Vanguard Developed Markets Index Fund
Ticker
VEA
ISIN
US921943858
Price
USD 49.17
Change Today
+0.04 / 0.081 %
Price 1 year ago
42.50 / 15.698 %
Morningstar
4
52 Week Low
43.57
52 Week High
53.31
200 Day Moving Average 49.77
49.77
50-day Moving Average
51.27
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.42 |
| Sortino Ratio | 0.65 |
| Maximum Drawdown | -2.09% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -20.36 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.05 |
| Volatility | 4.392% |
| Alpha | +3.02 |
| Beta | None |
| R Squared | +97.07 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 5.676% |
| Average Annual Volatility | 21.956% |
| Sharpe Ratio | 0.26 |
| Sortino Ratio | 0.18 |
| Maximum Drawdown | -61.0% |
| Maximum Drawdown Date | 2009-03-09 |
| Calmar Ratio | -0.09 |
Company information
Summary
The investment seeks to track the performance of the FTSE Developed All Cap ex US Index. The fund employs an indexing investment approach designed to track the performance of the FTSE Developed All Cap ex US Index, a market-capitalization-weighted index that is made up of approximately 4022 common stocks of large-, mid-, and small-cap companies located in Canada and the major markets of Europe and the Pacific region. The adviser attempts to replicate the target index by investing all, or substantially all, of its assets in the stocks that make up the index, holding each stock in approximately the same proportion as its weighting in the index.
Market
US
Category
Foreign Large Blend
Expense Ratio
0.05%
Fund family
Vanguard
Morningstar
4
Yield
0.041300002
Exchange
PCX
| Sector | Weight |
|---|---|
| Financial services | 17.74% |
| Industrials | 14.73% |
| Healthcare | 11.02% |
| Consumer cyclical | 9.82% |
| Technology | 9.17% |
| Consumer defensive | 8.53% |
| Basic materials | 7.75% |
| Energy | 5.61% |
| Communication services | 4.99% |
| Realestate | 3.74% |
| Utilities | 3.10% |
| Country | Ratio |
|---|---|
| Japan | 20.43 |
| United Kingdom | 12.05 |
| Canada | 9.53 |
| France | 8.83 |
| Switzerland | 8.17 |
| Germany | 6.89 |
| Australia | 6.69 |
| South Korea | 4.55 |
| Netherlands | 4.09 |
| Sweden | 2.95 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| NESN | Nestle SA | 1.5% |
| 005930.KS | Samsung Electronics Co Ltd | 1.4% |
| ASML | ASML Holding NV | 1.16% |
| ROG | Roche Holding AG | 1.1% |
| 7203 | Toyota Motor Corp | 0.92% |
| MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 0.84% |
| NOVN | Novartis AG | 0.82% |
| SHOP.TO | Shopify Inc A | 0.7% |
| AZN.L | AstraZeneca PLC | 0.67% |
| SAP.DE | SAP SE | 0.66% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| BBAX | JPMorgan BetaBuilders Developed Asia Pacific ex-Japan ETF | US46641Q688 | BTS | 0.19% | 4 | +16.54 | -- |
| ICOW | Pacer Developed Markets International Cash Cows 100 ETF | US69374H873 | BTS | 0.65% | 4 | +5.87 | |
| IDEV | iShares Core MSCI International Developed Markets ETF | US46435G3267 | PCX | 0.04% | 4 | +3.06 | |
| IDHQ | Invesco S&P International Developed Quality ETF | PCX | 0.29% | 4 | -0.72 | ||
| IJAN | Innovator International Developed Power Buffer ETF - January | CE7N7G6B5IG | PCX | 0.85% | 4 | +9.91 | -- |
| ISDX | Invesco RAFI Strategic Developed ex-US ETF | NGM | 0.23% | 5 | +6.07 | -- | |
| NUDM | Nuveen ESG International Developed Markets Equity ETF | US67092P805 | BTS | 0.30% | 4 | +3.69 | |
| PXF | Invesco FTSE RAFI Developed Markets ex-U.S. ETF | US46138E735 | PCX | 0.45% | 4 | +5.06 | |
| TDIV.AS | VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | NL0011683594 | AMS | 0.38% | 4 | +11.29 | |
| TDIV.L | VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | NL001168359 | LSE | 0.38% | 4 | ||
| TLTD | FlexShares Morningstar Developed Markets ex-US Factor Tilt Index Fund | US33939L100 | PCX | 0.39% | 4 | +2.96 | |
| VEA | Vanguard Developed Markets Index Fund | US921943858 | PCX | 0.05% | 4 | +3.02 | |
| VERX.AS | Vanguard FTSE Developed Europe ex UK UCITS ETF | IE00BKX55S42 | AMS | 0.10% | 4 | -0.13 | |
| VERX.L | Vanguard FTSE Developed Europe ex UK UCITS ETF | IE00BKX55S4 | LSE | 0.10% | 4 | ||
| VEUD.L | Vanguard FTSE Developed Europe UCITS ETF | IE00B945VV1 | LSE | 0.10% | 4 | ||
| VEUR.AS | Vanguard FTSE Developed Europe UCITS ETF | IE00B945VV12 | AMS | 0.10% | 4 | -0.32 | |
| VEUR.L | Vanguard FTSE Developed Europe UCITS ETF | IE00B945VV1 | LSE | 0.10% | 4 | ||
| VEVE.L | Vanguard FTSE Developed World UCITS ETF | IE00BKX55T5 | LSE | 0.12% | 4 | ||
| VHVE.L | Vanguard FTSE Developed World UCITS ETF | IE00BKX55T5 | LSE | 0.12% | 4 | -- | -- |
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.