Fact sheet: Vanguard Gbl Bd Index

Fund information

Fund name
Vanguard Global Bond Index Hedged Acc GBP
Fund company manager
Vanguard Group Inc (IRL)
Fund type
SIB
Fund manager(s)
U.S. Bond Index Team
since 31/03/2008
The Vanguard Group, Inc.
since 31/03/2008
Fund objective
The Fund seeks to provide returns consistent with the performance of the index, a market-weighted index of global government, government-related agencies, corporate and securitised fixed income investments.
Benchmark
Bloomberg Barclays Global Aggregate Float Adjusted Bond Index Hedged in USD
Investment style
Passive/Tracking
Investment method
Physical – Sampled/Optimised,Fixed Interest

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

2.67 %

1 Year rank in sector

-

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 9.0 b

FE Risk score

24

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    41.5%
  • Japan
    11.7%
  • France
    6.7%
  • Germany
    5.8%
  • Italy
    4.5%
  • Government Bonds
    55.3%
  • Asset/Mortgage-Backed Securities
    13%
  • Industrials
    11.7%
  • Financials
    8%
  • Government Agency Bonds
    6.1%
  • US Fixed Interest
    41.5%
  • Japanese Fixed Interest
    11.7%
  • French Fixed Interest
    6.7%
  • German Fixed Interest
    5.8%
  • Italian Fixed Interest
    4.5%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.48 %1.28 %2.67 %8.45 %16.17 %
Sector0.3 %1.5 %4.24 %6.54 %9.53 %
Rank within sector / / / / /
Quartile th th th th th th

Calendar performance

YTD-20172016201520142013
Fund2.32 %3.51 %1.25 %7.97 %-0.13 %
Sector3.66 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector / / / / /
Quartile th th th th th th

Risk statistics

Alpha1.24
Beta0.77
Sharpe-0
Volatility2.93
Tracking error2.18
Information ratio0.35
R-Squared0.48

Price movement

52 week high148.6696
52 week low143.9088
Current bid price0
Current offer price0
Current mid price148.3374

Holdings by region

  • 41.5% USA
  • 11.7% Japan
  • 6.7% France
  • 5.8% Germany
  • 4.5% Italy
  • 4.4% UK
  • 3.7% Canada
  • 2.9% Spain
  • 2.5% Not Specified
  • 1.9% Netherlands

Holdings by sector

  • 55.3% Government Bonds
  • 13% Asset/Mortgage-Backed Securities
  • 11.7% Industrials
  • 8% Financials
  • 6.1% Government Agency Bonds
  • 3.2% Local Government Bonds
  • 1.6% Utilities
  • 1.1% Others

Holdings by asset type

  • 41.5% US Fixed Interest
  • 11.7% Japanese Fixed Interest
  • 6.7% French Fixed Interest
  • 5.8% German Fixed Interest
  • 4.5% Italian Fixed Interest
  • 4.4% UK Fixed Interest
  • 3.7% Canadian Fixed Interest
  • 2.9% Spanish Fixed Interest
  • 2.5% Global Fixed Interest
  • 1.9% Dutch Fixed Interest

Individual holdings

  • 1.01% UNITED STATES OF AMER TREAS BILLS 1.5% TB 15/08/20 USD100
  • 0.55% UNITED STATES OF AMER TREAS NOTES 1.625% NTS 15/03/20 USD1000
  • 0.52% UNITED STATES OF AMER TREAS NOTES 1.375% BDS 30/09/20 USD100
  • 0.4% GERMANY(FEDERAL REPUBLIC OF) 0% BDS 07/10/22 EUR1000
  • 0.38% UNITED STATES OF AMER TREAS NOTES 1% BDS 15/11/19 USD100
  • 0.36% FRANCE(GOVT OF) 2.25% BDS 25/05/24 EUR1
  • 0.28% JAPAN(GOVERNMENT OF) 0.1% BDS 15/05/19 JPY50000
  • 0.28% JAPAN(GOVERNMENT OF) 0.1% BDS 20/09/21 JPY50000 129
  • 0.28% UNITED STATES OF AMER TREAS BILLS 1.75% TB 30/06/22 USD100
  • 0.27% FRANCE(GOVT OF) 1% NTS 25/05/27 EUR1