{"schemaVersion":1,"ticker":"VDE","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/vde/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, VDE against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/vde/"},"benchmark":{"ticker":"FENY","name":"MSCI US Investable Market Index (IMI)/Energy 25/50","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"VDE","b":"FENY","window":{"from":"2013-11-01","to":"2026-10-23","firstReturn":"2013-11-08","weeklyReturns":677,"years":12.97,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01962546,"perWeek":0.0003774127,"days":3244,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":1.39759051,"b":1.36161893,"edge":"VDE (slight)","lead":"VDE"},"annualised":{"a":0.0694742,"b":0.06823313,"edge":"Tie"},"price":{"a":0.55365913,"b":0.52428743,"edge":"VDE (slight)","lead":"VDE"},"volatility":{"a":0.28245896,"b":0.28064124,"edge":"Tie"},"downsideDeviation":{"a":0.20169195,"b":0.20072485,"edge":"Tie"},"maxDrawdown":{"a":-0.72169554,"b":-0.72257924,"edge":"Tie","aPeak":"2014-06-20","aTrough":"2020-03-20","bPeak":"2014-06-20","bTrough":"2020-03-20"},"excess":{"a":0.08812167,"b":0.08643604,"edge":"Tie"},"sharpe":{"a":0.31198045,"b":0.30799477,"edge":"Tie"},"sortino":{"a":0.43691219,"b":0.4306195,"edge":"Tie"},"calmar":{"a":0.09626524,"b":0.09442996,"edge":"Tie"}},"relative":{"VDE":{"on":"FENY","beta":1.00598288,"r2":0.99901835,"alpha":0.0011685,"alphaT":0.4756321,"alphaLow":-0.00365526,"alphaHigh":0.00599226,"upsideCapture":1.00804927,"downsideCapture":1.00127124,"treynor":0.08759759,"trackingError":0.00900766,"informationRatio":0.18713378,"upWeeks":370,"downWeeks":306,"treynorReference":0.08643604,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"VDE","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"VDE":{"kept":"2026-10-26","distributions":47,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2015-12-23","amount":0.683,"vendor":0.653971},{"ex":"2021-06-21","amount":0.6582,"vendor":0.631537},{"ex":"2022-06-23","amount":1.0081,"vendor":1.046834},{"ex":"2022-09-28","amount":1.2365,"vendor":1.181616}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":677,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.39759051}},"FENY":{"kept":"2026-10-26","distributions":52,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2022-06-17","amount":0.208,"vendor":0.220306}],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":677,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.36161893}}}}