ETF Detail - Fund Library

Close (12-03-2024)	$21.90
Change	-$0.15 (-0.68%)

Open	$21.99
Day Range	$21.85 - $21.99
Volume	20,401

Closing Price / Volume

Period

Legend

Vanguard Canadian Long-Term Bond Index ETF

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Fund Returns

Inception Return (January 31, 2017): 1.24%

Fund Returns
Row Heading	Return				Annualized Return
Row Heading	1 Mth	3 Mth	6 Mth	YTD	1 Yr	2 Yr	3 Yr	4 Yr	5 Yr	6 Yr	7 Yr	8 Yr	9 Yr	10 Yr
Fund	-1.65%	0.87%	9.15%	0.26%	15.52%	5.66%	-3.43%	-4.41%	-2.15%	0.93%	0.56%	-	-	-
Benchmark	-1.68%	0.99%	8.97%	0.29%	15.26%	5.43%	-3.49%	-4.38%	-2.10%	1.02%	0.71%	0.52%	1.61%	2.02%
Category Average	-1.79%	8.76%	8.76%	-0.60%	14.86%	4.81%	-4.32%	-5.22%	-2.99%	0.09%	-0.30%	-0.48%	0.58%	0.89%
Category Rank	9 / 21	9 / 20	8 / 20	8 / 20	8 / 19	9 / 18	6 / 18	7 / 18	7 / 16	6 / 15	5 / 13	-	-	-
Quartile Ranking	2	2	2	2	2	2	2	2	2	2	2	-	-	-

Monthly Return

Monthly Return
Return %	Nov	Dec	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct
Fund	8.65%	6.05%	-3.35%	-0.72%	0.27%	-4.54%	3.30%	1.66%	3.05%	-0.12%	2.69%	-1.65%
Benchmark	8.37%	6.05%	-3.29%	-0.82%	0.16%	-4.20%	3.22%	1.74%	2.75%	0.17%	2.54%	-1.68%

Best Monthly Return Since Inception

8.65% (November 2023)

Worst Monthly Return Since Inception

-7.29% (April 2022)

Calendar Return (%)

Calendar Return
Return %	2014	2015	2016	2017	2018	2019	2020	2021	2022	2023
Fund	-	-	-	-	0.18%	12.24%	11.78%	-4.94%	-21.82%	9.22%
Benchmark	17.61%	4.02%	2.23%	7.03%	0.15%	12.68%	11.67%	-4.70%	-21.48%	8.81%
Category Average	15.93%	2.14%	1.40%	5.39%	-0.88%	11.59%	10.99%	-5.70%	-22.75%	8.49%
Quartile Ranking	-	-	-	-	2	2	3	2	2	2
Category Rank	-	-	-	-	6/ 13	8/ 16	11/ 17	9/ 18	5/ 18	6/ 18

Best Calendar Return (Last 10 years)

12.24% (2019)

Worst Calendar Return (Last 10 years)

-21.82% (2022)

Asset Allocation

Asset Allocation
Name	Percent
Canadian Government Bonds	83.73
Canadian Corporate Bonds	16.08
Cash and Equivalents	0.10
Foreign Government Bonds	0.07
Foreign Corporate Bonds	0.03
Other	-0.01

Sector Allocation

Sector Allocation
Name	Percent
Fixed Income	99.90
Cash and Cash Equivalent	0.10

Geographic Allocation

Geographic Allocation
Name	Percent
North America	99.94
Europe	0.06

Top Holdings

Top Holdings
Name	Percent
Canada Government 2.00% 01-Dec-2051	3.97
Canada Government 2.75% 01-Dec-2055	3.37
Canada Government 1.75% 01-Dec-2053	3.19
Quebec Province 4.40% 01-Dec-2055	2.65
Canada Government 3.25% 01-Dec-2034	2.28
Ontario Province 3.45% 02-Jun-2045	2.20
Ontario Province 4.65% 02-Jun-2041	1.89
Ontario Province 2.90% 02-Dec-2046	1.83
Province of Ontario Canada 4.15% 02-Dec-2054	1.81
Quebec Province 3.10% 01-Dec-2051	1.75

Equity Style

Fixed Income Style

Average Duration: L. Average Credit Quality: H.

Period:

Risk vs Return (3 Yr)

Vanguard Canadian Long-Term Bond Index ETF

Median

Other - Cdn Long Term Fixed Inc

3 Yr Annualized

Standard Deviation	13.81%	12.47%	-
Beta	1.06%	1.01%	-
Alpha	0.00%	0.00%	-
Rsquared	0.99%	0.98%	-
Sharpe	-0.44%	-0.29%	-
Sortino	-0.55%	-0.48%	-
Treynor	-0.06%	-0.04%	-
Tax Efficiency	-	-	-
Volatility			-

Risk Rating

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio	1 Yr	3 Yr	5 Yr	10 Yr
Standard Deviation	13.10%	13.81%	12.47%	-
Beta	1.03%	1.06%	1.01%	-
Alpha	0.00%	0.00%	0.00%	-
Rsquared	1.00%	0.99%	0.98%	-
Sharpe	0.81%	-0.44%	-0.29%	-
Sortino	1.93%	-0.55%	-0.48%	-
Treynor	0.10%	-0.06%	-0.04%	-
Tax Efficiency	90.44%	-	-	-

No data available

Fund Details

Start Date	January 31, 2017
Instrument Type	Exchange Traded Fund
Share Class	Do-It-Yourself
Legal Status	Trust
Sales Status	Open
Currency	CAD
Distribution Frequency	Monthly
Assets ($mil)	-
52 Week High	$22.44
52 Week Low	$19.74
Annual Dividend	$0.81
Annual Yield	-
Index	Bloomberg Barclays Global Aggregate Canadian 10+ Year Float Adjusted Bond Index
Shares Outstanding	-
Registered Plan Eligible	Yes

ETF Characteristics

Exposure	1x performance
Asset Class High	-
Asset Class Medium	-
Asset Class Low	-
Leveraged	-
Inverse	-
Advisor Series	-
Covered Call Strategy	No

Investment Objectives

Vanguard Canadian Long-Term Bond Index ETF seeks to track, to the extent reasonably possible and before fees and expenses, the performance of a broad Canadian bond index with a long-term dollar weighted average maturity. Currently, this Vanguard ETF seeks to track the Bloomberg Barclays Global Aggregate Canadian 10+ Year Float Adjusted Bond Index (or any successor thereto). It invests rimarily in public, investment-grade fixed income securities issued in Canada.

Investment Strategy

In order to achieve its investment objective, Vanguard Canadian Long-Term Bond Index ETF employs a "passive management" - or indexing - investment approach designed to track the performance of the Bloomberg Barclays Global Aggregate Canadian 10+ Year Float Adjusted Bond Index. This Vanguard ETF invests by sampling the applicable Index, meaning that it holds a broadly diversified subset of Constituent Securities and/or other securities selected by the Sub-advisor.

Portfolio Manager(s)

Name	Start Date
Vanguard Investments Canada Inc.	01-31-2017
Anatoly Shtekhman	01-31-2017

Management and Organization

Fund Manager	Vanguard Investments Canada Inc.
Advisor	Vanguard Investments Canada Inc.
Custodian	State Street Trust Company Canada
Registrar	State Street Trust Company Canada
Distributor	-
Auditor	PriceWaterhouseCoopers LLP

Fees

MER	0.17%
Management Fee	0.15%

Bond ETFs climb as rates fall

By Brian Bridger

Published on 01-04-2024

Vanguard Canadian Long-Term Bond Index ETF (VLB : TSX)

FundGrade B