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Vanguard Global Value Factor ETF (VVL : TSX)
Global Equity
Click for more information on Fundata’s FundGrade
FundGrade C
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Click for more information on Fundata’s ESG Grade
Fundata ESG Grade D
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|
Close (06-19-2026) |
$69.52 |
|---|---|
| Change |
$0.09
(0.13%)
|
| Open | $69.60 |
|---|---|
| Day Range | $69.40 - $69.63 |
| Volume | 7,665 |
As at May 31, 2026
As at March 31, 2026
As at May 31, 2026
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Fund Returns
Inception Return (June 14, 2016): 12.74%
| Row Heading | Return | Annualized Return | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Mth | 3 Mth | 6 Mth | YTD | 1 Yr | 2 Yr | 3 Yr | 4 Yr | 5 Yr | 6 Yr | 7 Yr | 8 Yr | 9 Yr | 10 Yr | |
| Fund | 2.54% | 2.76% | 12.03% | 10.89% | 35.38% | 19.80% | 23.28% | 16.80% | 14.66% | 19.98% | 14.46% | 10.99% | 10.91% | - |
| Benchmark | 6.39% | 8.34% | 12.07% | 13.09% | 30.86% | 22.38% | 22.82% | 19.03% | 14.25% | 16.00% | 14.66% | 13.07% | 12.48% | 13.34% |
| Category Average | 4.69% | 7.92% | 7.92% | 8.81% | 21.05% | 15.85% | 16.98% | 13.86% | 9.77% | 12.27% | 11.15% | 9.86% | 9.37% | 10.01% |
| Category Rank | 1,812 / 2,211 | 1,587 / 2,197 | 364 / 2,166 | 669 / 2,171 | 187 / 2,104 | 511 / 1,997 | 190 / 1,873 | 448 / 1,773 | 120 / 1,616 | 33 / 1,468 | 161 / 1,412 | 395 / 1,230 | 259 / 1,099 | - |
| Quartile Ranking | 4 | 3 | 1 | 2 | 1 | 2 | 1 | 2 | 1 | 1 | 1 | 2 | 1 | - |
Monthly Return
| Return % | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb | Mar | Apr | May |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fund | 4.30% | 1.89% | 7.46% | 2.26% | 0.03% | 3.45% | 1.03% | 4.04% | 3.72% | -3.91% | 4.30% | 2.54% |
| Benchmark | 3.64% | 2.87% | 1.95% | 4.75% | 2.78% | -0.21% | -0.91% | 2.09% | 2.25% | -5.34% | 7.58% | 6.39% |
Best Monthly Return Since Inception
14.87% (November 2020)
Worst Monthly Return Since Inception
-21.03% (March 2020)
Calendar Return (%)
| Return % | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 |
|---|---|---|---|---|---|---|---|---|---|---|
| Fund | - | 12.11% | -8.85% | 13.35% | -3.17% | 29.10% | 0.73% | 16.01% | 17.91% | 21.16% |
| Benchmark | 5.18% | 16.29% | -1.79% | 21.41% | 13.15% | 17.62% | -12.64% | 19.37% | 26.84% | 16.60% |
| Category Average | 3.86% | 14.23% | -5.38% | 19.94% | 11.73% | 16.21% | -13.86% | 15.08% | 20.13% | 12.89% |
| Quartile Ranking | - | 3 | 4 | 4 | 4 | 1 | 1 | 2 | 3 | 1 |
| Category Rank | - | 669/ 1,036 | 979/ 1,183 | 1,192/ 1,370 | 1,385/ 1,450 | 5/ 1,561 | 13/ 1,713 | 821/ 1,844 | 1,374/ 1,956 | 238/ 2,067 |
Best Calendar Return (Last 10 years)
29.10% (2021)
Worst Calendar Return (Last 10 years)
-8.85% (2018)
Asset Allocation
| Name | Percent |
|---|---|
| US Equity | 64.57 |
| International Equity | 32.20 |
| Canadian Equity | 3.19 |
| Income Trust Units | 0.05 |
Sector Allocation
| Name | Percent |
|---|---|
| Financial Services | 25.56 |
| Consumer Goods | 12.96 |
| Healthcare | 10.45 |
| Technology | 9.68 |
| Energy | 9.28 |
| Other | 32.07 |
Geographic Allocation
| Name | Percent |
|---|---|
| North America | 67.76 |
| Europe | 18.64 |
| Asia | 10.72 |
| Latin America | 2.08 |
| Africa and Middle East | 0.82 |
Top Holdings
| Name | Percent |
|---|---|
| Verizon Communications Inc | 0.63 |
