Vanguard FTSE Developed Markets ETF ETF.com segment: Equity: Developed Markets Ex-U.S. - Total Market Competing ETFs: EFA, IEFA, SCHF, SPDW, IDEV Related ETF Channels: Developed Markets Ex-U.S., Total Market, Broad-based, Vanilla, Developed Markets, Equity, Size and Style Find more ETFs with our ETF Screener and Database *Unless otherwise stated, data provided by FactSet. A 97 FUND DESCRIPTION The Vanguard FTSE Developed Markets ETF tracks a market-cap weighted index of large-, mid- and small-cap stocks from developed markets outside the US. FACTSET ANALYTICS INSIGHT delivers excellent coverage of developed-market equities outside the US at a very low all-in price. The fund includes small-caps and Canadian stocks in the portfolio, two areas of the market it had previously ignored prior to a change to a transitional FTSE index in December 2015. The ETF completed the transition and switched to the final version of the FTSE index on June 1, 2016.The fund's fee is among the segment's lowest and its basket is easy to access, especially at the retail level, where bid/ask spreads are minuscule. The inclusion of small-cap exposure may have a moderately adverse effect on underlying liquidity, however. In all, offers great exposure to space at low cost. 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 October 8, 2018 the Vanguard FTSE Developed Markets ETF MSCI ESG Fund Quality Score is 6.26 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 Vanguard 07/20/07 Open-Ended Fund 0.07% $70.59B $336.18M 0.02% $52.89B 14.64 1.60 3.08% 09/24/14 The fund s Peer Rank reflects the ranking of a fund s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. ranks in the 50th percentile within its peer group and in the 76th percentile within the global universe of all funds in MSCI ESG Fund Metrics coverage. Number of Holdings INDEX DATA Index Tracked 3746 FTSE Developed All Cap ex US Index Net TR US RIC - TR Net of RIC Index Weighting Methodology Index Selection Methodology Market Cap Market Cap MSCI World ex USA IMI
1 Year Daily Price ($) 50.00 48.00 46.00 44.00 42.00 Nov Dec `18 Feb Mar Apr May Jun Jul Aug Sep Oct 80M PERFORMANCE [as of 10/08/18] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS 0.75% -2.08% -4.43% -0.16% 6.59% 4.56% 7.05% (NAV) -0.54% -1.77% -4.59% -0.37% 7.40% 4.21% 5.65% FTSE Developed All Cap ex US Index Net TR US RIC - TR Net of RIC 0.27% -2.40% -4.93% -0.21% -- -- 5.65% MSCI World ex USA IMI 0.24% -2.52% -4.63% -0.31% 6.69% 4.20% 7.00% All returns over 1 year are annualized. All returns are total returns unless otherwise stated. TOP 10 COUNTRIES Japan 22.52% Switzerland 6.75% United Kingdom 15.20% Australia 6.20% France 8.33% Korea, Republic of 4.58% Canada 8.28% Hong Kong 3.00% Germany 7.88% Netherlands 2.89% TOP 10 SECTORS Financials 23.43% Basic Materials 7.80% Industrials 15.16% Technology 7.46% Consumer Cyclicals 12.22% Energy 7.09% Consumer Non-Cyclicals 9.71% Telecommunications Serv 3.30% Healthcare 9.55% Utilities 2.75% TOP 10 HOLDINGS U.S. Dollar 2.68% Roche Holding Ltd Genus 0.88% Nestle S.A. 1.31% Toyota Motor Corp. 0.81% Samsung Electronics Co., Total SA 0.80% Novartis AG Royal Dutch Shell Plc Clas 0.76% HSBC Holdings Plc 0.89% BP p.l.c. 0.71% Total Top 10 Weighting 10.68%
PORTFOLIO MANAGEMENT TAX EXPOSURES FUND STRUCTURE Expense Ratio Median Tracking Difference (12 Mo) Max. Upside Deviation (12 Mo) Max. Downside Deviation (12 Mo) 0.07% -0.02% 0.07% -0.21% 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 0.025% FACTSET ANALYTICS BLOCK LIQUIDITY As of 10/09/18 0.024% 0.023% 0.022% 0.021% 0.020% 0.019% 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 0.5% 0.3% TRADABILITY Avg. Daily Share 7,853,490 0.0% -0.3% -0.5% Average Daily $ Median Daily Share $336.18M 7,541,754-0.8% 50M 40M 30M 20M 10M Median Daily ($) Average Spread (%) Average Spread ($) $318.96M 0.02% $0.01 Oct Dec Feb Apr Jun Aug Oct Median Premium / Discount (12 Mo) 0.09% Max. Premium / Discount (12 Mo) 0.79% / -0.47% Impediment to Creations None Market Hours Overlap 24.00% Creation Unit Size (Shares) 500,000 Creation Unit/Day (45 Day Average) 15.08 Creation Unit Cost (%) 0.05% Underlying / Unit 0.15% Open Interest on ETF Options 3,502 Net Asset Value (Yesterday) $41.94 ETF.com Implied Liquidity 5
