Vanguard International High Dividend Yield ETF ETF.com segment: Equity: Global Ex-U.S. - High Dividend Yield Competing ETFs: DWX, HDAW Related ETF Channels: Smart-Beta ETFs, Dividend, Broad-based, High Dividend Yield, Dividends, Equity, Global Ex-US Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. 86 FUND DESCRIPTION The Vanguard International High Dividend Yield ETF tracks a market-cap-weighted index of developed and emerging market firms (ex-us) that are expected to pay above average dividends over the next 12 months. FACTSET ANALYTICS INSIGHT takes a conservative approach to international high dividend yields: firms are ranked by forecast yield over the next 12 months and those in the top half are selected. This relatively loose filter, combined with market-cap weighting, results in a large basket that doesn't depart from the broad market as radically as some competitors. REITs are excluded, in keeping with the conservative approach. Emerging market names are eligible for inclusion but are likely to be small in weight due to cap weighting. Overall, provides balanced, comprehensive exposure to high-yield international stocks, at a very reasonable fee. The fund launched in February 2016. SUMMARY DATA Issuer Inception Date Legal Structure Expense Ratio Assets Under Management Average Daily $ Average Spread (%) PORTFOLIO DATA Weighted Average Market Cap Vanguard 02/25/16 Open-Ended Fund 0.32% $998.14M $5.49M 0.10% $79.98B MSCI ESG ANALYTICS INSIGHT The MSCI ESG Fund Quality Score measures the ability of ETF underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors, as determined by MSCI ESG Research LLC. As of September 24, 2018 the Vanguard International High Dividend Yield ETF MSCI ESG Fund Quality Score is 6.23 out of 10. The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 48th percentile within its peer group and in the 75th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. Price / Earnings Ratio Price / Book Ratio Distribution Yield Next Ex-Dividend Date Number of Holdings INDEX DATA Index Tracked 12.32 1.46 2.83% 875 FTSE All-World ex US High Dividend Yield Index - TR Net of RIC Index Weighting Methodology Index Selection Methodology Market Cap Dividends MSCI ACWI Ex-USA High Dividend Yield
1 Year Daily Price ($) 75.00 72.50 70.00 67.50 65.00 62.50 Oct Nov Dec `18 Feb Mar Apr May Jun Jul Aug Sep 800k PERFORMANCE [as of 09/24/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 1.13% 1.24% -3.19% -0.58% (NAV) 1.37% 1.43% -2.70% -0.14% FTSE All-World ex US High Dividend Yield Index - TR Net of RIC MSCI ACWI Ex-USA High Dividend Yield All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES United Kingdom 17.30% Hong Kong 6.89% Switzerland 9.10% France 6.40% Australia 7.80% Germany 6.16% Japan 7.74% Taiwan, Province of China 5.27% Canada 6.93% Spain 3.42% TOP 10 SECTORS Financials 36.88% Healthcare 6.64% Energy 12.14% Telecommunications Serv 6.35% Consumer Non-Cyclicals 8.64% Basic Materials 6.32% Industrials 7.36% Utilities 4.30% Consumer Cyclicals 6.83% Technology 4.15% TOP 10 HOLDINGS Nestle S.A. 2.56% Royal Dutch Shell Plc Clas 1.68% Taiwan Semiconductor M 2.00% Toyota Motor Corp. 1.59% Novartis AG 1.80% Total SA 1.58% HSBC Holdings Plc 1.75% BP p.l.c. 1.38% Roche Holding Ltd Genus 1.72% Royal Bank of Canada 1.14% Total Top 10 Weighting 17.2%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.32% 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% ETN Counterparty Risk Fund Closure Risk Low Portfolio Disclosure Daily
Daily Spread 0.25% FACTSET ANALYTICS BLOCK LIQUIDITY As of 09/25/18 0.20% 0.15% 0.10% 0.05% 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 1.0% TRADABILITY Avg. Daily Share 85,918 0.5% Average Daily $ $5.49M 0.0% Median Daily Share 56,330-0.5% 800k 600k 400k 200k Median Daily ($) Average Spread (%) Average Spread ($) $3.65M 0.10% $0.06 Oct Dec Feb Apr May Jul Sep Median Premium / Discount (12 Mo) 0.27% Max. Premium / Discount (12 Mo) 0.88% / -0.32% Impediment to Creations None Market Hours Overlap 27.00% Creation Unit Size (Shares) 100,000 Creation Unit/Day (45 Day Average) 0.56 Creation Unit Cost (%) 0.81% Underlying / Unit 0.04% Open Interest on ETF Options Net Asset Value (Yesterday) $63.64 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Financials 36.88% 32.15% Energy 12.14% 10.25% Consumer Non- Cyclicals 8.64% 3.50% Industrials 7.36% 4.54% Consumer Cyclicals 6.83% 10.21% Healthcare 6.64% 14.23% Telecommunications Services Basic Materials 6.35% 5.38% 6.32% 8.62% Utilities 4.30% 5.21% Technology 4.15% 3.19% Nestle S.A. Taiwan Semiconductor Manufacturing Co., Ltd. Novartis AG HSBC Holdings Plc Roche Holding Ltd Genusssch. Royal Dutch Shell Plc Class A Toyota Motor Corp. Total SA BP p.l.c. Royal Bank of Canada Total Top 10 Weighting 2.56% 2.00% 1.80% 1.75% 1.72% 1.68% 1.59% 1.58% 1.38% 1.14% 17.2% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation MSCI ESG RATINGS MSCI ESG Quality Score Peer Group Percentile Rank Global Percentile Rank SRI Screening Criteria Exposure 0.96 0.99 0.97 1.03 0.12% MSCI ACWI Ex-USA High Dividend Yield 6.23 / 10 47.68 74.95 9.46% COUNTRIES Exposure to Sustainable Impact Solutions 3.57% United Kingdom 17.30% 16.02% Weighted Average Carbon Intensity (t CO2e/$M Sales) 256.63 Switzerland 9.10% 7.85% Australia 7.80% 4.57% Japan 7.74% 3.75% Canada 6.93% 11.50% Hong Kong 6.89% 8.94% France 6.40% 9.69% Germany 6.16% 9.22% BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings Shared Holdings Weight 875 292 251 32.03% Taiwan, Province of China 5.27% 6.10% Spain 3.42% 2.74% BENCHMARK COMPARISON SUMMARY REGIONS Europe 55.02% 54.43% Asia-Pacific 32.55% 29.08% North America 7.08% 11.50% Middle East & Africa 2.93% 3.75% Latin America 2.66% 1.23% ECONOMIC DEVELOPMENT Number of Holdings Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio Dividend Yield 875 292 $79.98B $67.26B 12.32 12.44 1.46 1.66 4.35% 4.63% Concentration Developed Countries 90.75% 88.24% Emerging Countries 9.49% 11.76%
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