Vanguard SRI European Stock Fund GBP Accumulation
Ticker
IE00B76VTL96.IR
ISIN
IE00B76VTL96
Price
GBp 29,590.86
Change Today
-85.62 / -0.289 %
Price 1 year ago
25,968.44 / 13.949 %
Morningstar
4
52 Week Low
24,215.92
52 Week High
29,706.28
200 Day Moving Average 26,515.68
26,515.68
50-day Moving Average
28,505.03
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.20 |
| Sortino Ratio | 1.57 |
| Maximum Drawdown | -6.82% |
| Maximum Drawdown Date | 2023-10-27 |
| Calmar Ratio | -1.87 |
1 year
| Parameter | Value |
|---|---|
| Return | 4.30 |
| Volatility | 10.587% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 11.612% |
| Average Annual Volatility | 16.694% |
| Sharpe Ratio | 0.70 |
| Sortino Ratio | 0.67 |
| Maximum Drawdown | -28.999999999999996% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.37 |
Company information
Summary
The Fund seeks to provide long-term growth of capital by seeking to achieve the performance of a benchmark index that measures the performance of large and mid-sized common stocks of companies in developed countries in Europe. The Fund’s investment policy is to remain substantially fully invested in common stocks. At least two- thirds of the net assets of the Fund (without taking into account ancillary liquid assets) shall at all times be invested in equities contained in the customised screen of the Index. Up to one-third of the net assets of the Fund (without taking into account ancillary liquid assets) may, in the aggregate, be invested in convertible securities, equity-linked notes, and short-term fixed income securities.
Market
IE
Category
Europe Large-Cap Blend Equity
Expense Ratio
-
Fund family
-
Morningstar
4
Yield
0.0304
Exchange
ISE
| Sector | Weight |
|---|---|
| Financial services | 19.90% |
| Healthcare | 13.19% |
| Consumer defensive | 12.91% |
| Industrials | 12.40% |
| Consumer cyclical | 11.25% |
| Energy | 7.74% |
| Basic materials | 7.14% |
| Technology | 5.56% |
| Utilities | 4.53% |
| Communication services | 3.35% |
| Realestate | 2.02% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| NESN | Nestle SA | 3.45% |
| RDSB.L | Royal Dutch Shell PLC B | 2.56% |
| ROG | Roche Holding AG Dividend Right Cert. | 2.48% |
| SAN.PA | Sanofi SA | 1.47% |
| AZN.L | AstraZeneca PLC | 1.37% |
| NOVO B | Novo Nordisk A/S B | 1.32% |
| DGE.L | Diageo PLC | 1.31% |
| SAP.DE | SAP SE | 1.2% |
| ALV.DE | Allianz SE | 1.16% |
| SIE.DE | Siemens AG | 1.1% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| EKLD.PA | BNP Paribas Easy MSCI USA SRI S-Series 5% Capped UCITS ETF Capitalisation | LU1291103338 | PAR | 0.18% | 5 | ||
| EKLDC.PA | BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped | LU1953138572 | PAR | 0.18% | 5 | +1.54 | -- |
| EKUS.PA | BNP Paribas Easy MSCI USA SRI S-Series 5% Capped UCITS ETF EUR Distribution | LU1659681669 | PAR | 0.18% | 5 | +1.54 | |
| EMWE.PA | BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped | LU1615092217 | PAR | 0.13% | 5 | +1.48 | |
| EWRD.PA | BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped | LU1291108642 | PAR | 0.13% | 5 | +1.48 | |
| IESE.AS | iShares MSCI Europe SRI UCITS ETF EUR (Acc) | IE00B52VJ196 | AMS | 0.20% | 5 | -3.29 | |
| IESG.L | iShares MSCI Europe SRI UCITS ETF EUR (Acc) | IE00B52VJ19 | LSE | 0.20% | 5 | -3.29 | |
| SRIL.AS | iShares MSCI USA SRI UCITS ETF USD (Dist) | IE00BZ173T46 | AMS | 0.23% | 5 | +2.98 | -- |
| SUAS.L | iShares MSCI USA SRI UCITS ETF USD (Acc) | IE00BYVJRR9 | LSE | 0.25% | 5 | +2.95 | |
| SUAU.AS | iShares MSCI USA SRI UCITS ETF USD (Acc) | IE00BYVJRR92 | AMS | 0.25% | 5 | +2.95 | |
| SUSW.AS | iShares MSCI World SRI UCITS ETF EUR (Acc) | IE00BYX2JD69 | AMS | 0.20% | 5 | +1.30 | |
| SUSW.L | iShares MSCI World SRI UCITS ETF EUR (Acc) | IE00BYX2JD6 | LSE | 0.20% | 5 | +1.30 | |
| SUUS.L | iShares MSCI USA SRI UCITS ETF USD (Acc) | IE00BYVJRR9 | LSE | 0.25% | 5 | +2.95 | |
| SUWG.L | iShares MSCI World SRI UCITS ETF | IE00BYX2JD6 | LSE | 0.20% | 5 | ||
| SUWS.L | iShares MSCI World SRI UCITS ETF | IE00BYX2JD6 | LSE | 0.20% | 5 | ||
| USRI.L | Amundi Index Solutions - Amundi MSCI USA SRI UCITS ETF DR | LU186113624 | LSE | 0.08% | 5 | +0.58 | -- |
| USRI.PA | Amundi Index Solutions - Amundi MSCI USA SRI UCITS ETF DR | LU1861136247 | PAR | 0.08% | 5 | +0.58 | -- |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.