SECTOR/INDUSTRY BREAKDOWN TOP 10 HOLDINGS PERFORMANCE STATISTICS Financials 23.43% 23.75% Industrials 15.16% 15.10% Consumer Cyclicals Consumer Non- Cyclicals 12.22% 11.99% 9.71% 9.67% U.S. Dollar Nestle S.A. Samsung Electronics Co., Ltd. Novartis AG HSBC Holdings Plc Roche Holding Ltd Genusssch. 2.68% 1.31% 0.89% 0.88% Goodness of Fit (R2) Beta Up Beta Down Beta Downside Standard Deviation 0.99 1.00 1.00 1.01 0.05% MSCI World ex USA IMI Healthcare 9.55% 9.45% Toyota Motor Corp. 0.81% Basic Materials 7.80% 7.60% Technology 7.46% 6.14% Energy 7.09% 7.15% Telecommunications Services 3.30% 3.39% Utilities 2.75% 2.85% COUNTRIES Total SA Royal Dutch Shell Plc Class A BP p.l.c. Total Top 10 Weighting 0.80% 0.76% 0.71% 10.68% Japan 22.52% 22.84% United Kingdom 15.20% 16.10% France 8.33% 8.79% Canada 8.28% 8.72% Germany 7.88% 8.19% Switzerland 6.75% 7.06% Australia 6.20% 6.32% Korea, Republic of 4.58% -- Hong Kong 3.00% 2.89% MSCI ESG RATINGS MSCI ESG Quality Score Peer Group Percentile Rank Global Percentile Rank SRI Screening Criteria Exposure Exposure to Sustainable Impact Solutions Weighted Average Carbon Intensity (t CO2e/$M Sales) BENCHMARK COMPARISON HOLDINGS Number of Holdings Constituents Shared Holdings Shared Holdings Weight 6.26 / 10 49.93 76.10 10.62% 6.10% 195.72 3746 3565 2,996 92.73% Netherlands 2.89% 3.16% BENCHMARK COMPARISON SUMMARY REGIONS Europe 53.14% 56.32% Asia-Pacific 37.88% 33.72% North America 8.50% 9.44% Middle East & Africa 0.49% 0.52% ECONOMIC DEVELOPMENT Number of Holdings Weighted Average Market Cap Price / Earnings Ratio Price / Book Ratio 3746 3565 $52.89B $50.01B 14.64 15.15 1.60 1.65 Dividend Yield 3.03% 3.05% Developed Countries 99.99% 100.00% Concentration Low -- Emerging Countries 0.01% --
2018 ETF.com The data and information contained herein is not intended to be investment or tax advice. A reference to a particular investment or security, a credit rating, or any observation concerning a security or investment provided in the ETF.com Service is not a recommendation to buy, sell, or hold such investment or security or to make any other investment decisions. You should not use such information for purposes of any actual transaction without consulting an investment or tax professional. ETF.com DOES NOT TAKE RESPONSIBILITY FOR YOUR INVESTMENT OR OTHER ACTIONS NOR SHALL ETF.com HAVE ANY LIABILITY, CONTINGENT OR OTHERWISE, FOR THE ACCURACY, COMPLETENESS, TIMELINESS, OR CORRECT SEQUENCING OF ANY INFORMATION PROVIDED BY ETF.com OR FOR ANY DECISION MADE OR ACTION TAKEN BY YOU IN RELIANCE UPON SUCH INFORMATION OR ETF.com. [ETF.com DOES NOT PROVIDE ANY RESEARCH OPINIONS.] ETF.com MAKES NO REPRESENTATIONS ABOUT THE SUITABILITY OF THE INFORMATION, PRODUCTS OR SERVICES CONTAINED HEREIN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. Data provider: Terms of Use MSCI ESG Research LLC s ("MSCI ESG") Fund Metrics products (the "Information") provide environmental, social and governance data with respect to underlying securities within more than 24,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG is a Registered Investment Adviser under the Investment Advisers Act of 1940. MSCI ESG materials have not been submitted to, nor received approval from, the US SEC or any other regulatory body. None of the Information constitutes an offer to buy or sell, or a promotion or recommendation of, any security, financial instrument or product or trading strategy, nor should it be taken as an indication or guarantee of any future performance, analysis, forecast or prediction. None of the Information can be used to determine which securities to buy or sell or when to buy or sell them. The Information is provided "as is" and the user of the Information assumes the entire risk of any use it may make or permit to be made of the Information.