Fact sheet: Vanguard Euro GvBd Idx

Fund information
Fund name
Vanguard Euro Government Bond Index Inv EUR
Fund manager company
Vanguard Group Inc (IRL)
Fund type
OEIC
Fund manager
  • Europe Bond Index Teamsince 28/09/2000
Fund objective
The Fund seeks to provide returns consistent with the performance of a market-weighted bond index of euro-denominated government fixed income securities.
Benchmark
  • Barclays Global Agg. Euro Gov't Float Adjusted Bond Index
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised, Fixed Interest
Quick stats
1 Year return
1.9%
1 Year rank in sector
6/22
Sector
FO Fixed Int - EUR Government
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.25%
Fund size
£4,006m (£3,604m last year)
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
28
Top in this sector
Fund name1 Year
Vanguard 20+ Year € Trs Idx8.9%
BlueBay Inv Grd € Govt Bd4.8%
JI Income Strategy CL2.8%
SSgA EurCoreTsryBdIx2.4%
Petercam L Bonds Govt Sust2.1%
...more in FO Fixed Int - EUR Government

Performance snapshot

Holdings snapshot

  • France25.2%
    Germany21.9%
    Italy20.9%
    Spain12.6%
    Netherlands5.9%
  • Government Bonds87.1%
    Government Agency Bonds9.2%
    Local Government Bonds3.5%
    Money Market0.2%
  • French Fixed Interest25.2%
    German Fixed Interest21.9%
    Italian Fixed Interest20.9%
    Spanish Fixed Interest12.6%
    Dutch Fixed Interest5.9%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.6%-3.8%-1.3%1.9%16%32.2%
Sector-2.5%-4.5%-2.2%1.3%13.3%26.1%
Rank within sector5 / 236 / 235 / 236 / 226 / 205 / 18
Quartile1st2nd1st2nd2nd2nd
Calendar performance
 YTD - 20162015201420132012
Fund2.2%1.3%12.1%1.8%10.3%
Sector1.3%0.4%11.4%1%8.7%
Rank within sector6 / 224 / 2211 / 207 / 198 / 18
Quartile2nd1st3rd2nd2nd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
0.89
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.95
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
0.33
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
4.2
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
0.89
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.76
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.96
Price movement
52 week high216.47
52 week low203.39
Current bid price-
Current offer price-
Current mid price208.32
Region
1France25.25%
2Germany21.86%
3Italy20.86%
4Spain12.57%
5Netherlands5.89%
6Belgium5.79%
7Austria3.59%
8Ireland1.8%
9Finland1.4%
Industry sector
1Government Bonds87.1%
2Government Agency Bonds9.2%
3Local Government Bonds3.5%
4Money Market0.2%
Asset type
1French Fixed Interest25.25%
2German Fixed Interest21.86%
3Italian Fixed Interest20.86%
4Spanish Fixed Interest12.57%
5Dutch Fixed Interest5.89%
6Belgian Fixed Interest5.79%
7Austrian Fixed Interest3.59%
8Irish Fixed Interest1.8%
9Finnish Fixed Interest1.4%
Individual holdings
1FRANCE(GOVT OF) 2.75% BDS 25/10/27 EUR10000.97%
2FRANCE(GOVT OF) 5.75% BDS 25/10/2032 EUR10.88%
3FRANCE(GOVT OF) 1.75% BDS 25/11/24 EUR10.76%
4GERMANY(FEDERAL REPUBLIC OF) 3.25% BDS 04/01/20 EUR0.010.73%
5GERMANY(FEDERAL REPUBLIC OF) 0.25% BDS 13/04/18 EUR1000.72%
6FRANCE(GOVT OF) 2.25% NTS 25/10/22 EUR10.7%
7ITALY(REPUBLIC OF) 1.45% BDS 15/09/22 EUR10000.7%
8FRANCE(GOVT OF) 3% BDS 25/04/22 EUR10.69%
9FRANCE(GOVT OF) 0.5% BDS 25/05/25 EUR10.68%
Management
Fund manager group
Vanguard
Fund manager company
Vanguard Group Inc (IRL)
Fund type
OEIC
Fund objective
The Fund seeks to provide returns consistent with the performance of a market-weighted bond index of euro-denominated government fixed income securities.
Benchmark
  • Barclays Global Agg. Euro Gov't Float Adjusted Bond Index
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised, Fixed Interest
Fund manager
NameSinceBiography
Europe Bond Index Team28/09/2000
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Austria, Switzerland, Germany, Denmark, Spain, Finland, France, United Kingdom, Ireland, Iceland, Luxembourg, Netherlands, Norway, Offshore, Sweden
Vanguard Euro Government Bond Index Inst EUR
Initial charge-
Annual charge0.2%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price220.671
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeVH12
Vanguard Euro Government Bond Index Inst USD
Initial charge-
Annual charge0.2%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price100.5153
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeM5CQ
Vanguard Euro Government Bond Index Inv EUR
Initial charge-
Annual charge0.25%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price208.3164
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeVH11
Vanguard Euro Government Bond Index Inv USD
Initial charge-
Annual charge0.25%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price224.3363
CurrencyUSD
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeVH49
Vanguard Euro Government Bond Index Plus EUR
Initial charge-
Annual charge0.1%
Min single investment£200,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.1%
Total expense ratio (TER)0.1%
Bid price-
Offer price-
Mid price116.5733
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWGN
Vanguard Euro Government Bond Index Sterling Hedged Acc
Initial charge-
Annual charge0.25%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.25%
Total expense ratio (TER)0.25%
Bid price-
Offer price-
Mid price115.8699
CurrencyGBP
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWFO
Data provided by

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