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
-1.8%
1 Year rank in sector
13/34
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
£4,747m (£3,786m 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.
30
Top in this sector
Fund name1 Year
BlueBay Inv Gr Eur Agg1.8%
JI Income Strategy CL1.3%
DPAM L Bds EUR Government 1-5-0.3%
DPAM L Bonds Govt Sust-0.3%
Blackrock UltrHi QltyEurGvBdIdx-0.5%
...more in FO Fixed Int - EUR Government

Performance snapshot

Holdings snapshot

  • France24.9%
    Germany22%
    Italy20.7%
    Spain12.6%
    Belgium6%
  • Government Bonds86.9%
    Government Agency Bonds9.3%
    Local Government Bonds3.8%
  • French Fixed Interest24.9%
    German Fixed Interest22%
    Italian Fixed Interest20.7%
    Spanish Fixed Interest12.6%
    Belgian Fixed Interest6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.5%-1.9%-4.6%-1.8%11.3%24.6%
Sector-0.3%-1.4%-5%-2.3%9.3%20.5%
Rank within sector22 / 3420 / 3311 / 3313 / 3414 / 3110 / 25
Quartile3rd3rd2nd2nd2nd2nd
Calendar performance
 YTD - 20172016201520142013
Fund-2%2.9%1.3%12.1%1.8%
Sector-1.7%2.2%0.4%11.4%1%
Rank within sector16 / 3314 / 3210 / 3218 / 3010 / 26
Quartile2nd2nd2nd3rd2nd
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.
0.86
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.
0.96
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.
0.14
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%.
4.29
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.
0.84
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.
0.86
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 low204.32
Current bid price-
Current offer price-
Current mid price205.6
Region
1France24.9%
2Germany22%
3Italy20.7%
4Spain12.6%
5Belgium6%
6Netherlands6%
7Austria3.7%
8Ireland1.7%
9Finland1.4%
Industry sector
1Government Bonds86.9%
2Government Agency Bonds9.3%
3Local Government Bonds3.8%
Asset type
1French Fixed Interest24.9%
2German Fixed Interest22%
3Italian Fixed Interest20.7%
4Spanish Fixed Interest12.6%
5Belgian Fixed Interest6%
6Dutch Fixed Interest6%
7Austrian Fixed Interest3.7%
8Irish Fixed Interest1.7%
9Finnish Fixed Interest1.4%
Individual holdings
1ITALY(REPUBLIC OF) 4.5% BDS 01/03/26 EUR10001.27%
2FRANCE(GOVT OF) 3.5% BDS 25/04/26 EUR11.1%
3FRANCE(GOVT OF) 2.25% NTS 25/10/22 EUR11.06%
4FRANCE(GOVT OF) 1.75% BDS 25/05/23 EUR10001.04%
5FRANCE(GOVT OF) 5.75% BDS 25/10/2032 EUR11%
6FRANCE(GOVT OF) 4.5% BDS 25/04/41 EUR10.96%
7SPAIN(KINGDOM OF) 5.9% BDS 30/07/26 EUR10000.93%
8FRANCE(GOVT OF) 2.75% BDS 25/10/27 EUR10000.83%
9ITALY(REPUBLIC OF) 4.5% BDS 01/02/20 EUR10000.83%
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 V 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 price217.8231
CurrencyEUR
Price updated23/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeVH12
Vanguard Euro Government Bond Index Inst 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 price115.1022
CurrencyEUR
Price updated23/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWGN
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 price99.4162
CurrencyUSD
Price updated23/03/2017
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 price205.5981
CurrencyEUR
Price updated23/03/2017
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 price221.8511
CurrencyUSD
Price updated23/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeVH49
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 price114.5796
CurrencyGBP
Price updated23/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWFO
Data provided by

The Content is only for your general information and use and is not intended to address your particular requirements. The Content does not constitute any form of advice, recommendation or arrangement by Moneywise and is not intended to be relied upon by you in making (or refraining from making) any specific investment or other decisions. Appropriate independent advice should be obtained before making any such decision.

This information is sourced from our partner Financial Express. We believe the data to be correct however you should take care in using any information.

You should be aware that prices may fall as well as rise and that the income derived can go down as well as up. When buying or selling any investment that fluctuates in price or value you may get back less than you invested. Past performance is not necessarily a guide to future performance.