Vanguard Global Aggregate Bond UCITS ETF EUR Hedged Accumulating

ISINIE00BG47KH54
TickerVAGF
Backtest this ETF
Total annual cost
0.20%

TER 0.08% + transaction cost 0.12%

Category
ETF
Data available from
Jun 30, 2019
Underlying assets
10,000

Metrics at a glance

CAGR
-0.94%
Volatility
4.96%
Sharpe
-0.59
Sortino
-0.56
Calmar
-0.15
Ulcer Index
10.76
Max Drawdown
19.06%
VaR 95%
2.26%
VaR 99%
3.49%
% Positive Months
48.24%

Performance over time

Rolling returns

Return computed over every rolling window of the selected length.

Fund composition

Estimated country, currency, and sector allocation from the underlying holdings.

Vanguard Global Aggregate Bond UCITS ETF EUR Hedged Accumulating

Click a row name to exclude it from the calculation (remaining slices are renormalized).

47.0%
6.3%
5.9%
5.1%
4.5%
4.2%
3.9%
2.9%
2.1%
2.0%

Top holdings

Top 10 Weight

2.2%

Total Assets

10,000

HHI

0.000

  1. France (Republic Of) 2.75%
    0.4%
  2. Germany (Federal Republic Of) 2.2%
    0.3%
  3. United Kingdom of Great Britain and Northern Ireland 4.5%
    0.3%
  4. France (Republic Of) 1.25%
    0.2%
  5. Germany (Federal Republic Of) 2.4%
    0.2%
  6. Germany (Federal Republic Of) 1.7%
    0.2%
  7. France (Republic Of) 3%
    0.2%
  8. France (Republic Of)
    0.2%
  9. Italy (Republic Of) 3.45%
    0.2%
  10. Spain (Kingdom of)
    0.2%

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