165.70 | 26,300 |
| 20/03/2026 | $164.75 | $165.16 | $161.21 | $162.02 | 71,800 |