Vanguard USD Emerging Markets Government Bond UCITS ETF

Ticker

VDEA.L

ISIN

IE00BZ163L3

Price

USD 53.78

Change Today

-0.32 / -0.591 %

Price 1 year ago

49.09 / 9.548 %

Morningstar

4

52 Week Low

47.62

52 Week High

54.10

200 Day Moving Average 51.16

51.16

50-day Moving Average

53.19


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 0.95
Sortino Ratio 0.70
Maximum Drawdown -6.36%
Maximum Drawdown Date 2023-10-18
Calmar Ratio -1.32

1 year

Parameter Value
Treynor Ratio -
Return 1.91
Volatility 6.089%
Alpha --
Beta --
R Squared --

History

Parameter Value
Average Annual Return 1.816%
Average Annual Volatility 9.118%
Sharpe Ratio 0.20
Sortino Ratio -0.09
Maximum Drawdown -23.0%
Maximum Drawdown Date 2022-10-21
Calmar Ratio -0.09

Company information

Summary

This Fund seeks to track the performance of the Index.

Market

GB

Category

Global Emerging Markets Bond

Expense Ratio

0.25%

Fund family

Vanguard Group (Ireland) Limited

Morningstar

4

Yield
-
Exchange
LSE
Sector Weight
Realestate 0.00%
Consumer cyclical 0.00%
Basic materials 0.00%
Consumer defensive 0.00%
Technology 0.00%
Communication services 0.00%
Financial services 0.00%
Utilities 0.00%
Industrials 0.00%
Energy 0.00%
Healthcare 0.00%
None

Holdings

Symbol Name Allocation
Russian Federation 5.25% 0.53%
Qatar (State of) 5.1% 0.48%
Petroleos Mexicanos 7.69% 0.45%
Saudi Arabia (Kingdom of) 4.5% 0.44%
Qatar (State of) 4.82% 0.42%
United States Treasury Notes 0.12% 0.42%
Saudi Arabia (Kingdom of) 3.25% 0.37%
Argentina (Republic of) 0.12% 0.35%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
500U.L Amundi Index Solutions - Amundi S&P 500 UCITS ETF C USD LU168104880 LSE 0.05% 5 +0.13
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) IE00B5BMR08 LSE 0.12% 5 0.00
IB01.L iShares $ Treasury Bond 0-1yr UCITS ETF USD (Acc) IE00BGSF1X8 LSE 1.00% 5 -0.99 --
IBTU.L iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) IE00BGR7L91 LSE 1.00% 5 -0.99 --
IDUS.L iShares Core S&P 500 UCITS ETF USD Dist IE003144206 LSE 0.07% 5
IUHC.L iShares V PLC - iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) IE00B43HR37 LSE 0.18% 5 +1.36
IUIT.L iShares V PLC - iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) LSE 0.15% 5
IUSA.L iShares Core S&P 500 UCITS ETF USD Dist IE003144206 LSE 0.07% 5 +0.02
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) IE00B4L5Y983 AMS 0.30% 5 +1.06
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) IE00B4L5Y98 LSE 0.30% 5 +1.06
SUAS.L iShares MSCI USA SRI UCITS ETF USD (Acc) IE00BYVJRR9 LSE 0.25% 5 +2.95
SUUS.L iShares MSCI USA SRI UCITS ETF USD (Acc) IE00BYVJRR9 LSE 0.25% 5 +2.95
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) IE00B4L5Y98 LSE 0.30% 5 +1.06

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.