Fact sheet: Vanguard Gbl ST Bd Idx

Fund information

Fund name
Vanguard Global Short Term Bond Index Hedged Acc GBP
Fund company manager
Vanguard Group Inc (IRL)
Fund type
SIB
Fund manager
Europe Bond Index Team
since 31/01/2014
Fund objective
The Fund seeks to provide returns consistent with the performance of the Bloomberg Barclays Global Aggregate Ex US MBS 1-5 Year Float Adjusted Bond Index Hedged, a market weighted index of global government, government-related agencies, corporate and securitised fixed income investments, excluding US mortgage backed securities, with a maturity between 1 and 5 years.
Benchmark
Barclays Global Aggregate 1-5 Years ex US MBS Float Adjusted Bond Index
Investment style
Passive/Tracking
Investment method
Fixed Interest,Physical – Sampled/Optimised

Performance snapshot

Quick stats

1 Year return

0.13 %

1 Year rank in sector

225/306

Sector

FO Fixed Int - Global

Yield
-
Fund size

£ 1.4 b

FE Risk score

8

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    37.5%
  • Japan
    11.1%
  • Germany
    7.5%
  • France
    6.6%
  • Canada
    4.4%
  • Government Bonds
    60%
  • Industrials
    10.1%
  • Financials
    9.9%
  • Government Agency Bonds
    9%
  • Asset/Mortgage-Backed Securities
    5.2%
  • US Fixed Interest
    37.5%
  • Japanese Fixed Interest
    11.1%
  • German Fixed Interest
    7.5%
  • French Fixed Interest
    6.6%
  • Canadian Fixed Interest
    4.4%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.06 %0.7 %0.13 %4.28 %0 %
Sector0.06 %2.56 %2.42 %6.38 %9.86 %
Rank within sector242 / 343257 / 331225 / 306151 / 255 /
Quartile th3 rd4 th3 rd3 rd th

Calendar performance

YTD-20172016201520142013
Fund0.73 %1.46 %1.35 %0 %0 %
Sector3.39 %4.59 %-1.64 %3.66 %-1.56 %
Rank within sector249 / 318220 / 28644 / 259 / /
Quartile th4 th4 th1 st th th

Risk statistics

Alpha1.04
Beta0.21
Sharpe-0
Volatility0.9
Tracking error2.25
Information ratio-0.16
R-Squared0.41

Price movement

52 week high105.933
52 week low104.5931
Current bid price0
Current offer price0
Current mid price105.6511

Holdings by region

  • 37.5% USA
  • 11.1% Japan
  • 7.5% Germany
  • 6.6% France
  • 4.4% Canada
  • 4.4% Italy
  • 3.7% UK
  • 3.3% Not Specified
  • 2.7% Spain
  • 2.5% Australia

Holdings by sector

  • 60% Government Bonds
  • 10.1% Industrials
  • 9.9% Financials
  • 9% Government Agency Bonds
  • 5.2% Asset/Mortgage-Backed Securities
  • 3% Local Government Bonds
  • 1.8% Others
  • 1% Utilities

Holdings by asset type

  • 37.5% US Fixed Interest
  • 11.1% Japanese Fixed Interest
  • 7.5% German Fixed Interest
  • 6.6% French Fixed Interest
  • 4.4% Canadian Fixed Interest
  • 4.4% Italian Fixed Interest
  • 3.7% UK Fixed Interest
  • 3.3% Global Fixed Interest
  • 2.7% Spanish Fixed Interest
  • 2.5% Australian Fixed Interest

Individual holdings

  • 0.76% FRANCE(GOVT OF) 0% NTS 25/05/20 EUR1
  • 0.72% JAPAN(GOVERNMENT OF) 0.1% BDS 20/03/2022 JPY50000 131
  • 0.67% UNITED STATES OF AMER TREAS NOTES 1.875% NTS 31/01/22 USD100
  • 0.65% JAPAN(GOVERNMENT OF) 0.1% BDS 20/06/21 JPY50000
  • 0.62% JAPAN(GOVERNMENT OF) 0.1% NTS 20/03/21 JPY10000
  • 0.59% JAPAN(GOVERNMENT OF) 0.1% BDS 20/09/21 JPY50000 129
  • 0.57% UNITED STATES OF AMER TREAS NOTES 1.875% TB 28/02/22 USD1000
  • 0.55% FRANCE(GOVT OF) 0% BDS 25/05/22 EUR1
  • 0.54% JAPAN(GOVERNMENT OF) 0.1% NTS 20/09/20 JPY10000
  • 0.52% UNITED STATES OF AMER TREAS NOTES 1% BDS 15/03/19 USD1000