Vanguard FTSE Europe ETF ETF.com segment: Equity: Developed Europe - Total Market Competing ETFs: EZU, IEUR, FLEE, BBEU, EURZ Related ETF Channels: Developed Europe, Europe, Broad-based, Total Market, Equity, Vanilla, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. A 98 FUND DESCRIPTION tracks an all-cap, market-cap weighted index of developed European securities. FACTSET ANALYTICS INSIGHT holds a broad, comprehensive portfolio of companies from developed European countries. The fund changed to a different version of its FTSE index in October 2015, a move designed to include smaller firms in marketlike proportion. charges an extremely low fee for a European ETF. It's also one of the most liquid funds in the segment, with massive daily volume and tight spreads. Overall, it's hard to beat for exposure to developed Europe. 's representative portfolio, low expense ratio, and superior liquidity all contribute to its designation as the Analyst Pick for the segment. SUMMARY DATA Issuer Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) Vanguard 03/04/05 Open-Ended Fund 0.10% $13.55B $287.19M 0.02% 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 February 20, 2019 the Vanguard FTSE Europe ETF MSCI ESG Fund Quality Score is 6.89 out of 10. 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 40th percentile within its peer group and in the 90th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. PORTFOLIO DATA Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings INDEX DATA $61.69B 13.36 1.57 3.61% 09/24/14 1355 Index Tracked FTSE Developed Europe All Cap Index (Net TR US RIC) Index Weighting Methodology Index Selection Methodology Market Cap Market Cap MSCI Europe IMI
1 Year Daily Price ($) 65.00 60.00 55.00 50.00 Mar Apr May Jun Jul Aug Sep Oct Nov Dec `19 Feb 20M PERFORMANCE [as of 02/20/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 3.79% 6.13% 9.38% -7.55% 8.44% 1.17% 9.54% (NAV) 3.83% 6.04% 9.18% -7.42% 8.46% 1.18% 9.54% FTSE Developed Europe All Cap Index 3.90% 5.53% 9.44% -7.71% 8.64% 1.25% 9.54% (Net TR US RIC) MSCI Europe IMI 3.98% 5.48% 9.54% -8.13% 8.43% 1.15% 9.93% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United Kingdom 28.56% Spain 5.02% France 15.86% Sweden 4.71% Germany 14.01% Italy 4.15% Switzerland 13.61% Denmark 2.86% Netherlands 5.23% Finland 1.96% TOP 10 SECTORS Financials 21.07% Energy 8.96% Healthcare 12.99% Basic Materials 7.38% Industrials 12.95% Technology 5.16% Consumer Non-Cyclicals 12.64% Telecommunications Serv 3.78% Consumer Cyclicals 10.93% Utilities 3.58% TOP 10 HOLDINGS Nestle S.A. 2.77% BP p.l.c. 1.41% Novartis AG 2.00% Royal Dutch Shell Plc Clas 1.28% Roche Holding Ltd Genus 1.98% Royal Dutch Shell Plc Clas 1.22% HSBC Holdings Plc 1.78% SAP SE 1.06% Total SA 1.45% GlaxoSmithKline plc % Total Top 10 Weighting 15.95%
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% -0.09% 0.12% -0.25% 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 0.023% FACTSET ANALYTICS BLOCK LIQUIDITY As of 02/21/19 0.021% 0.019% 0.017% 0.015% 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 0.2% TRADABILITY Avg. Daily Share 5,757,845 0.0% Average Daily $ $287.19M -0.2% Median Daily Share 4,842,849-0.4% 15M 10M 5M Median Daily ($) Average Spread (%) Average Spread ($) $242.24M 0.02% $0.01 Apr May Jul Sep Oct Dec Feb Median Premium / Discount (12 Mo) 0.00% Max. Premium / Discount (12 Mo) 1.01% / -1.03% Impediment to Creations None Market Hours Overlap 3% Creation Unit Size (Shares) 100,000 Creation Unit/Day (45 Day Average) 48.43 Creation Unit Cost (%) 0.09% Underlying / Unit 0.32% Open Interest on ETF Options 23,557 Net Asset Value (Yesterday) $53.18 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Financials 21.07% 19.60% Healthcare 12.99% 12.59% Industrials 12.95% 12.57% Consumer Non- Cyclicals 12.64% 12.53% Nestle S.A. Novartis AG Roche Holding Ltd Genusssch. HSBC Holdings Plc Total SA BP p.l.c. 2.77% 2.00% 1.98% 1.78% 1.45% 1.41% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.02% MSCI Europe IMI Consumer Cyclicals 10.93% 10.43% Energy 8.96% 8.40% Basic Materials 7.38% 6.37% Royal Dutch Shell Plc Class A Royal Dutch Shell Plc Class B SAP SE 1.28% 1.22% 1.06% MSCI ESG RATINGS MSCI ESG Quality Score Peer Group Percentile Rank 6.89 / 10 39.79 Technology 5.16% 5.37% GlaxoSmithKline plc % Global Percentile Rank 89.90 Telecommunications Services 3.78% 3.70% Total Top 10 Weighting 15.95% SRI Screening Criteria Exposure 12.46% Utilities 3.58% 3.56% Exposure to Sustainable Impact Solutions 5.91% COUNTRIES Weighted Average Carbon Intensity (t CO2e/$M Sales) 158.71 United Kingdom 28.56% 28.23% France 15.86% 15.67% Germany 14.01% 13.61% Switzerland 13.61% 13.15% Netherlands 5.23% 5.33% Spain 5.02% 4.88% Sweden 4.71% 5.06% Italy 4.15% 3.89% BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings Shared Holdings Weight 1355 1422 1,141 94.59% Denmark 2.86% 2.88% Finland 1.96% 1.82% BENCHMARK COMPARISON SUMMARY REGIONS Europe 101.47% 99.28% North America 0.31% 0.72% ECONOMIC DEVELOPMENT Number of Holdings Weighted Average Market Cap Price / Earnings Ratio 1355 1422 $61.69B $60.36B 13.36 13.35 Price / Book Ratio 1.57 1.58 Developed Countries 100.00% 100.00% Emerging Countries 0.77% -- Dividend Yield 3.80% 3.77% Concentration Low Low
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