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Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VM...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BFMXVQ44
WKNA2PFN5
IssuerVanguard
Inception DateMay 14, 2019
CategoryEurope Equities
Leveraged1x
Index TrackedFTSE 250 Ex Investment Trust TR GBP
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

VMIG.L has an expense ratio of 0.10%, which is considered low compared to other funds.


Expense ratio chart for VMIG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: VMIG.L vs. VMID.L, VMIG.L vs. VUKG.L, VMIG.L vs. FTAD.L, VMIG.L vs. CUKS.L, VMIG.L vs. MID, VMIG.L vs. QQQ, VMIG.L vs. VUAG.L, VMIG.L vs. VWRP.L, VMIG.L vs. SPY, VMIG.L vs. VOO

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Vanguard FTSE 250 UCITS ETF (GBP) Accumulating, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-0.98%
11.40%
VMIG.L (Vanguard FTSE 250 UCITS ETF (GBP) Accumulating)
Benchmark (^GSPC)

Returns By Period

Vanguard FTSE 250 UCITS ETF (GBP) Accumulating had a return of 5.60% year-to-date (YTD) and 12.87% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date5.60%25.48%
1 month-2.13%2.14%
6 months-0.98%12.76%
1 year12.87%33.14%
5 years (annualized)2.43%13.96%
10 years (annualized)N/A11.39%

Monthly Returns

The table below presents the monthly returns of VMIG.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.64%-1.30%4.54%1.06%3.93%-2.21%7.12%-2.13%0.11%-3.27%5.60%
20235.14%0.16%-4.27%2.89%-3.18%-1.23%4.29%-2.32%-1.29%-6.70%7.37%8.17%8.08%
2022-6.79%-3.79%0.86%-1.70%-1.41%-8.13%8.10%-5.10%-9.75%5.16%7.07%-1.52%-17.33%
2021-1.19%3.82%2.83%4.76%0.72%-1.66%2.87%5.27%-4.46%0.58%-2.17%4.29%16.22%
2020-3.77%-8.11%-22.39%9.52%3.69%0.76%-1.05%5.36%-2.58%-0.05%12.93%5.84%-4.72%
2019-2.75%2.44%1.52%-1.22%3.34%1.02%3.97%5.32%14.21%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of VMIG.L is 28, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of VMIG.L is 2828
Combined Rank
The Sharpe Ratio Rank of VMIG.L is 2727Sharpe Ratio Rank
The Sortino Ratio Rank of VMIG.L is 2828Sortino Ratio Rank
The Omega Ratio Rank of VMIG.L is 2626Omega Ratio Rank
The Calmar Ratio Rank of VMIG.L is 2626Calmar Ratio Rank
The Martin Ratio Rank of VMIG.L is 3333Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vanguard FTSE 250 UCITS ETF (GBP) Accumulating (VMIG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VMIG.L
Sharpe ratio
The chart of Sharpe ratio for VMIG.L, currently valued at 0.96, compared to the broader market-2.000.002.004.006.000.96
Sortino ratio
The chart of Sortino ratio for VMIG.L, currently valued at 1.45, compared to the broader market-2.000.002.004.006.008.0010.0012.001.45
Omega ratio
The chart of Omega ratio for VMIG.L, currently valued at 1.18, compared to the broader market1.001.502.002.503.001.18
Calmar ratio
The chart of Calmar ratio for VMIG.L, currently valued at 0.61, compared to the broader market0.005.0010.0015.000.61
Martin ratio
The chart of Martin ratio for VMIG.L, currently valued at 4.87, compared to the broader market0.0020.0040.0060.0080.00100.004.87
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market-2.000.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.008.0010.0012.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market1.001.502.002.503.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0020.0040.0060.0080.00100.0018.80

Sharpe Ratio

The current Vanguard FTSE 250 UCITS ETF (GBP) Accumulating Sharpe ratio is 0.96. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Vanguard FTSE 250 UCITS ETF (GBP) Accumulating with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.96
2.18
VMIG.L (Vanguard FTSE 250 UCITS ETF (GBP) Accumulating)
Benchmark (^GSPC)

Dividends

Dividend History


Vanguard FTSE 250 UCITS ETF (GBP) Accumulating doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.11%
0
VMIG.L (Vanguard FTSE 250 UCITS ETF (GBP) Accumulating)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vanguard FTSE 250 UCITS ETF (GBP) Accumulating. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vanguard FTSE 250 UCITS ETF (GBP) Accumulating was 41.38%, occurring on Mar 19, 2020. Recovery took 250 trading sessions.

The current Vanguard FTSE 250 UCITS ETF (GBP) Accumulating drawdown is 8.11%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.38%Jan 3, 202055Mar 19, 2020250Mar 16, 2021305
-29.51%Sep 7, 2021276Oct 12, 2022
-6.56%Jul 30, 201913Aug 15, 201918Sep 11, 201931
-4.75%Sep 23, 201913Oct 9, 20194Oct 15, 201917
-4.46%Jul 6, 202110Jul 19, 20217Jul 28, 202117

Volatility

Volatility Chart

The current Vanguard FTSE 250 UCITS ETF (GBP) Accumulating volatility is 3.26%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.26%
3.80%
VMIG.L (Vanguard FTSE 250 UCITS ETF (GBP) Accumulating)
Benchmark (^GSPC)