Fact sheet: Vanguard UK STInvGrdBd Idx

Fund information

Fund name
Vanguard UK Short-Term Investment Grade Bond Index Acc GBP
Fund company manager
Vanguard Group Inc (IRL)
Fund type
SIB
Fund manager(s)
Europe Bond Index Team
since 22/05/2013
The Vanguard Group, Inc.
since 22/05/2013
Fund objective
The Fund seeks to provide returns consistent with the performance of the index, a market-weighted pound sterling-denominated index of investment grade bonds excluding government bonds, with a maturity between 1 and 5 years. Bloomberg Barclays applies a filter to exclude the smaller, more illiquid bonds from the universe of fixed income securities.
Benchmark
Bloomberg Barclays GBP Non-Government 1-5 Year 200MM Float Adjusted Bond Index
Investment style
Passive/Tracking
Investment method
Fixed Interest,Physical - Full

Performance snapshot

Sector
Fund
Sector
Fund
Sector
Fund

Quick stats

1 Year return

1.74 %

1 Year rank in sector

1/4

Sector

FO Fixed Int - GBP Short/ Medium Maturity

Yield
-
Fund size

£ 1.7 b

FE Risk score

12

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • UK
    29.72%
  • Germany
    19.58%
  • Not Specified
    12.13%
  • USA
    6.46%
  • Netherlands
    5.57%
  • Financials
    25.9%
  • Industrials
    21.9%
  • Government Agency Bonds
    21.6%
  • Government Bonds
    14.9%
  • Utilities
    6.8%
  • UK Fixed Interest
    62.9%
  • UK Gilts
    36.5%
  • Money Market
    0.6%

Performance vs. Sector

Sector
Fund
Sector
Fund
Sector
Fund

Cumulative performance

1m6m1y3y5y
Fund0.45 %0.64 %1.74 %7.49 %0 %
Sector0.19 %-1.11 %0.46 %6.47 %7.12 %
Rank within sector1 / 41 / 41 / 42 / 4 /
Quartile th1 st1 st1 st2 nd th

Calendar performance

YTD-20172016201520142013
Fund1.29 %3.94 %0.98 %4.01 %0 %
Sector0.37 %5.41 %0.15 %1.89 %-0.89 %
Rank within sector1 / 42 / 41 / 42 / 4 /
Quartile th1 st2 nd1 st2 nd th

Risk statistics

Alpha1.22
Beta0.53
Sharpe-0
Volatility1.45
Tracking error1.33
Information ratio0.15
R-Squared0.65

Price movement

52 week high110.8678
52 week low108.354
Current bid price0
Current offer price0
Current mid price110.5039

Holdings by region

  • 29.72% UK
  • 19.58% Germany
  • 12.13% Not Specified
  • 6.46% USA
  • 5.57% Netherlands
  • 5.07% France
  • 3.68% Australia
  • 3.28% Canada
  • 3.08% Sweden
  • 2.39% Switzerland

Holdings by sector

  • 25.9% Financials
  • 21.9% Industrials
  • 21.6% Government Agency Bonds
  • 14.9% Government Bonds
  • 6.8% Utilities
  • 6% Asset/Mortgage-Backed Securities
  • 2.3% Local Government Bonds
  • 0.6% Money Market

Holdings by asset type

  • 62.9% UK Fixed Interest
  • 36.5% UK Gilts
  • 0.6% Money Market

Individual holdings

  • 4.34% EUROPEAN INVESTMENT BANK 1.5% BDS 01/02/19 EUR1000
  • 2.51% KREDITANSTALT FUER WIEDERAUFBAU KFW 1.125% NTS 23/12/19 GBP1000
  • 1.83% KREDITANSTALT FUER WIEDERAUFBAU KFW 5.55% BDS 7/6/2021 GBP1000
  • 1.47% BARCLAYS BANK PLC 10% SUB NTS 21/05/21 GBP50000
  • 1.3% EUROPEAN INVESTMENT BANK 5.375% GTD BDS 7/6/2021 GBP(VAR)
  • 1.12% KREDITANSTALT FUER WIEDERAUFBAU KFW 2% MTN 06/12/18 GBP5000
  • 0.97% EUROPEAN INVESTMENT BANK 2.25% NTS 07/03/20 GBP1000
  • 0.87% SANTANDER UK PLC 5.125% NTS 14/04/22 GBP1000
  • 0.86% IMPERIAL BRANDS FINANCE PLC 9% GTD NTS 17/02/22 GBP50000
  • 0.83% FMS WERTMANAGEMENT 1.25% NTS 08/03/19 GBP100000