Fact sheet: Vanguard Euro GvBd Idx

Fund information

Fund name
Vanguard Euro Government Bond Index Inv EUR
Fund company manager
Vanguard Group Inc (IRL)
Fund type
SIB
Fund manager
Europe Bond Index Team
since 29/09/2000
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

-2.39 %

1 Year rank in sector

11/31

Sector

FO Fixed Int - EUR Government

Yield
-
Fund size

£ 4.7 b

FE Risk score

32

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    25.3%
  • Germany
    21.5%
  • Italy
    21.5%
  • Spain
    12.6%
  • Netherlands
    5.7%
  • Government Bonds
    86.5%
  • Government Agency Bonds
    9.5%
  • Local Government Bonds
    4%
  • French Fixed Interest
    25.3%
  • German Fixed Interest
    21.5%
  • Italian Fixed Interest
    21.5%
  • Spanish Fixed Interest
    12.6%
  • Dutch Fixed Interest
    5.7%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.28 %1.9 %-2.39 %7.25 %22.36 %
Sector-0.15 %2.25 %-2.49 %5.78 %18.96 %
Rank within sector22 / 3322 / 3211 / 319 / 2910 / 24
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Calendar performance

YTD-20172016201520142013
Fund-0.54 %2.94 %1.25 %12.13 %1.84 %
Sector0.09 %2.22 %0.4 %11.39 %0.98 %
Rank within sector16 / 3012 / 299 / 2917 / 289 / 24
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Risk statistics

Alpha0.51
Beta0.96
Sharpe-0
Volatility4.19
Tracking error0.81
Information ratio0.54
R-Squared0.96

Price movement

52 week high216.1773
52 week low204.3218
Current bid price0
Current offer price0
Current mid price208.5902

Holdings by region

  • 25.3% France
  • 21.5% Germany
  • 21.5% Italy
  • 12.6% Spain
  • 5.7% Netherlands
  • 5.6% Belgium
  • 3.6% Austria
  • 1.7% Ireland
  • 1.4% Finland
  • 0.5% Slovakia

Holdings by sector

  • 86.5% Government Bonds
  • 9.5% Government Agency Bonds
  • 4% Local Government Bonds

Holdings by asset type

  • 25.3% French Fixed Interest
  • 21.5% German Fixed Interest
  • 21.5% Italian Fixed Interest
  • 12.6% Spanish Fixed Interest
  • 5.7% Dutch Fixed Interest
  • 5.6% Belgian Fixed Interest
  • 3.6% Austrian Fixed Interest
  • 1.7% Irish Fixed Interest
  • 1.4% Finnish Fixed Interest
  • 0.5% Slovakian Fixed Interest

Individual holdings

  • 1.15% FRANCE(GOVT OF) 5.75% BDS 25/10/2032 EUR1
  • 1.02% FRANCE(GOVT OF) 1.75% BDS 25/05/23 EUR1000
  • 0.98% FRANCE(GOVT OF) 3.5% BDS 25/04/26 EUR1
  • 0.94% SPAIN(KINGDOM OF) 5.9% BDS 30/07/26 EUR1000
  • 0.9% ITALY(REPUBLIC OF) 4.5% BDS 01/03/26 EUR1000
  • 0.87% FRANCE(GOVT OF) 2.75% BDS 25/10/27 EUR1000
  • 0.85% FRANCE(GOVT OF) 4.5% BDS 25/04/41 EUR1
  • 0.82% FRANCE(GOVT OF) 2.25% NTS 25/10/22 EUR1
  • 0.82% ITALY(REPUBLIC OF) 4.5% BDS 01/02/20 EUR1000
  • 0.76% SPAIN(KINGDOM OF) 4% BDS 30/04/20 EUR1000