Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing

ISINIE00BZ163L38
TickerVDET
Backtest this ETF
Total annual cost
0.31%

TER 0.23% + transaction cost 0.08%

Category
ETF
Data available from
Oct 31, 2017
Underlying assets
1,446

Metrics at a glance

CAGR
-2.12%
Volatility
7.42%
Sharpe
-0.56
Sortino
-0.50
Calmar
-0.17
Ulcer Index
14.71
Max Drawdown
23.60%
VaR 95%
3.29%
VaR 99%
4.98%
% Positive Months
48.57%

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 USD Emerging Markets Government Bond UCITS ETF Distributing

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

8.2%
6.6%
6.5%
6.5%
5.7%
5.4%
5.2%
3.2%
2.9%
2.8%

Top holdings

Top 10 Weight

5.2%

Total Assets

1,446

HHI

0.000

  1. Argentina (Republic Of) 4.125%
    0.8%
  2. Eagle Funding Luxco S.a.r.l. 5.5%
    0.7%
  3. Argentina (Republic Of) 4.125%
    0.6%
  4. Argentina (Republic Of) 0.75%
    0.5%
  5. Argentina (Republic Of) 5%
    0.5%
  6. Argentina (Republic Of) 0.75%
    0.4%
  7. Argentina (Republic Of) 5%
    0.4%
  8. Argentina (Republic Of) 3.5%
    0.4%
  9. Petroleos Mexicanos Sa De CV 7.69%
    0.4%
  10. Petroleos Mexicanos Sa De CV 6.7%
    0.4%

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