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Vanguard Global Value Factor ETF

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Global Equity

FundGrade C Click for more information on Fundata’s FundGrade

FundGrade C

Click for more information on Fundata’s FundGrade.

Fundata ESG GradeD Click for more information on Fundata’s ESG Grade

Fundata ESG Grade D

Click for more information on Fundata’s ESG Grade.

NAVPS
(05-15-2025) 		$52.51
Change
$0.33 (0.64%)

As at April 30, 2025

As at March 31, 2025

As at April 30, 2025

Period
Created with Highcharts 10.3.3Jan 2023Jan 2025Jul 2022Oct 2022Apr 2023Jul 2023Oct 2023Jan 2024Apr 2024Jul 2024Oct 2024Apr 2025Jan 2017Jan 2018Jan 2019Jan 2020Jan 2021Jan 2022Jan 2023Jan 2024Jan 2025Jan 2…$10,000$8,000$12,000$14,000$16,000Period

Legend

Vanguard Global Value Factor ETF

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Fund Returns

Inception Return (June 14, 2016): 9.90%

Fund Returns
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 -6.64% -10.32% -3.13% -5.94% 3.38% 11.75% 10.14% 9.26% 16.52% 8.33% 7.14% 7.24% - -
Benchmark -2.97% -7.99% 0.02% -4.37% 12.05% 15.36% 12.95% 8.94% 12.87% 10.21% 10.09% 9.79% 11.46% 10.10%
Category Average -2.36% -7.61% -0.68% -3.44% 8.76% 11.25% 9.41% 5.89% 10.36% 7.80% 7.70% 7.48% 8.67% 7.40%
Category Rank 2,117 / 2,117 1,561 / 2,105 1,719 / 2,092 1,495 / 2,101 1,799 / 2,031 848 / 1,907 741 / 1,772 208 / 1,617 36 / 1,480 614 / 1,422 829 / 1,222 615 / 1,070 - -
Quartile Ranking 4 3 4 3 4 2 2 1 1 2 3 3 - -

Monthly Return

Created with Highcharts 10.3.3-10%-5%0%5%10%
Monthly Return
Return % May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr
Fund 2.90% -2.38% 7.81% -3.05% 0.66% 0.98% 6.60% -3.39% 4.88% -1.16% -2.82% -6.64%
Benchmark 3.15% 2.29% 2.79% 0.04% 2.54% 0.69% 4.44% 0.14% 3.94% -1.04% -4.18% -2.97%

Best Monthly Return Since Inception

14.87% (November 2020)

Worst Monthly Return Since Inception

-21.03% (March 2020)

Calendar Return (%)

Created with Highcharts 10.3.3-20%-10%0%10%20%30%40%
Calendar Return
Return % 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024
Fund - - 12.11% -8.85% 13.35% -3.17% 29.10% 0.73% 16.01% 17.91%
Benchmark 16.88% 5.18% 16.29% -1.79% 21.41% 13.15% 17.62% -12.64% 19.37% 26.84%
Category Average 8.98% 3.86% 14.23% -5.38% 19.94% 11.73% 16.21% -13.86% 15.08% 20.13%
Quartile Ranking - - 3 4 4 4 1 1 2 3
Category Rank - - 691/ 1,036 977/ 1,183 1,213/ 1,382 1,392/ 1,464 5/ 1,583 13/ 1,735 847/ 1,883 1,405/ 2,000

Best Calendar Return (Last 10 years)

29.10% (2021)

Worst Calendar Return (Last 10 years)

-8.85% (2018)

Asset Allocation

Asset Allocation
Name Percent
US Equity 66.41
International Equity 31.21
Canadian Equity 2.32
Foreign Corporate Bonds 0.07
Other -0.01

Sector Allocation

Sector Allocation
Name Percent
Financial Services 26.69
Consumer Goods 13.04
Energy 11.00
Healthcare 9.92
Basic Materials 9.27
Other 30.08

Geographic Allocation

Geographic Allocation
Name Percent
North America 68.73
Europe 18.29
Asia 10.07
Latin America 1.89
Africa and Middle East 1.02

Top Holdings

Top Holdings
Name Percent
AT&T Inc 0.82
Altria Group Inc 0.73
CVS Health Corp 0.72
Verizon Communications Inc 0.68
Newmont Corp 0.67
Gilead Sciences Inc 0.66
Shell PLC 0.63
General Motors Co 0.59
British American Tobacco PLC 0.58
HCA Healthcare Inc 0.56

Equity Style

Market capitalization is large. Equity style is blend.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

Created with Highcharts 10.3.3Risk (Annualized Standard Deviation)ReturnMedian DeviationMedian Return681012141618202224-20%-10%0%10%20%30%

Vanguard Global Value Factor ETF

Median

Other - Global Equity

3 Yr Annualized

Standard Deviation 17.32% 15.64% -
Beta 1.18% 1.04% -
Alpha -0.04% 0.03% -
Rsquared 0.70% 0.62% -
Sharpe 0.42% 0.90% -
Sortino 0.76% 1.59% -
Treynor 0.06% 0.14% -
Tax Efficiency 89.66% 93.65% -
Volatility Volatility rating is 9 on a scale of 1 to 10 Volatility rating is 9 on a scale of 1 to 10 -

Risk Rating

Rating 9 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 15.37% 17.32% 15.64% -
Beta 1.29% 1.18% 1.04% -
Alpha -0.11% -0.04% 0.03% -
Rsquared 0.62% 0.70% 0.62% -
Sharpe 0.04% 0.42% 0.90% -
Sortino 0.15% 0.76% 1.59% -
Treynor 0.01% 0.06% 0.14% -
Tax Efficiency 73.58% 89.66% 93.65% -

Fundata ESG Metrics

Fundata ESG Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A21.8​21.858.3​58.30%10%20%30%40%50%60%70%80%90%100%

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.

Fundata E Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A19.1​19.159.5​59.50%10%20%30%40%50%60%70%80%90%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.

Fundata S Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A25.3​25.357.8​57.80%10%20%30%40%50%60%70%80%90%100%

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.

Fundata G Score

Created with Highcharts 10.3.3Grade: EGrade: DGrade: CGrade: BGrade: A30.6​30.656.6​56.60%10%20%30%40%50%60%70%80%90%100%

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.

View the full methodology

Fund Details

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) -

Fund Codes

FundServ Code Load Code Sales Status
N/A

Investment Objectives

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.

Investment Strategy

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.

Portfolio Management

Portfolio Manager

Vanguard Investments Canada Inc.
Sub-Advisor

Vanguard Global Advisers, LLC

Management and Organization

Fund Manager

Vanguard Investments Canada Inc.
Custodian

State Street Trust Company Canada
Registrar

State Street Trust Company Canada
Distributor

-

Investment Minimums

RSP Eligible Yes
PAC Allowed No
PAC Initial Investment -
PAC Subsequent -
SWP Allowed No
SWP Min Balance -
SWP Min Withdrawal -

Fees

MER 0.38%
Management Fee 0.35%
Load No Load
FE Max -
DSC Max -
Trailer Fee Max (FE) -
Trailer Fee Max (DSC) -
Trailer Fee Max (NL) -
Trailer Fee Max (LL) -

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