Nonlinear spectroscopy in the extreme ultraviolet (EUV) and soft x-ray spectral range offers the opportunity for element selective probing of ultrafast dynamics using core-valence transitions (Mukamel et al., Acc. Chem. Res. 42, 553 (2009)). We demonstrate a step on this path showing core-valence sensitivity in transient grating spectroscopy with EUV probing. We study the optically induced insulator-to-metal transition (IMT) of a VO2 film with EUV diffraction from the optically excited sample. The VO2 exhibits a change in the 3p-3d resonance of V accompanied by an acoustic response. Due to the broadband probing we are able to separate the two features.