Abstract Some progress has been done during the last years on the methods and provision of empirical evidence on the direct and indirect rebound effect. However, these methods are complex, and sometimes require some specific economic knowledge. The development of risk and vulnerability rebound indicators for economies can be a useful tool to help the research community, policy-makers and other practitioners to understand and tackle the rebound effect. This research shows a new analytical way to obtain the direct and indirect rebound effect from the direct rebound effect and the use of energy input-output coefficients, and proposes three risk and vulnerability rebound indicators to show the effects of energy efficiency improvements in households on overall energy consumption. An estimation of these indicators has been conducted for the EU-27 countries.