Vanguard U.K. Gilt UCITS ETF EUR Hedged Accumulation

ISINIE00BMX0B524
TickerVGUE.XETRA
Backtest this ETF
Category
ETF
Data available from
Sep 30, 2020
Underlying assets
64

Metrics at a glance

CAGR
-8.30%
Volatility
10.21%
Sharpe
-1.01
Sortino
-0.85
Calmar
-0.28
Ulcer Index
26.91
Max Drawdown
36.81%
VaR 95%
5.15%
VaR 99%
8.54%
% Positive Months
44.83%

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 U.K. Gilt UCITS ETF EUR Hedged Accumulation

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

100.0%

Top holdings

Top 10 Weight

31.5%

Total Assets

64

HHI

0.000

  1. United Kingdom of Great Britain and Northern Ireland 4.375%
    4.6%
  2. United Kingdom of Great Britain and Northern Ireland 4.375%
    3.7%
  3. United Kingdom of Great Britain and Northern Ireland 4.5%
    3.5%
  4. United Kingdom of Great Britain and Northern Ireland 4.125%
    3.3%
  5. United Kingdom of Great Britain and Northern Ireland 4.5%
    3.2%
  6. United Kingdom of Great Britain and Northern Ireland 4.75%
    2.9%
  7. United Kingdom of Great Britain and Northern Ireland 4%
    2.7%
  8. United Kingdom of Great Britain and Northern Ireland 4.625%
    2.6%
  9. United Kingdom of Great Britain and Northern Ireland 4.25%
    2.5%
  10. United Kingdom of Great Britain and Northern Ireland 4.75%
    2.5%

Explore this ETF in the Backtester

Compare it with other assets, change the time horizon, and explore the full analysis.