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Global Equity
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|
Close (12-03-2024) |
$54.88 |
|---|---|
| Change |
-$0.11
(-0.20%)
|
| Open | $54.90 |
|---|---|
| Day Range | $54.82 - $54.98 |
| Volume | 6,618 |
As at October 31, 2024
As at September 30, 2024
As at July 31, 2024
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Inception Return (June 14, 2016): 10.93%
| Row Heading | Return | Annualized Return | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | 0.98% | -1.46% | 6.72% | 14.49% | 26.98% | 16.87% | 11.42% | 19.90% | 11.97% | 10.11% | 8.45% | 9.93% | - | - |
| Benchmark | 0.69% | 3.29% | 12.03% | 21.27% | 32.98% | 22.13% | 9.42% | 13.80% | 12.16% | 12.28% | 10.61% | 11.61% | 10.89% | 11.43% |
| Category Average | -0.09% | 9.50% | 9.50% | 16.79% | 27.98% | 17.72% | 5.88% | 10.97% | 9.47% | 9.59% | 8.08% | 9.05% | 8.29% | 8.44% |
| Category Rank | 527 / 2,099 | 2,037 / 2,079 | 1,748 / 2,046 | 1,441 / 2,016 | 1,140 / 2,012 | 1,175 / 1,880 | 76 / 1,735 | 9 / 1,572 | 260 / 1,463 | 655 / 1,378 | 539 / 1,156 | 395 / 1,043 | - | - |
| Quartile Ranking | 2 | 4 | 4 | 3 | 3 | 3 | 1 | 1 | 1 | 2 | 2 | 2 | - | - |
| Return % | Nov | Dec | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 5.75% | 4.88% | 0.71% | 3.52% | 6.16% | -3.07% | 2.90% | -2.38% | 7.81% | -3.05% | 0.66% | 0.98% |
| Benchmark | 6.95% | 2.53% | 1.41% | 5.64% | 2.94% | -1.84% | 3.15% | 2.29% | 2.79% | 0.04% | 2.54% | 0.69% |
14.87% (November 2020)
-21.03% (March 2020)
| Return % | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | - | - | 12.11% | -8.85% | 13.35% | -3.17% | 29.10% | 0.73% | 16.01% |
| Benchmark | 13.97% | 16.88% | 5.18% | 16.29% | -1.79% | 21.41% | 13.15% | 17.62% | -12.64% | 19.37% |
| Category Average | 8.33% | 8.98% | 3.86% | 14.23% | -5.38% | 19.94% | 11.73% | 16.21% | -13.86% | 15.08% |
| Quartile Ranking | - | - | - | 3 | 4 | 4 | 4 | 1 | 1 | 2 |
| Category Rank | - | - | - | 695/ 1,044 | 983/ 1,191 | 1,221/ 1,391 | 1,399/ 1,472 | 5/ 1,592 | 13/ 1,747 | 854/ 1,899 |
29.10% (2021)
-8.85% (2018)
| Name | Percent |
|---|---|
| US Equity | 64.70 |
| International Equity | 32.82 |
| Canadian Equity | 2.48 |
| Name | Percent |
|---|---|
| Financial Services | 27.30 |
| Energy | 13.09 |
| Consumer Goods | 11.80 |
| Basic Materials | 9.36 |
| Healthcare | 6.64 |
| Other | 31.81 |
| Name | Percent |
|---|---|
| North America | 67.18 |
| Europe | 18.34 |
| Asia | 10.86 |
| Latin America | 2.07 |
| Africa and Middle East | 1.13 |
| Other | 0.42 |
| Name | Percent |
|---|---|
| AT&T Inc | 0.87 |
| Altria Group Inc | 0.79 |
| Fox Corp Cl B | 0.71 |
| British American Tobacco PLC | 0.68 |
| Cigna Corp | 0.63 |
| General Motors Co | 0.61 |
| Shell PLC | 0.61 |
| Marathon Petroleum Corp | 0.60 |
| Exxon Mobil Corp | 0.57 |
| FedEx Corp | 0.55 |
Vanguard Global Value Factor ETF
Median
Other - Global Equity
| Standard Deviation | 16.24% | 19.32% | - |
|---|---|---|---|
| Beta | 1.01% | 1.22% | - |
| Alpha | 0.02% | -0.02% | - |
| Rsquared | 0.62% | 0.68% | - |
| Sharpe | 0.53% | 0.57% | - |
| Sortino | 0.93% | 0.77% | - |
| Treynor | 0.09% | 0.09% | - |
| Tax Efficiency | 92.28% | 92.72% | - |
| Volatility |
|
|
- |
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 12.85% | 16.24% | 19.32% | - |
| Beta | 1.08% | 1.01% | 1.22% | - |
| Alpha | -0.06% | 0.02% | -0.02% | - |
| Rsquared | 0.46% | 0.62% | 0.68% | - |
| Sharpe | 1.57% | 0.53% | 0.57% | - |
| Sortino | 4.07% | 0.93% | 0.77% | - |
| Treynor | 0.19% | 0.09% | 0.09% | - |
| Tax Efficiency | 95.66% | 92.28% | 92.72% | - |
The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.
Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.
Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.
Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.
Powered by OWL Analytics. For more information, please contact Fundata Canada.
| Start Date | June 14, 2016 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | - |
| 52 Week High | $55.29 |
| 52 Week Low | $44.07 |
| Annual Dividend | $1.22 |
| Annual Yield | - |
| Index | - |
| Shares Outstanding | - |
| Registered Plan Eligible | Yes |
| Exposure | 1x Performance |
|---|---|
| Asset Class High | - |
| Asset Class Medium | - |
| Asset Class Low | - |
| Leveraged | - |
| Inverse | - |
| Advisor Series | - |
| Covered Call Strategy | No |
The Vanguard Global Value Factor ETF seeks to provide long-term capital appreciation by aiming to capture potential excess return by investing in equity securities from developed markets across the world which have low prices relative to fundamentals.
The Vanguard Global Value Factor ETF will seek to achieve its investment objective by investing primarily in equity securities. In seeking to achieve the Vanguard ETF's investment objective, the Manager uses a proprietary quantitative model to evaluate an investment universe comprised of large, mid and small cap equity securities from developed markets across the world, which includes a diverse representation of companies, market sectors and industry groups.
| Name | Start Date |
|---|---|
| Vanguard Investments Canada Inc. | 06-14-2016 |
| Vanguard Global Advisers, LLC | 12-31-2021 |
| 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 |
| MER | 0.38% |
|---|---|
| Management Fee | 0.35% |
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