{"schemaVersion":1,"ticker":"VTWO","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/vtwo/","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, VTWO against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/vtwo/"},"benchmark":{"ticker":"IWM","name":"Russell 2000 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"VTWO","b":"IWM","window":{"from":"2010-10-01","to":"2026-10-23","firstReturn":"2010-10-08","weeklyReturns":838,"years":16.06,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01599064,"perWeek":0.0003075123,"days":4016,"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":4.09218718,"b":4.04680603,"edge":"Tie"},"annualised":{"a":0.10628032,"b":0.10566597,"edge":"Tie"},"price":{"a":3.15947712,"b":3.06351312,"edge":"VTWO (slight)","lead":"VTWO"},"volatility":{"a":0.21036428,"b":0.21206376,"edge":"Tie"},"downsideDeviation":{"a":0.14507607,"b":0.14599198,"edge":"Tie"},"maxDrawdown":{"a":-0.40177368,"b":-0.40241522,"edge":"Tie","aPeak":"2018-08-31","aTrough":"2020-03-20","bPeak":"2018-08-31","bTrough":"2020-03-20"},"excess":{"a":0.10733351,"b":0.10713317,"edge":"Tie"},"sharpe":{"a":0.51022689,"b":0.50519321,"edge":"Tie"},"sortino":{"a":0.73984297,"b":0.73382917,"edge":"Tie"},"calmar":{"a":0.26452783,"b":0.26257945,"edge":"Tie"}},"relative":{"VTWO":{"on":"IWM","beta":0.99080462,"r2":0.9976196,"alpha":0.00118547,"alphaT":0.46226379,"alphaLow":-0.00384812,"alphaHigh":0.00621906,"upsideCapture":0.98787341,"downsideCapture":0.99470193,"treynor":0.10832964,"trackingError":0.01044713,"informationRatio":0.01917641,"upWeeks":469,"downWeeks":368,"treynorReference":0.10713317,"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":"VTWO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"VTWO":{"kept":"2026-10-26","distributions":50,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":838,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":4.09218718}},"IWM":{"kept":"2026-10-26","distributions":64,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":838,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":4.04680603}}}}