Vanguard FTSE Developed Markets ETF

VEA Fund · NYSE Arca

Market statistics

Annualised volatility 17.4%
Beta vs SPY 1.09
Market correlation 0.803
Rate sensitivity -0.44
Volatility sensitivity -0.69
Traded per day $704.0M

Measured from daily returns over the past year. That is not the same estimator as the beta quoted on most finance sites, which is usually five years of monthly returns, and in a market where single stocks move on their own news the daily figure comes out materially lower. Over this window the average large-cap correlation to the index is far below its long-run level: a low number here is a statement about the last twelve months, not a claim that the security is uncorrelated with the market in general.

Short selling — three different measurements

Shares short 4.0M
Days to cover 1.0
Change vs prior -26.4%
Short share of volume 36.5%
Largest fail balance 1.9M
Dates with a fail balance 28

These measure different things and are routinely confused. Shares short is an outstanding position, reported twice monthly (settlement 2026-08-14). Short share of volume counts sell-side transactions flagged short each day, most of which is market-maker hedging closed the same session — the market-wide median is around half. Fail balances are shares that did not settle on time; the SEC states these are cumulative balances whose age cannot be determined, and they are not evidence of naked short selling.

Ownership

Institutions reporting a position 2,859
Reported value $138.32B

Largest reported holdersamong the managers stored here

ManagerReported valueShares
BANK OF AMERICA CORP /DE/ $12.73B 198,676,662
Creative Planning $7.72B 120,418,397
ENVESTNET ASSET MANAGEMENT INC $5.52B 86,071,437
MORGAN STANLEY $5.42B 84,618,722
NORTHWESTERN MUTUAL WEALTH MANAGEMENT CO $4.11B 64,148,091
WELLS FARGO & COMPANY/MN $3.93B 61,389,203
Wealthfront Advisers LLC $3.70B 57,686,964
NORTHERN TRUST CORP $3.44B 53,670,869

On the public record

Moves most like

Ticker1-year correlationVolatility vs VEA
SPDW State Street SPDR Portfolio Developed World ex-US ETF 0.998 0.99×
SCHF Schwab International Equity ETF 0.998 1.01×
IXUS iShares Core MSCI Total International Stock ETF 0.990 0.99×
VXUS Vanguard Total International Stock ETF 0.990 0.98×
VEU Vanguard FTSE All World Ex US ETF 0.989 0.98×
ACWX iShares MSCI ACWI ex U.S. ETF 0.988 1.00×
CVIE Calvert International Responsible Index ETF 0.986 1.08×
CWI State Street SPDR MSCI ACWI ex-US ETF 0.982 0.99×

What is on this page

Everything this site holds about one security, from sources that are all public record. The figures come from different places and mean different things, so each block says where it came from.

What is deliberately absent

No price, no chart, no market capitalisation, no valuation ratio. The daily price history behind the statistics above is licensed from a commercial vendor and cannot be republished — and publishing a market cap alongside a share count would hand the price straight back. Every number here is either a public filing or a statistic from which the underlying series cannot be reconstructed.

Coverage

US securities trading at least $1 million a day with three years of history. Sections appear only where there is something to show: a fund has no income statement, most companies have no activist stake, and only a few dozen listed companies hold material federal contracts.