Vanguard Total World Stock ETF ETF.com segment: Equity: Global - Total Market Competing ETFs: ACWI, MJ, XMX, ACIM, DRIV Related ETF Channels: Total Market, Broad-based, Vanilla, Global, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. A 99 FUND DESCRIPTION The Vanguard Total World Stock ETF tracks a market-cap-weighted index of global stocks covering 98% of the domestic and emerging market capitalization. FACTSET ANALYTICS INSIGHT holds a low-cost, well-diversified, cap-weighted portfolio of developed and emerging market stocks. The fund ignores frontier markets as do most peer funds but excluding the likes of Vietnam and Kuwait has minimal impact on the fund's ability to track the global market. s inclusion of small-caps makes it incrementally more representative than direct rivals like ACWI and helps explain its truly massive portfolio.despite the expansive coverage, the ETF charges a very low fee and trades well, so total costs are low. Two structural comments: The issuer uses fair-value NAVs which minimize trading premiums and discounts but distort typical tracking calculations. And it discloses positions monthly rather than daily. Still, these considerations are hardly deal-breakers: earns Analyst Pick list for the segment with low cost and excellent exposure to the global stock market. MSCI ESG ANALYTICS INSIGHT The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of November 14, 2018 the Vanguard Total World Stock ETF MSCI ESG Fund Quality Score is 5.55 out of 10. SUMMARY DATA Issuer Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings Vanguard 06/24/08 Open-Ended Fund 0.10% $11.75B $147.81M $142.32B 19.01 2.29 2.37% 09/24/14 7835 The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 29th percentile within its peer group and in the 51st percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. INDEX DATA Index Tracked Index Weighting Methodology FTSE Global All Cap Net TR US RIC Market Cap Index Selection Methodology Market Cap MSCI ACWI + Frontier Markets IMI Index
1 Year Daily Price ($) 82.50 80.00 77.50 75.00 72.50 70.00 Dec `18 Feb Mar Apr May Jun Jul Aug Sep Oct Nov 10M PERFORMANCE [as of 11/14/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS -2.01% -5.66% -4.13% -0.50% 9.16% 6.35% 11.09% (NAV) -1.83% -5.07% -3.84% -0.39% 9.24% 6.53% 10.54% FTSE Global All Cap Net TR US RIC -- -- -- -- -- -- 10.54% MSCI ACWI + Frontier Markets IMI Index -- -- -- -- -- -- -- All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United States 55.70% Canada 3.02% Japan 8.22% Germany 2.81% United Kingdom 5.55% Switzerland 2.43% Hong Kong 3.26% Australia 2.17% France 3.04% Korea, Republic of 1.64% TOP 10 SECTORS Financials 20.21% Consumer Non-Cyclicals 7.69% Technology 19.01% Energy 6.67% Consumer Cyclicals 12.52% Basic Materials 4.99% Industrials 11.95% Utilities 2.82% Healthcare 11.32% Telecommunications Serv 2.66% TOP 10 HOLDINGS Apple Inc. 2.02% Facebook, Inc. Class A 0.72% Microsoft Corporation 1.60% JPMorgan Chase & Co. 0.70% Amazon.com, Inc. 1.50% Johnson & Johnson 0.68% U.S. Dollar 1.13% Exxon Mobil Corporation 0.66% Alphabet Inc. Class C 0.74% Alphabet Inc. Class A 0.60% Total Top 10 Weighting 10.35%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.10% -0.10% -0.03% -0.48% Max LT/ST Capital Gains Rate Capital Gains Distributions (3 Year) Tax on Distributions Distributes K1 20.00% / 39.60% -- Qualified dividends No Legal Structure OTC Derivative Use Securities Lending Active Securities Lending Split (Fund/Issuer) ETN Counterparty Open-Ended Fund No Yes 100% / 0% N/A ETN Counterparty Risk N/A Fund Closure Risk Low Portfolio Disclosure Monthly
Daily Spread 0.05% FACTSET ANALYTICS BLOCK LIQUIDITY As of 11/15/18 0.04% 0.03% 0.02% 0% 5 4 3 2 1 This measurement shows how easy it is to trade a $1 million USD block of. is rated a 5 out of 5. Premium/Discount 3.0% 2.0% TRADABILITY Avg. Daily Share 2,043,181 1.0% Average Daily $ $147.81M 0.0% Median Daily Share 1,613,936-1.0% 10M 7.5M 5M 2.5M Median Daily ($) Average Spread (%) Average Spread ($) $121.98M $0.01 Dec Feb Apr Jun Aug Oct Nov Median Premium / Discount (12 Mo) 0.09% Max. Premium / Discount (12 Mo) 1.97% / -0.19% Impediment to Creations None Market Hours Overlap 66.00% Creation Unit Size (Shares) 200,000 Creation Unit/Day (45 Day Average) 8.07 Creation Unit Cost (%) 0.07% Underlying / Unit 0.02% Open Interest on ETF Options 1,254 Net Asset Value (Yesterday) $70.20 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Financials 20.21% 19.78% Technology 19.01% 18.42% Consumer Cyclicals 12.52% 12.01% Industrials 11.95% 11.65% Healthcare 11.32% 11.12% Apple Inc. Microsoft Corporation Amazon.com, Inc. U.S. Dollar Alphabet Inc. Class C Facebook, Inc. Class A JPMorgan Chase & Co. Johnson & Johnson 2.02% 1.60% 1.50% 1.13% 0.74% 0.72% 0.70% 0.68% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation MSCI ACWI + Frontier Markets IMI Index Consumer Non- Cyclicals 7.69% 7.63% Energy 6.67% 6.59% Exxon Mobil Corporation Alphabet Inc. Class A Total Top 10 Weighting 0.66% 0.60% 10.35% MSCI ESG RATINGS MSCI ESG Quality Score 5.55 / 10 Basic Materials 4.99% 4.85% Peer Group Percentile Rank 28.55 Utilities 2.82% 2.73% Global Percentile Rank 51.48 Telecommunications Services 2.66% 2.65% SRI Screening Criteria Exposure 10.43% COUNTRIES Exposure to Sustainable Impact Solutions 5.66% United States 55.70% 55.00% Weighted Average Carbon Intensity (t CO2e/$M Sales) 202.20 Japan 8.22% 7.97% United Kingdom 5.55% 5.59% Hong Kong 3.26% 3.27% France 3.04% 3.05% Canada 3.02% 3.05% Germany 2.81% 2.78% Switzerland 2.43% 2.40% BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings Shared Holdings Weight 7835 9060 6,909 95.43% Australia 2.17% 2.11% Korea, Republic of 1.64% 1.66% BENCHMARK COMPARISON SUMMARY REGIONS North America 58.72% 58.05% Asia-Pacific 20.20% 19.72% Europe 19.88% 19.88% Latin America 1.21% 1.20% Middle East & Africa 1.03% 1.15% ECONOMIC DEVELOPMENT Number of Holdings Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Dividend Yield 7835 9060 $142.32B $138.76B 19.01 19.16 2.29 2.30 2.27% 2.27% Concentration Low Low Developed Countries 95.54% 94.51% Emerging Countries 5.51% 5.49%
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