Vanguard FTSE 100 UCITS ETF
Ticker
VUKE.L
ISIN
IE00B810Q51
Price
GBP 35.45
Change Today
+0.22 / 0.624 %
Price 1 year ago
31.43 / 12.796 %
Morningstar
4
52 Week Low
31.23
52 Week High
36.42
200 Day Moving Average 34.91
34.91
50-day Moving Average
35.72
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.08 |
| Sortino Ratio | 0.14 |
| Maximum Drawdown | -0.9% |
| Maximum Drawdown Date | 2023-12-15 |
| Calmar Ratio | -25.68 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.97 |
| Volatility | 2.782% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.116% |
| Average Annual Volatility | 15.132% |
| Sharpe Ratio | 0.54 |
| Sortino Ratio | 0.47 |
| Maximum Drawdown | -34.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.23 |
Company information
Summary
This Fund seeks to track the performance of the Index, a widely recognised UK benchmark of the UK market’s most highly capitalised blue chip companies.
Market
GB
Category
UK Large-Cap Equity
Expense Ratio
0.09%
Fund family
Vanguard Group (Ireland) Limited
Morningstar
4
Yield
0.033
Exchange
LSE
| Sector | Weight |
|---|---|
| Consumer defensive | 19.16% |
| Financial services | 16.26% |
| Healthcare | 14.60% |
| Energy | 12.89% |
| Basic materials | 10.30% |
| Industrials | 6.78% |
| Communication services | 6.62% |
| Consumer cyclical | 6.50% |
| Utilities | 3.25% |
| Realestate | 1.28% |
| Technology | 0.72% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AZN.L | AstraZeneca PLC | 6.02% |
| ULVR.L | Unilever PLC | 5.83% |
| HSBA.L | HSBC Holdings PLC | 4.5% |
| DGE.L | Diageo PLC | 4.19% |
| GSK.L | GlaxoSmithKline PLC | 3.7% |
| RIO.L | Rio Tinto PLC | 3.41% |
| BATS.L | British American Tobacco PLC | 3.37% |
| BP..L | BP PLC | 3.31% |
| RDSA.L | Royal Dutch Shell PLC Class A | 3.13% |
| RDSB.L | Royal Dutch Shell PLC B | 2.74% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FTAD.L | SPDR FTSE UK All Share UCITS ETF | IE00B7452L4 | LSE | 0.20% | 4 | -- | -- |
| HFXI | IQ FTSE International Equity Currency Neutral ETF | US45409B560 | PCX | 0.20% | 5 | +4.84 | |
| HLAL | Wahed FTSE USA Shariah ETF | US53656F607 | NGM | 0.50% | 5 | +0.10 | -- |
| ISF.L | iShares Core FTSE 100 UCITS ETF GBP (Dist) | IE000504245 | LSE | 0.20% | 4 | +2.85 | |
| ISFA.AS | iShares Core FTSE 100 UCITS ETF GBP (Dist) | IE0005042456 | AMS | 0.20% | 4 | +2.85 | |
| ISFU.L | iShares Core FTSE 100 UCITS ETF GBP (Dist) | IE000504245 | LSE | 0.20% | 4 | +2.85 | |
| L100.L | MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF | LU165049217 | LSE | 0.15% | 4 | ||
| L100.PA | MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF | LU1650492173 | PAR | 0.30% | 4 | +2.67 | |
| MIDD.L | iShares FTSE 250 UCITS ETF | IE00B00FV12 | LSE | 0.40% | 4 | ||
| PRF | Invesco FTSE RAFI US 1000 ETF | IE00B23D8S3 | PCX | 0.39% | 4 | +6.74 | |
| PXF | Invesco FTSE RAFI Developed Markets ex-U.S. ETF | US46138E735 | PCX | 0.45% | 4 | +5.06 | |
| VDJP.L | Vanguard FTSE Japan UCITS ETF | IE00B95PGT3 | LSE | 0.15% | 4 | -1.70 | |
| VERX.L | Vanguard FTSE Developed Europe ex UK UCITS ETF | IE00BKX55S4 | LSE | 0.10% | 4 | ||
| VEUR.AS | Vanguard FTSE Developed Europe UCITS ETF | IE00B945VV12 | AMS | 0.10% | 4 | -0.32 | |
| VJPN.L | Vanguard FTSE Japan UCITS ETF | IE00B95PGT3 | LSE | 0.15% | 4 | -1.70 | |
| VMID.L | Vanguard FTSE 250 UCITS ETF | IE00BKX55Q2 | LSE | 0.10% | 4 | -1.29 | |
| VMIG.L | Vanguard FTSE 250 UCITS ETF | IE00BKX55Q2 | LSE | 0.10% | 5 | -- | -- |
| VUKE.L | Vanguard FTSE 100 UCITS ETF | IE00B810Q51 | LSE | 0.09% | 4 | ||
| VUKG.L | Vanguard FTSE 100 UCITS ETF | IE00B810Q51 | LSE | 0.09% | 5 | -- | -- |
| VWRA.L | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM2 | LSE | 0.22% | 4 | +0.04 | -- |
| VWRD.L | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM2 | LSE | 0.22% | 4 | +0.04 | |
| VWRL.AS | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM25 | AMS | 0.22% | 4 | +0.04 | |
| VWRL.L | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM2 | LSE | 0.22% | 4 | +0.04 | |
| XDUK.L | Xtrackers FTSE 100 UCITS ETF | LU083878070 | LSE | 0.09% | 4 | ||
| XUKX.L | Xtrackers FTSE 100 Income UCITS ETF | LU029209723 | LSE | 0.09% | 4 | +2.76 |
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.