Vanguard Total World Stock ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 19.11%
YTD return -1.45%
Beta 3Y 1.02
Total Assets 30.44B
Annual report expense ratio 0.08%

Company description

The investment seeks to track the performance of a benchmark index that measures the investment return of stocks of companies located in developed and emerging markets around the world. The fund employs an indexing investment approach designed to track the performance of the FTSE Global All Cap Index. The advisor attempts to sample the target index by investing all, or substantially all, of its assets in common stocks in the index and by holding a representative sample of securities that resembles the full index in terms of key risk factors and other characteristics.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to Vanguard Total World Stock ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Vanguard Total World Stock ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Vanguard Total World Stock ETF

Here is the result of two systematic investment strategies applied to Vanguard Total World Stock ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Vanguard Total World Stock ETF

The following chart shows the equity curve of the two systematic investment strategies applied to Vanguard Total World Stock ETF:

Vanguard Total World Stock ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 14.47% on the backtest period.

Performance at glance

Performance

14.47 %

Latent gain

106.61 $

Invested capital

736.83 $

Annualized return

10.05 %
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Momentum strategy results on Vanguard Total World Stock ETF

This is the result of two momentum investment strategies applied to Vanguard Total World Stock ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Vanguard Total World Stock ETF

The following chart shows all the entries opened by the momentum investment system on Vanguard Total World Stock ETF:

Vanguard Total World Stock ETF momentum entries
  • The first momentum investment strategy would give 15.12% of return on Vanguard Total World Stock ETF. That represents 332.28$ of latent gain with 2198.04$ of employed capital.
  • The second momentum investment strategy would give 7.9% of return on Vanguard Total World Stock ETF. That represents 69.46$ of latent gain with 879.41$ of employed capital.
Performance at glance (1Q Momentum)

Performance

15.12 %

Latent gain

332.28 $

Invested capital

2198.04 $

Annualized return

-0.0 %
Performance at glance (2Q Momentum)

Performance

7.9 %

Latent gain

69.46 $

Invested capital

879.41 $

Annualized return

8.23 %

Momentum equity curve on Vanguard Total World Stock ETF

The following chart shows the equity curve of the two momentum strategies applied to Vanguard Total World Stock ETF:

Vanguard Total World Stock ETF momentum equity

Note: the dividends potentially given by Vanguard Total World Stock ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Vanguard Total World Stock ETF

The following chart shows the employed capital evolution of the two momentum strategies on Vanguard Total World Stock ETF since the beginning:

Vanguard Total World Stock ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on Vanguard Total World Stock ETF

Buy the dip entry openings on Vanguard Total World Stock ETF

Vanguard Total World Stock ETF

The performance achieved by the robo-advisor on Vanguard Total World Stock ETF is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows Vanguard Total World Stock ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Vanguard Total World Stock ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

-0.0 %

Equity curve of the strategy applied to Vanguard Total World Stock ETF

The following chart shows the result of the investment strategy applied to Vanguard Total World Stock ETF:

Vanguard Total World Stock ETF

Note: the dividends potentially given by Vanguard Total World Stock ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Vanguard Total World Stock ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on Vanguard Total World Stock ETF:

Vanguard Total World Stock ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Vanguard Total World Stock ETF

In this section, I will compare the three previous investment strategies applied to Vanguard Total World Stock ETF.

Equity curve comparison on Vanguard Total World Stock ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Vanguard Total World Stock ETF investment strategy comparison

Employed capital comparison on Vanguard Total World Stock ETF

Vanguard Total World Stock ETF investment comparison

Performance comparison on Vanguard Total World Stock ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 14.47% 106.61$ 736.83$ 10.05%
Momentum 1 quarter 15.12% 332.28$ 2198.04$ 12.6%
Momentum 2 quarters 7.9% 69.46$ 879.41$ 8.23%
Non-directional 0% 0.0$ 0.0$ -0.0%
Annualized return comparison

Automatic investment

10.05 %

Momentum 1Q

8.23 %

Momentum 2Q

8.23 %

Non-directional

-0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Vanguard Total World Stock ETF:

Note: The algorithm computes the probability of correlation between Vanguard Total World Stock ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of Vanguard Total World Stock ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name Vanguard Total World Stock ETF
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker VT
Market

Vanguard Total World Stock ETF ESG Scores

Environment scores

Environment ESG Factors Scores
Environment Score 0
Peer Environment Performance unknown
Environment Percentile unknown
Palm Oil unknown
Nuclear unknown
Fur Leather unknown
GMO unknown
Coal unknown
Pesticides unknown
Animal Testing unknown

Social scores

Social ESG Factors Scores
Social Score 0
Peer Social Performance unknown
Social Percentile unknown
Highest Controversy unknown
Peer Highest Controversy Performance unknown
Adult unknown
Gambling unknown
Alcoholic unknown
Tobacco unknown
Catholic unknown
Controversial Weapons unknown
Small Arms unknown
Military Contract unknown
Peer Count unknown

Related Controversy:


Governance scores

Governance ESG Factors Scores
Governance Score 0
Peer Governance Performance unknown
Governance Percentile unknown

ESG at glance
Total ESG Scores: unknown
Environment Score: 0
Social Score: 0
Governance Score: 0

ESG Performance: unknown

Peer Group: unknown

Peer Esg Score Performance: unknown

Rating Year: unknown

Rating Month: unknown

Max Age: unknown

Percentile: unknown