Vanguard USD Emerging Markets Government Bond UCITS ETF
Ticker
VDEA.L
ISIN
IE00BZ163L3
Price
USD 56.35
Change Today
+0.06 / 0.098 %
Price 1 year ago
49.55 / 13.718 %
Morningstar
4
52 Week Low
49.54
52 Week High
57.36
200 Day Moving Average 54.51
54.51
50-day Moving Average
56.65
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
Parameter | Value |
---|---|
Sharpe Ratio | 1.41 |
Sortino Ratio | 0.48 |
Maximum Drawdown | -2.48% |
Maximum Drawdown Date | 2024-01-09 |
Calmar Ratio | -11.43 |
1 year
Parameter | Value |
---|---|
Treynor Ratio | - |
Return | 1.50 |
Volatility | 3.244% |
Alpha | -- |
Beta | -- |
R Squared | -- |
History
Parameter | Value |
---|---|
Average Annual Return | 2.484% |
Average Annual Volatility | 8.85% |
Sharpe Ratio | 0.28 |
Sortino Ratio | -0.00 |
Maximum Drawdown | -23.0% |
Maximum Drawdown Date | 2022-10-21 |
Calmar Ratio | -0.12 |
Company information
Summary
This Fund seeks to track the performance of the Index.
Market
GB
Category
Global Emerging Markets Bond
Expense Ratio
0.25%
Fund family
Vanguard Group (Ireland) Limited
Morningstar
4
Yield
-
Exchange
LSE
Sector | Weight |
---|---|
Realestate | 0.00% |
Consumer cyclical | 0.00% |
Basic materials | 0.00% |
Consumer defensive | 0.00% |
Technology | 0.00% |
Communication services | 0.00% |
Financial services | 0.00% |
Utilities | 0.00% |
Industrials | 0.00% |
Energy | 0.00% |
Healthcare | 0.00% |
None
Holdings
Alternative funds
Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
---|---|---|---|---|---|---|---|
500U.L | Amundi Index Solutions - Amundi S&P 500 UCITS ETF C USD | LU168104880 | LSE | 0.05% | 5 | +0.13 | |
CSPX.L | iShares Core S&P 500 UCITS ETF USD (Acc) | IE00B5BMR08 | LSE | 0.12% | 5 | 0.00 | |
IB01.L | iShares $ Treasury Bond 0-1yr UCITS ETF USD (Acc) | IE00BGSF1X8 | LSE | 1.00% | 5 | -0.99 | -- |
IBTU.L | iShares $ Treasury Bond 0-1yr UCITS ETF USD (Dist) | IE00BGR7L91 | LSE | 1.00% | 5 | -0.99 | -- |
IDUS.L | iShares Core S&P 500 UCITS ETF USD Dist | IE003144206 | LSE | 0.07% | 5 | ||
IUHC.L | iShares V PLC - iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) | IE00B43HR37 | LSE | 0.18% | 5 | +1.36 | |
IUIT.L | iShares V PLC - iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | LSE | 0.15% | 5 | |||
IUSA.L | iShares Core S&P 500 UCITS ETF USD Dist | IE003144206 | LSE | 0.07% | 5 | +0.02 | |
IWDA.AS | iShares Core MSCI World UCITS ETF USD (Acc) | IE00B4L5Y983 | AMS | 0.30% | 5 | +1.06 | |
IWDA.L | iShares Core MSCI World UCITS ETF USD (Acc) | IE00B4L5Y98 | LSE | 0.30% | 5 | +1.06 | |
SUAS.L | iShares MSCI USA SRI UCITS ETF USD (Acc) | IE00BYVJRR9 | LSE | 0.25% | 5 | +2.95 | |
SUUS.L | iShares MSCI USA SRI UCITS ETF USD (Acc) | IE00BYVJRR9 | LSE | 0.25% | 5 | +2.95 | |
SWDA.L | iShares Core MSCI World UCITS ETF USD (Acc) | IE00B4L5Y98 | LSE | 0.30% | 5 | +1.06 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.