Differentiable rendering allows the application of computer graphics on vision tasks, e.g. object pose and shape fitting, via analysis-by-synthesis, where gradients at occluded regions are important when inverting the rendering process.To obtain those gradients, state-of-the-art (SoTA) differentiable renderers use rasterization to collect a set of nearest components for each pixel and aggregate them based on the viewing distance. In this paper, we propose VoGE, which uses ray tracing to capture nearest components with their volume density distributions on the rays and aggregates via integral of the volume densities based on Gaussian ellipsoids, which brings more efficient and stable gradients. To efficiently render via VoGE, we propose an approximate close-form solution for the volume density aggregation and a coarse-to-fine rendering strategy. Finally, we provide a CUDA implementation of VoGE, which gives a competitive rendering speed in comparison to PyTorch3D. Quantitative and qualitative experiment results show VoGE outperforms SoTA counterparts when applied to various vision tasks, e.g., object pose estimation, shape/texture fitting, and occlusion reasoning. The VoGE code is available at: https://github.com/Angtian/VoGE.