Fact sheet: Vanguard SRI European Stk

Fund information
Fund name
Vanguard SRI European Stock Acc GBP
Fund manager company
Vanguard Group Inc (IRL)
Fund type
OEIC
Fund manager
  • Europe Equity Index Teamsince 29/06/2010
Fund objective
The fund seeks to provide long-term growth of capital by tracking the performance of the index, a market-capitalisation-weighted index of common stocks of companies in developed countries in Europe.
Benchmark
  • FTSE Developed Europe Index
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised
Quick stats
1 Year return
26.5%
1 Year rank in sector
-
Sector
FO Equity - Ethical
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.
0.3%
Fund size
£723m (£798m 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.
103
Top in this sector
Fund name1 Year
Impax Asian Envt Markets33.2%
Impax Environmental Leaders31.2%
Dimensional Gbl SustnbltyCrEq31.1%
Vanguard SRI Global Stock30.8%
Sparinvest Ethical Gbl Val30.5%
...more in FO Equity - Ethical

Performance snapshot

Holdings snapshot

  • UK29.6%
    Germany14.9%
    France14.3%
    Switzerland14.2%
    Netherlands5.1%
  • Financials21.6%
    Consumer Goods19.1%
    Industrials13.5%
    Health Care12.3%
    Basic Materials8.3%
  • UK Equities29.6%
    German Equities14.9%
    French Equities14.3%
    Swiss Equities14.2%
    Dutch Equities5.1%

Fund also available on these pension platforms:

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund4.4%6.5%9.9%26.5%29.3%65.5%
Sector0.2%4.9%7.6%17.4%25.5%50.5%
Rank within sector------
Quartile
Calendar performance
 YTD - 20172016201520142013
Fund6.1%17.9%3.1%-0.2%22.4%
Sector4.9%8%3.2%7.3%18.4%
Rank within sector-----
Quartile
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.
1.95
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.
0.72
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.
0.32
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%.
10.66
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.
7.82
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.
-0.01
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.
0.55
Price movement
52 week high177.53
52 week low136.6
Current bid price-
Current offer price-
Current mid price176.22
Region
1UK29.61%
2Germany14.86%
3France14.26%
4Switzerland14.16%
5Netherlands5.08%
6Spain5.08%
7Sweden4.69%
8Italy3.49%
9Denmark2.39%
Industry sector
1Financials21.63%
2Consumer Goods19.14%
3Industrials13.46%
4Health Care12.26%
5Basic Materials8.28%
6Consumer Services6.88%
7Oil & Gas6.58%
8Telecommunications4.09%
9Utilities3.89%
Asset type
1UK Equities29.61%
2German Equities14.86%
3French Equities14.26%
4Swiss Equities14.16%
5Dutch Equities5.08%
6Spanish Equities5.08%
7Swedish Equities4.69%
8Italian Equities3.49%
9Danish Equities2.39%
Individual holdings
1ROYAL DUTCH SHELL3.1%
2NESTLE SA2.9%
3NOVARTIS AG2.4%
4ROCHE HLDG AG2.4%
5UNILEVER1.7%
6BRITISH AMERICAN TOBACCO1.6%
7SANOFI1.3%
8SIEMENS AG1.3%
9BASF SE1.2%
Management
Fund manager group
Vanguard
Fund manager company
Vanguard Group Inc (IRL)
Fund type
OEIC
Fund objective
The fund seeks to provide long-term growth of capital by tracking the performance of the index, a market-capitalisation-weighted index of common stocks of companies in developed countries in Europe.
Benchmark
  • FTSE Developed Europe Index
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised
Fund manager
NameSinceBiography
Europe Equity Index Team29/06/2010
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, IA Recognised, 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 SRI European Stock Acc GBP
Initial charge-
Annual charge0.3%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.3%
Total expense ratio (TER)0.3%
Bid price-
Offer price-
Mid price176.219
CurrencyGBP
Price updated24/03/2017
TypeAccumulation
Institutional or retail classRetail
Domicile-
Citi code0GDR
Vanguard SRI European Stock Inc GBP
Initial charge-
Annual charge0.3%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.3%
Total expense ratio (TER)0.3%
Bid price-
Offer price-
Mid price151.5915
CurrencyGBP
Price updated24/03/2017
TypeIncome
Institutional or retail classRetail
Domicile-
Citi code0GDS
Vanguard SRI European Stock Inst EUR
Initial charge-
Annual charge0.3%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.3%
Total expense ratio (TER)0.3%
Bid price-
Offer price-
Mid price180.1904
CurrencyEUR
Price updated24/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKDS5
Vanguard SRI European Stock Inst Plus Acc GBP
Initial charge-
Annual charge0.2%
Min single investment£200,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price126.3897
CurrencyGBP
Price updated24/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKQ5I
Vanguard SRI European Stock Inst Plus EUR
Initial charge-
Annual charge0.2%
Min single investment£200,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price128.8954
CurrencyEUR
Price updated24/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWGJ
Vanguard SRI European Stock Inst Plus Inc GBP
Initial charge-
Annual charge0.2%
Min single investment£200,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.2%
Total expense ratio (TER)0.2%
Bid price-
Offer price-
Mid price118.8254
CurrencyGBP
Price updated24/03/2017
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeKQ5H
Vanguard SRI European Stock Inst USD
Initial charge-
Annual charge0.3%
Min single investment£5,000,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.3%
Total expense ratio (TER)0.3%
Bid price-
Offer price-
Mid price95.392
CurrencyUSD
Price updated24/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKO9C
Vanguard SRI European Stock Inv EUR
Initial charge-
Annual charge0.35%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.35%
Total expense ratio (TER)0.35%
Bid price-
Offer price-
Mid price179.9806
CurrencyEUR
Price updated24/03/2017
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeK41K
Data provided by

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