Fact sheet: Vanguard EuroInvGrBdIdx

Fund information

Fund name
Vanguard Euro Investment Grade Bond Index Inv EUR
Fund company manager
Vanguard Group Inc (IRL)
Fund type
SIB
Fund manager(s)
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 the euro investment-grade bond market with an intermediate-term weighted average maturity.
Benchmark
Barclays Global Agg. Euro Non-Gov't Float Adjusted Bond Index
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised

Quick stats

1 Year return

0.48 %

1 Year rank in sector

6/36

Sector

FO Fixed Int - EUR Investment Grade

Yield
-
Fund size

£ 2.1 b

FE Risk score

18

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    16.2%
  • Not Specified
    15.31%
  • Germany
    10.34%
  • USA
    10.24%
  • UK
    7.36%
  • Industrials
    27.3%
  • Asset/Mortgage-Backed Securities
    24.5%
  • Financials
    21.7%
  • Government Guaranteed
    18.7%
  • Utilities
    3.9%
  • French Fixed Interest
    16.2%
  • Global Fixed Interest
    15.51%
  • German Fixed Interest
    10.34%
  • US Fixed Interest
    10.24%
  • UK Fixed Interest
    7.36%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund0.76 %1.25 %0.48 %6.34 %18.37 %
Sector0.4 %1.32 %-0.02 %6.89 %20.83 %
Rank within sector4 / 3812 / 376 / 3617 / 3216 / 27
Quartile th1 st2 nd1 st3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund1.73 %3.55 %-0.3 %8.2 %1.91 %
Sector1.32 %3.82 %-0.24 %8.87 %3.43 %
Rank within sector6 / 3614 / 3423 / 3223 / 3114 / 27
Quartile th1 st2 nd3 rd3 rd3 rd

Risk statistics

Alpha0.45
Beta0.7
Sharpe-0
Volatility2.43
Tracking error1.22
Information ratio-0.1
R-Squared0.91

Price movement

52 week high202.5992
52 week low197.4785
Current bid price0
Current offer price0
Current mid price202.5571

Holdings by region

  • 16.2% France
  • 15.31% Not Specified
  • 10.34% Germany
  • 10.24% USA
  • 7.36% UK
  • 6.26% Spain
  • 4.57% Netherlands
  • 4.47% Italy
  • 2.88% Sweden
  • 2.39% Australia

Holdings by sector

  • 27.3% Industrials
  • 24.5% Asset/Mortgage-Backed Securities
  • 21.7% Financials
  • 18.7% Government Guaranteed
  • 3.9% Utilities
  • 2.6% Government Agency Bonds
  • 0.7% Local Government Bonds
  • 0.6% Money Market

Holdings by asset type

  • 16.2% French Fixed Interest
  • 15.51% Global Fixed Interest
  • 10.34% German Fixed Interest
  • 10.24% US Fixed Interest
  • 7.36% UK Fixed Interest
  • 6.26% Spanish Fixed Interest
  • 4.57% Dutch Fixed Interest
  • 4.47% Italian Fixed Interest
  • 2.88% Swedish Fixed Interest
  • 2.39% Australian Fixed Interest

Individual holdings

  • 0.53% EUROPEAN INVESTMENT BANK 0.25% NTS 15/10/20 EUR1000
  • 0.44% EUROPEAN INVESTMENT BANK 0% MTN 15/03/24 EUR1000
  • 0.35% EUROPEAN INVESTMENT BANK 2.25% MTN 14/10/22 EUR1000
  • 0.33% EUROPEAN FINANCIAL STABILITY FACILT 0.4% NTS 31/05/26 EUR1000
  • 0.33% EUROPEAN FINANCIAL STABILITY FACILT 3.375% MTN 03/04/37 EUR1000
  • 0.33% EUROPEAN INVESTMENT BANK 4.5% BDS 15/10/25 EUR1000
  • 0.31% EUROPEAN FINANCIAL STABILITY FACILT 1.5% MTN 22/01/20 EUR1000
  • 0.3% EUROPEAN FINANCIAL STABILITY FACILT 1.875% BDS 23/05/23 EUR1000
  • 0.28% ESM 0.5% BDS 02/03/26 EUR1000
  • 0.28% EUROPEAN INVESTMENT BANK 4% BDS 15/04/30 EMTN EUR1000