Vanguard FTSE Europe Shares ETF ☆
Return decomposition
Factor trends
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Return decomposition i
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LabelReturnAvg. ExposureRiskSharpe/IR
Portfolio10.63%0.0012.93%
AI enhanced12.24%0.0013.50%
Excess return1.61%0.002.31%
Factor0.26%0.001.09%
Style0.27%0.250.87%
AI signal0.55%0.280.35%
Beta-0.17%0.040.36%
Dividend Yield-0.07%-0.030.12%
ESG0.02%0.020.03%
Growth-0.06%0.010.07%
Liquidity-0.01%-0.010.05%
Momentum-0.01%0.010.16%
Quality0.05%0.020.12%
Residual Volatility0.21%-0.050.32%
Specific1.35%0.001.85%
% Of Active Return i
0.6%
0.4%
0.2%
0
-0.2%
StyleIndustryCountryCurrencySpecific
Top/bottom 5 factors: Contribution to active return i
0.8%
0.6%
0.4%
0.2%
0
-0.2%
AI SignalResidual VolatilityEmea FinanceNetherlandsEmea Energy MineralsEURUnited KingdomEmea Electronic TechnologyBetaValue
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Factor trends: AI signal
Attribution
AI Enhanced ▾
4.5%
4%
3.5%
3%
2.5%
2%
1.5%
1%
0.5%
0.6
0.5
0.4
0.3
0.2
0.1
-0.1
2022
2023
2024
2025
2026
Active exposure (RHS)