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.