VTWV

Vanguard Russell 2000 Value ETF
*Unless otherwise stated, data provided by FactSet.

VTWV Fund Description

VTWV tracks an index of US small-cap value stocks. Holdings are selected and weighted based on price-to-book-value.

VTWV Factset Analytics Insight

VTWV tracks a traditional style index that divides the Russell 2000 Index into value and growth subsets using a lone value factor: price-to-book-value. The index uses its preference on value to select from stocks ranked 1001-3000 by market cap. Holdings are weighted in a similar fashion. VTWV tilts smaller and avoids a midcap bias—delivering a solid small-cap basket with a side of micro-caps. As one might expect, this small-cap tilt elevates the fund's relative risk. However, VTWV's sector breakdown is representative of the broader market. The index is reconstituted on an annual basis.

VTWV MSCI ESG Analytics Insight

Vanguard Russell 2000 Value ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.52 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Vanguard Russell 2000 Value ETF ranks in the 17th percentile within its peer group and in the 10th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

VTWV MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 07/22/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
VTWV -3.61% 0.18% 22.02% 65.16% 8.14% 11.79% 10.18%
VTWV (NAV) -5.85% -1.06% 19.86% 59.88% 7.43% 11.24% 9.99%
Russell 2000 Value Index -5.84% -1.03% 19.94% 60.01% 7.44% 11.27% 10.10%
MSCI USA Small Cap Value Index -3.73% -0.91% 17.94% 55.82% 7.19% 10.34% 10.69%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

VTWV Summary Data

Vanguard
09/20/10
Open-Ended Fund
0.15%
$1.04B
$7.34M
0.11%

VTWV Portfolio Data

$3.45B
-801.77
1.91
1.33%
N/A
1,503

VTWV Index Data

Russell 2000 Value Index
Multi-Factor
Multi-Factor
MSCI USA Small Cap Value Index

VTWV Portfolio Management

0.15%
0.09%
0.18%
-0.16%

VTWV Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

VTWV Fund Structure

Open-Ended Fund
No
Yes
-- / --
N/A
N/A
Low
Monthly

VTWV Factset Analytics Block Liquidity

As of 07/23/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of VTWV. VTWV is rated a 5 out of 5.

VTWV Tradability

50,624
$7.34M
42,852
$6.28M
0.11%
$0.16
0.04%
0.45% / -0.22%
None
98.00%
25,000
1.71
0.06%
0.04%
0
$137.60
5

VTWV Sector/Industry Breakdown


VTWV
Segment Benchmark
34.01%
38.65%
18.04%
12.25%
14.44%
13.39%
6.72%
5.78%
6.36%
7.73%
5.66%
6.45%
5.61%
5.52%
3.48%
3.30%
3.47%
3.50%
0.60%
0.72%

VTWV Top 10 Holdings[View All]

1.55%
Ovintiv Inc 0.52%
Macy's Inc 0.40%
0.34%
6.31%

VTWV Countries


VTWV
Segment Benchmark
99.52%
99.94%
0.48%
0.06%

VTWV Regions


VTWV
Segment Benchmark
100.00%
100.00%

VTWV Economic Development


VTWV
Segment Benchmark
100.00%
100.00%

VTWV Performance Statistics

0.98
1.11
1.10
1.09
0.29%
MSCI USA Small Cap Value Index

VTWV MSCI ESG Ratings

4.52 / 10
10.20
16.98
4.64%
4.80%
199.46

VTWV Benchmark Comparison Holdings

1,503
1190
726
42.09%

VTWV Benchmark Comparison Summary


VTWV
Segment Benchmark
1,503
1190
$3.45B
$5.08B
-801.77
64.48
1.91
2.01
1.34%
1.67%
Low
Low

VTWV Benchmark Comparison Market Cap Size


VTWV
Segment Benchmark
2.28%
1.82%
50.55%
72.68%
40.27%
24.46%
6.89%
1.04%