VEU vs SGOV

Comparison between VANGUARD FTSE ALL-WORLD EX-US INDEX FUND ETF SHARES (VEU, ETF) and ISHARES 0-3 MONTH TREASURY BOND ETF (SGOV, ETF).

5-Year PerformanceVEU has outperformed SGOV, delivering a return of +8.9% compared to +3.5%

VEU vs SGOV - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	VEU(ETF)	SGOV(ETF)
Net Assets	$84B	$84B
Expense Ratio	0.04%	0.09%
Max Drawdown	62.81%	0.68%
Sharpe Ratio	1.90	1.82
5Y Beta	0.73	-0.00
5Y Dividends CAGR	15.40%	142.08%

Net Assets

Winner

VEU

$84B

SGOV

$84B

Expense Ratio

Winner

VEU

0.04%

SGOV

0.09%

Max Drawdown

VEU

62.81%

Winner

SGOV

0.68%

Sharpe Ratio

Winner

VEU

1.90

SGOV

1.82

5Y Beta

VEU

0.73

Winner

SGOV

-0.00

5Y Dividends CAGR

VEU

15.40%

Winner

SGOV

142.08%

VEU vs SGOV - Historical Returns

Returns include dividend reinvestment.

Period	VEU	SGOV
1 month	+5.15%	+0.33%
3 months	+4.08%	+0.89%
6 months	+17.34%	+1.84%
1 year	+36.24%	+4.02%
5 years(CAGR)	+8.88%	+3.49%
10 years(CAGR)	+10.16%	N/A
Max(CAGR)	+5.50%	+2.94%

Winner

VEU

+5.15%

SGOV

+0.33%

Winner

VEU

+4.08%

SGOV

+0.89%

Winner

VEU

+17.34%

SGOV

+1.84%

Winner

VEU

+36.24%

SGOV

+4.02%

5Y(CAGR)

Winner

VEU

+8.88%

SGOV

+3.49%

10Y(CAGR)

VEU

+10.16%

SGOV

N/A

Max(CAGR)

Winner

VEU

+5.50%

SGOV

+2.94%

VEU vs SGOV - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	VEU	SGOV
2026	+11.69%	+1.24%
2025	+32.83%	+4.22%
2024	+6.77%	+5.25%
2023	+15.03%	+5.10%
2022	-16.14%	+1.58%
2021	+7.75%	+0.04%
2020	+9.71%	+0.05%
2019	+21.96%	N/A
2018	-15.11%	N/A
2017	+26.48%	N/A
2016	+6.73%	N/A
2015	-4.41%	N/A
2014	-2.58%	N/A
2013	+12.36%	N/A
2012	+15.86%	N/A
2011	-14.74%	N/A
2010	+8.46%	N/A
2009	+34.92%	N/A
2008	-43.25%	N/A
2007	+16.01%	N/A

VEU vs SGOV Drawdown Comparison

The maximum drawdown for VEU was -61.54%, occurring on Mar 9, 2009. Recovery took 1677 trading sessions.

The maximum drawdown for SGOV was -0.03%, occurring on Aug 23, 2022. Recovery took 3 trading sessions.

The current VEU drawdown is -0.20%.

Rank	VEU	SGOV
#1	-61.54% Oct 31, 2007 - Jul 1, 2014	-0.03% Aug 22, 2022 - Aug 25, 2022
#2	-34.98% Jan 26, 2018 - Nov 11, 2020	-0.02% Aug 27, 2020 - Oct 5, 2020
#3	-29.32% Jun 14, 2021 - May 9, 2024	-0.02% Nov 2, 2021 - Dec 16, 2021
#4	-25.04% Jul 3, 2014 - May 2, 2017	-0.02% Mar 1, 2021 - Apr 6, 2021
#5	-13.69% Mar 19, 2025 - May 2, 2025	-0.02% Aug 4, 2021 - Sep 7, 2021
#6	-13.08% Jul 23, 2007 - Sep 27, 2007	-0.02% Oct 21, 2021 - Nov 2, 2021
#7	-11.42% Feb 25, 2026 - May 6, 2026	-0.02% Jul 7, 2022 - Jul 14, 2022
#8	-9.82% Sep 26, 2024 - Mar 17, 2025	-0.02% Jun 21, 2022 - Jun 29, 2022
#9	-7.67% Jul 12, 2024 - Aug 21, 2024	-0.02% Jul 27, 2022 - Aug 1, 2022
#10	-4.92% Feb 16, 2021 - Apr 15, 2021	-0.02% Oct 11, 2022 - Oct 13, 2022
#11	-4.87% Nov 12, 2025 - Dec 10, 2025	-0.02% Mar 24, 2023 - Mar 28, 2023
#12	-4.61% Jan 21, 2021 - Feb 9, 2021	-0.02% Dec 23, 2021 - Feb 16, 2022
#13	-3.98% Jul 23, 2025 - Aug 13, 2025	-0.02% Aug 19, 2020 - Aug 27, 2020
#14	-3.76% May 7, 2021 - May 26, 2021	-0.01% Jun 2, 2022 - Jun 16, 2022
#15	-3.72% Jun 4, 2007 - Jun 21, 2007	-0.01% Jun 8, 2021 - Jun 25, 2021

Correlation

Correlation between VEU and SGOV is 0.86 which considered as a strong positive correlation - the stocks tend to move together.

0.86

-101

Dividend Comparison (2007 - 2026)

VEU vs SGOV dividend yield comparison.

Year	VEU	SGOV
2026	0.14%	1.17%
2025	3.09%	4.10%
2024	3.24%	5.10%
2023	3.32%	4.87%
2022	3.12%	1.45%
2021	3.08%	0.03%
2020	2.00%	0.05%
2019	3.10%	0.00%
2018	3.27%	0.00%
2017	2.66%	0.00%
2016	2.96%	0.00%
2015	2.95%	0.00%
2014	3.52%	0.00%
2013	2.66%	0.00%
2012	2.94%	0.00%
2011	3.45%	0.00%
2010	2.13%	0.00%
2009	1.98%	0.00%
2008	2.43%	0.00%
2007	0.87%	0.00%