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
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.