Fact sheet: Vanguard Eurzn Infln LkdBdId

Fund information
Fund name
Vanguard Eurozone Inflation Linked Bond Index Inv EUR
Fund manager company
Vanguard Group Inc (IRL)
Fund type
OEIC
Fund manager
  • Europe Bond Index Teamsince 30/05/2005
Fund objective
The Fund seeks to provide returns consistent with the performance of the Index, a market-weighted bond index of euro-denominated inflation-linked government securities with the Eurozone.
Benchmark
  • Barclays Capital Eurozone Inflation-Linked Float Adjusted Bond Index
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised, Fixed Interest
Quick stats
1 Year return
1.2%
1 Year rank in sector
4/10
Sector
FO Fixed Int - EUR Index Linked
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
£1,447m (£1,032m 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.
74
Top in this sector
Fund name1 Year
Parvest Bd Wrld Inf Lkd5.1%
Northern Trust EurGovIfLkIx2.5%
Pimco GIS Euro Real Return2%
Vanguard Eurzn Infln LkdBdId1.2%
SSGA Lux EurInfLnkdBdIdx1.2%
...more in FO Fixed Int - EUR Index Linked

Performance snapshot

Holdings snapshot

  • France38.1%
    Italy36.3%
    Germany19.1%
    Spain7.1%
    EU-0.6%
  • Government Bonds100%
  • French Fixed Interest38.1%
    Italian Fixed Interest36.3%
    German Fixed Interest19.1%
    Spanish Fixed Interest7.1%
    European Fixed Interest-0.6%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-0.5%-2.8%-0.1%1.2%13.7%36.6%
Sector-0.6%-2.3%0.2%1.2%7.5%17.2%
Rank within sector5 / 109 / 107 / 104 / 101 / 91 / 9
Quartile2nd4th3rd2nd1st1st
Calendar performance
 YTD - 20162015201420132012
Fund2%2.3%8.9%-0.3%18%
Sector2.1%0.4%5.1%-3.2%10.3%
Rank within sector4 / 101 / 101 / 91 / 91 / 9
Quartile2nd1st1st1st1st
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.
1.44
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.
1.21
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.
0.1
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%.
4.89
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.
1.41
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.
1.31
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.
0.94
Price movement
52 week high141.01
52 week low133.04
Current bid price-
Current offer price-
Current mid price137.11
Region
1France38.1%
2Italy36.3%
3Germany19.1%
4Spain7.1%
5EU-0.6%
Industry sector
1Government Bonds100%
Asset type
1French Fixed Interest38.1%
2Italian Fixed Interest36.3%
3German Fixed Interest19.1%
4Spanish Fixed Interest7.1%
5European Fixed Interest-0.6%
Individual holdings
1FRANCE(GOVT OF) 2.25% IDX LKD BDS 25/7/20 EUR16.87%
2ITALY(REPUBLIC OF) TB 15/09/23 EUR10005.8%
3FRANCE(GOVT OF) 1.1% INFL IDX OAT 25/07/22 EUR15.44%
4ITALY(REPUBLIC OF) 2.35% BDS 15/09/19 EUR10005.08%
5ITALY(REPUBLIC OF) ILN 15/09/21 EUR10005.06%
6FRANCE(GOVT OF) 3.15% OAT 25/7/32 EUR15%
7FRANCE(GOVT OF) 1.8% BDS 25/07/40 EUR14.76%
8GERMANY(FEDERAL REPUBLIC) 1.75% ILN 15/04/20 EUR0.014.75%
9ITALY(REPUBLIC OF) 2.35% BTPI LKD 15/09/2035 EUR10004.73%
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 the Index, a market-weighted bond index of euro-denominated inflation-linked government securities with the Eurozone.
Benchmark
  • Barclays Capital Eurozone Inflation-Linked Float Adjusted Bond Index
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised, Fixed Interest
Fund manager
NameSinceBiography
Europe Bond Index Team30/05/2005
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 Eurozone Inflation Linked 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 price118.9499
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeV129
Vanguard Eurozone Inflation Linked 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 price137.1105
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeHQX7
Vanguard Eurozone Inflation Linked 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 price111.6334
CurrencyEUR
Price updated07/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeK41C
Data provided by

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