Drought is associated with adverse environmental and societal impacts across various regions. Therefore, drought monitoring based on a single variable may lead to unreliable information, especially about the onset and persistence of drought. Previous studies show vapor pressure deficit (VPD) data can detect drought onset earlier than other drought indicators such as precipitation. On the other hand, Soil Moisture is a robust indicator for assessing drought persistence. This study introduces a nonparametric multivariate drought index Vapor Pressure Deficit Soil moisture standardized Drought Index (VPDSDI) which is developed by combining vapor pressure deficit (VPD) with soil moisture information. The performance of the multivariate index in terms of drought onset detection is compared with the Standardized Precipitation Index (SPI) for six major drought events across the United States including three flash drought events and three conventional drought events. Additionally, the performance of the proposed index in detecting drought persistence is compared with the Standardized Soil moisture Index (SSI), which is an agricultural drought index. Results indicate the multivariate index detects drought onset always earlier than SPI for conventional events, but VPDSDI detects drought onset earlier than or about the same time as SPI for flash droughts. In terms of persistence, VPDSDI detects persistence almost identical to SSI for both flash and conventional drought events. The results also show that combining VPD with soil moisture reduces the high variability of VPD and produces a smoother index which improves the onset and persistence detection of drought events leveraging VPD and soil moisture information.