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 28/06/2010
Fund objective
The Fund seeks to provide long-term growth of capital by seeking to achieve the performance of a benchmark index that measures the performance of large and mid-sized 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
10.7%
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
£808m (£899m 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.
98
Top in this sector
Fund name1 Year
Impax Environmental Markets30.1%
Alquity Latin America29.2%
Sparinvest Ethical Gbl Val27.6%
Schroder ISFQEPGblESG27%
Dimensional Gbl SustnbltyCrEq23.6%
...more in FO Equity - Ethical

Performance snapshot

Holdings snapshot

  • UK30.3%
    Germany14.2%
    Switzerland14.2%
    France14%
    Netherlands5.1%
  • Consumer Goods20.4%
    Financials19.6%
    Industrials13.8%
    Health Care12.3%
    Basic Materials7.8%
  • UK Equities30.3%
    German Equities14.2%
    Swiss Equities14.2%
    French Equities14%
    Dutch Equities5.1%

Fund also available on these pension platforms:

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund-1.1%-1.3%7.4%10.7%16.6%55.6%
Sector2.8%-0.8%4.8%3.5%18.4%50.2%
Rank within sector------
Quartile
Calendar performance
 YTD - 20162015201420132012
Fund9.9%3.1%-0.2%22.4%14.2%
Sector4.4%3.2%7.3%18.4%10.5%
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.
0.93
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.
0.73
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.
0.12
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%.
10.59
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.
7.53
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.
-0.08
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.
0.58
Price movement
52 week high165.15
52 week low124.97
Current bid price-
Current offer price-
Current mid price156.36
Region
1UK30.32%
2Germany14.21%
3Switzerland14.21%
4France14.02%
5Netherlands5.07%
6Spain4.97%
7Sweden4.67%
8Italy2.98%
9Denmark2.58%
Industry sector
1Consumer Goods20.38%
2Financials19.58%
3Industrials13.82%
4Health Care12.33%
5Basic Materials7.75%
6Consumer Services7.36%
7Oil & Gas6.16%
8Telecommunications4.37%
9Utilities4.17%
Asset type
1UK Equities30.32%
2German Equities14.21%
3Swiss Equities14.21%
4French Equities14.02%
5Dutch Equities5.07%
6Spanish Equities4.97%
7Swedish Equities4.67%
8Italian Equities2.98%
9Danish Equities2.58%
Individual holdings
1NESTLE SA3.2%
2ROYAL DUTCH SHELL3.1%
3ROCHE HLDG AG2.4%
4NOVARTIS AG2.3%
5UNILEVER1.7%
6BRITISH AMERICAN TOBACCO1.6%
7ANHEUSER-BUSCH INBEV SA/NV1.3%
8SANOFI1.3%
9ASTRAZENECA PLC1.2%
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 seeking to achieve the performance of a benchmark index that measures the performance of large and mid-sized 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 Team28/06/2010
Compliance
Transparent for Austrian Tax, Transparent for Swiss Tax, IA Recognised, 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 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 price156.3634
CurrencyGBP
Price updated06/12/2016
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 price134.8615
CurrencyGBP
Price updated06/12/2016
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 price163.8016
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKDS5
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 price86.1393
CurrencyUSD
Price updated06/12/2016
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 price163.6352
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeK41K
Vanguard SRI European Stock 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 price112.1157
CurrencyGBP
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeKQ5I
Vanguard SRI European Stock 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 price117.1374
CurrencyEUR
Price updated06/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJWGJ
Vanguard SRI European Stock 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 price105.7052
CurrencyGBP
Price updated06/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeKQ5H
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.