| Roper Technologies Inc | 0.59 |
| Shell PLC | 0.59 |
| AT&T Inc | 0.59 |
| General Motors Co | 0.58 |
| Salesforce Inc | 0.58 |
| EOG Resources Inc | 0.58 |
| ConocoPhillips | 0.56 |
| Pfizer Inc | 0.56 |
| Fiserv Inc | 0.54 |
Equity Style
Fixed Income Style
Risk vs Return (3 Yr)
Vanguard Global Value Factor ETF
Median
Other - Global Equity
3 Yr Annualized
| Standard Deviation | 13.02% | 14.67% | - |
|---|---|---|---|
| Beta | 0.88% | 0.91% | - |
| Alpha | 0.03% | 0.02% | - |
| Rsquared | 0.53% | 0.58% | - |
| Sharpe | 1.41% | 0.81% | - |
| Sortino | 2.85% | 1.36% | - |
| Treynor | 0.21% | 0.13% | - |
| Tax Efficiency | 95.78% | 94.22% | - |
| Volatility |
|
|
- |
Risk Rating
Annualized Key Ratio Period Comparison
| Key Ratio | 1 Yr | 3 Yr | 5 Yr | 10 Yr |
|---|---|---|---|---|
| Standard Deviation | 9.66% | 13.02% | 14.67% | - |
| Beta | 0.46% | 0.88% | 0.91% | - |
| Alpha | 0.18% | 0.03% | 0.02% | - |
| Rsquared | 0.32% | 0.53% | 0.58% | - |
| Sharpe | 2.98% | 1.41% | 0.81% | - |
| Sortino | 6.74% | 2.85% | 1.36% | - |
| Treynor | 0.62% | 0.21% | 0.13% | - |
| Tax Efficiency | 97.46% | 95.78% | 94.22% | - |
Fundata ESG Metrics
Fundata ESG Score
The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.
Fundata E Score
Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.
Fundata S Score
Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.
Fundata G Score
Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.
Powered by OWL Analytics. For more information, please contact Fundata Canada.
Fund Details
| Start Date | June 14, 2016 |
|---|---|
| Instrument Type | Exchange Traded Fund |
| Share Class | Do-It-Yourself |
| Legal Status | Trust |
| Sales Status | Open |
| Currency | CAD |
| Distribution Frequency | Annual |
| Assets ($mil) | - |
| 52 Week High | $71.01 |
| 52 Week Low | $51.88 |
| Annual Dividend | $1.16 |
| Annual Yield | - |
| Index | - |
| Shares Outstanding | - |
| Registered Plan Eligible | Yes |
ETF Characteristics
| Exposure | 1x Performance |
|---|---|
| Asset Class High | - |
| Asset Class Medium | - |
| Asset Class Low | - |
| Leveraged | - |
| Inverse | - |
| Advisor Series | - |
| Covered Call Strategy | No |
Investment Objectives
The Vanguard Global Value Factor ETF seeks to provide long-term capital appreciation by aiming to capture potential excess return by investing in equity securities from developed markets across the world which have low prices relative to fundamentals.
Investment Strategy
The Vanguard Global Value Factor ETF will seek to achieve its investment objective by investing primarily in equity securities. In seeking to achieve the Vanguard ETF's investment objective, the Manager uses a proprietary quantitative model to evaluate an investment universe comprised of large, mid and small cap equity securities from developed markets across the world, which includes a diverse representation of companies, market sectors and industry groups.
Portfolio Management
| Portfolio Manager |
Vanguard Investments Canada Inc. |
|---|---|
| Sub-Advisor |
Vanguard Global Advisers, LLC |
Management and Organization
| Fund Manager |
Vanguard Investments Canada Inc. |
|---|---|
| Custodian |
State Street Trust Company Canada |
| Registrar |
State Street Trust Company Canada |
| Distributor |
- |
Fees
| MER | 0.38% |
|---|---|
| Management Fee | 0.35% |
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