VWO
Vanguard Emerging Markets Stock Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-04
Executive Summary
The quantitative backtest for VWO (Vanguard Emerging Markets Stock Index Fund ETF) using the Excess Return SMA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -67.9% (compared to the benchmark's drawdown of -67.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of -0.3%, compared to a Buy-and-Hold benchmark return of 5.4%. The strategy executed 26 total trades.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
* Excess Return SMA: Advanced Single Moving Average model utilizing custom duration weighting and dynamic Stop Loss limits.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for VWO:
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA Active Model
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
🎯 Trading Horizon
Select risk profile & execution style for VWO:
🛡️ Long-Term Investing Active Horizon
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
Switch to MMA to enable
🛡️ VWO Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-67.9% (vs -67.7% B&H)
-0.2% shallower drawdown
Sortino Ratio
-0.02
vs 0.25 B&H
Capital Sheltered from Risk
34.2% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 VWO Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -11.17% | -11.17% | -24.89% | -30.88% | -28.63% | -36.39% | -67.88% | -67.68% |
| Sharpe Ratio | 1.17 | 1.17 | 0.24 | 0.34 | 0.49 | 0.39 | -0.02 | 0.20 |
| Sortino Ratio | 1.62 | 1.62 | 0.26 | 0.51 | 0.58 | 0.50 | -0.02 | 0.25 |
| CAGR | 22.73% | 22.73% | 3.24% | 6.14% | 7.66% | 7.76% | -0.35% | 5.40% |
| % Time Invested | 100.0% | 100.0% | 63.8% | 100.0% | 72.6% | 100.0% | 65.8% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.8 | 0.0 | 1.3 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for VWO... Top Diversifiers for VWO
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
| Loading top diversifier assets... | |||
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Subscribe to Unlock | ||||||||
| 2025-04-08 | 2025-05-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.27% | Interest Income | |
| 2024-02-26 | 2025-04-08 | Completed | 100% | $38.97 | $40.52 | 3.91% | Stop | |
| 2022-07-13 | 2024-02-26 | Interest (CASH) | 100% | $1.00 | $1.08 | 7.83% | Interest Income | |
| 2022-06-03 | 2022-07-13 | Completed | 100% | $38.23 | $35.04 | -8.38% | Signal | |
| 2022-05-11 | 2022-06-03 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2022-03-21 | 2022-05-11 | Completed | 100% | $40.06 | $36.00 | -10.18% | Stop | |
| 2022-02-25 | 2022-03-21 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-04-01 | 2022-02-25 | Completed | 100% | $27.25 | $41.67 | 52.85% | Stop | |
| 2020-03-10 | 2020-04-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2019-06-05 | 2020-03-10 | Completed | 100% | $32.99 | $32.20 | -2.42% | Stop | |
| 2019-02-13 | 2019-06-05 | Interest (CASH) | 100% | $1.00 | $1.01 | 0.74% | Interest Income | |
| 2018-11-16 | 2019-02-13 | Completed | 100% | $31.27 | $33.11 | 5.83% | Signal | |
| 2018-10-25 | 2018-11-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2018-07-13 | 2018-10-25 | Completed | 100% | $33.74 | $29.87 | -11.50% | Stop | |
| 2018-06-20 | 2018-07-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2017-02-10 | 2018-06-20 | Completed | 100% | $29.51 | $34.09 | 15.45% | Stop | |
| 2015-09-25 | 2017-02-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2015-09-17 | 2015-09-25 | Completed | 100% | $25.52 | $24.53 | -3.90% | Signal | |
| 2015-08-25 | 2015-09-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-07-31 | 2015-08-25 | Completed | 100% | $28.03 | $24.97 | -10.95% | Stop | |
| 2015-07-09 | 2015-07-31 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-01-08 | 2015-07-09 | Completed | 100% | $29.04 | $28.51 | -1.89% | Stop | |
| 2014-12-15 | 2015-01-08 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-07-28 | 2014-12-15 | Completed | 100% | $31.99 | $27.89 | -12.88% | Stop | |
| 2014-03-24 | 2014-07-28 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2013-07-16 | 2014-03-24 | Completed | 100% | $27.63 | $27.44 | -0.74% | Signal | |
| 2013-06-21 | 2013-07-16 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2012-12-12 | 2013-06-21 | Completed | 100% | $29.60 | $25.83 | -12.78% | Stop | |
| 2012-04-24 | 2012-12-12 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.06% | Interest Income | |
| 2011-10-17 | 2012-04-24 | Completed | 100% | $26.03 | $28.11 | 7.96% | Signal | |
| 2011-09-23 | 2011-10-17 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-08-30 | 2011-09-23 | Completed | 100% | $27.91 | $23.73 | -15.02% | Stop | |
| 2011-08-08 | 2011-08-30 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-06-01 | 2011-08-08 | Completed | 100% | $24.25 | $27.29 | 12.51% | Stop | |
| 2010-05-07 | 2010-06-01 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2010-01-13 | 2010-05-07 | Completed | 100% | $27.14 | $24.81 | -8.61% | Stop | |
| 2008-12-04 | 2010-01-13 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2008-12-02 | 2008-12-04 | Completed | 100% | $13.18 | $13.14 | -0.37% | Signal | |
| 2008-11-07 | 2008-12-02 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2008-10-29 | 2008-11-07 | Completed | 100% | $13.27 | $14.63 | 10.20% | Stop | |
| 2008-10-07 | 2008-10-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2008-09-29 | 2008-10-07 | Completed | 100% | $20.94 | $17.54 | -16.26% | Stop | |
| 2008-09-05 | 2008-09-29 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.07% | Interest Income | |
| 2008-07-25 | 2008-09-05 | Completed | 100% | $26.60 | $22.58 | -15.14% | Stop | |
| 2008-07-02 | 2008-07-25 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2008-02-14 | 2008-07-02 | Completed | 100% | $29.33 | $27.61 | -5.90% | Stop | |
| 2008-01-23 | 2008-02-14 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2007-12-19 | 2008-01-23 | Completed | 100% | $30.68 | $26.62 | -13.27% | Stop | |
| 2007-11-27 | 2007-12-19 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2007-09-10 | 2007-11-27 | Completed | 100% | $27.85 | $29.98 | 7.62% | Stop | |
| 2007-08-16 | 2007-09-10 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2007-03-07 | 2007-08-16 | Completed | 100% | $21.82 | $23.71 | 8.64% | Stop | |
| 2007-03-05 | 2007-03-07 | Interest (CASH) | 100% | $1.00 | $1.00 | 0.02% | Interest Income | |