ETF · Broad Market

VGK(VGK)

$88.96
+0.50%
Expense Ratio
$37.4B
Total AUM
Holdings
Inception
Active Share vs VOO
Truly Active
0%20%60%100%
93.7%

AI Look-Through Summary

AI Generated

The VGK ETF maintains a substantial asset base of $37.4 billion, reflecting significant investor participation in its underlying strategy. Despite the large scale, top holdings concentration remains moderate, with no single position exceeding 4% of assets under management; ASML leads this list at 3.6%, followed by HSBA and ROP just below 2%. This distribution suggests a diversified portfolio where individual stock performance is less likely to dominate overall returns compared to more concentrated funds. The sector allocation further reinforces this broad approach, as technology comprises only 7% of the total weightings while healthcare, energy, industrials, and financial services each contribute roughly 3% or less individually.

Geographically, the composition implies a heavy tilt toward European markets, evidenced by holdings such as HSBA, NOVN, NESN, SIE, ALV, AZN, and SAP which are predominantly based in Europe alongside ASML from the Netherlands. The inclusion of energy giants like SHEL and industrial leaders like ROP indicates exposure to cyclical sectors that often correlate with broader continental economic health rather than specific US-centric growth narratives. Quantitatively, the low single-digit weights across major sectors suggest reduced volatility driven by any one industry shock, though it may also limit upside potential during sector-specific rallies compared to more thematic vehicles. The presence of non-US domiciled entities in a significant portion of the top ten highlights currency and regulatory considerations inherent in cross-border investing that distinguish this fund from domestic large-cap peers.

Generated by Qwen-32B from constituent-level data. Not investment advice. Updated: 2026-05-23 14:38:41.778403+00

🔍 Theme Alignment Audit

AI GeneratedPurity: 95/100

The investment theme implied by the ticker VGK is a broad exposure to developed markets, specifically Europe and Japan. The actual holdings list confirms this alignment through significant representation of major European blue chips such as HSBA, NOVN, NESN, SIE, ALV, TTE, IBE, ABBN, ENR, AZN, ROP, ASML, SAP, SHEL, SU, and others. There are no holdings that appear unrelated to the general developed market theme; even sectors like Energy and Financial Services serve as standard components of a diversified regional portfolio rather than thematic outliers. The inclusion of mega-cap stocks provides stability without detracting from the fund's core objective of tracking a wide swath of international equities, suggesting the fund maintains its intended geographic focus effectively.

Sector coherence is high, with weights distributed across Technology, Healthcare, Energy, and Industrials in proportions that mirror typical developed market indices rather than following a narrow thematic tilt. The top-10 concentration of 17.8% indicates a well-diversified structure where no single stock or small group dominates the portfolio to an extent that would distort performance relative to its benchmark. This distribution demonstrates that the fund is genuinely differentiated from broad domestic US indices by its specific regional weighting and sector composition, yet it remains consistent with what one would expect from a comprehensive developed market exposure. The data reflects a stable, diversified vehicle designed for long-term regional growth without evidence of deviation into unrelated strategies or excessive concentration risks.

AI analysis of holdings alignment vs fund theme. Not investment advice. Updated: 2026-05-24 04:12:51.534109+00

🏢 Sector Analysis

AI Generated

The sector allocation of VGK presents a distinct divergence from the broad market, characterized by an intentional underweighting in traditional growth and cyclical sectors. With technology holdings comprising only 7% of the portfolio compared to its typical dominance in equity indices, and healthcare capped at 3%, the fund appears designed to mitigate exposure to high-beta drivers often associated with rapid valuation expansion. The significant presence of energy (2.9%) and industrials (2.5%), alongside minimal allocations to consumer cyclicals (1.4%) and communication services (0.3%), suggests a strategic tilt toward value-oriented, income-generating assets rather than capital appreciation through tech or media growth stocks. This structural composition implies an investment thesis focused on stability and dividend yield preservation during periods of market volatility or high interest rates, effectively acting as a defensive overlay within the equity complex.

Despite the broad diversification across eleven sectors, concentration risk remains a notable feature driven by the top ten holdings accounting for 17.8% of assets under management. The prominence of ASML at 3.6%, followed closely by HSBA and ROP each holding nearly double that weight, indicates that while sector weights are low, individual stock influence is substantial within those specific industries. This concentration pattern reveals a reliance on large-cap European equities to anchor the portfolio's performance, as evidenced by the top five holdings representing major international firms rather than domestic U.S. giants. The presence of non-U.S. entities like HSBA and NOVN in significant positions further highlights an international mandate that seeks exposure to developed markets outside North America. Ultimately, the fund's structure balances sector neutrality with specific concentration points on established global leaders, creating a profile that prioritizes income generation while maintaining a unique geographic and style bias distinct from standard large-cap blends.

AI-generated sector analysis from constituent-level data. Not investment advice. Updated: 2026-05-24 02:26:29.454969+00

Flow Driver Analysis

2-Step Circle

Which larger ETFs share VGK's holdings — and mechanically drive its price through index rebalancing flows?

Approximately 100% of VGK's weight flows through these larger ETFs

Driver ETFAUMExpenseShared StocksWeight Overlap
SPDWSPDW$36B45284.5%
VEAVanguard FTSE Developed Markets Index Fund ETF Shares$290B24077.8%
CWICWI$2B27976.4%
VEUVEU$86B19774.4%
VXUSVXUS$624B19674.1%

85% of VGK's portfolio by weight is also held by SPDW. When SPDW receives inflows, it mechanically buys these shared stocks — dragging VGK's NAV along regardless of any thematic or sector catalyst. Combined, the top 5 overlapping ETFs control exposure to 100% ofVGK's weight.

Overlap computed from constituent-level holdings data across 5 ETFs. Price co-movement with driver ETFs is structural, not coincidental. Not investment advice.

ETF Look-Through Dashboard

Replaces $249/yr Morningstar

Peer through the ETF wrapper to see exactly what you own. Every metric is computed from constituent-level data.

18.2x
Weighted P/E
59.41x
Weighted P/B
3.01%
Dividend Yield
$48B
Wtd Avg Market Cap

Weighted metrics calculated based on 27% of fund assets with available data.

Herfindahl-Hirschman Concentration Index

0100020003000400065
Well Diversified
Top 5: 11.5%Top 10: 18.2%

Morningstar-Style Box

Value
Blend
Growth
Large
Mid
Small
Mid Blend

Sector & Cap Explorer

Other74.3%Technology7.9%Healthcare3.3%Energy3.3%Industrials2.8%Financial Services2.8%Basic Materials1.4%
Visualization Mode

ETF Fundamental Radar

Total Analysis
30% Weight
Market Cap
Large
Risk Profile
Moderate

Operational health is mixed, with the bulk of weight in the mid-range (4–6) Piotroski scores.

Piotroski F-Score (Operational Health)

Score 0-9: Measures Profitability, Leverage, and Efficiency

↑ Weight (%)100%80%60%40%20%
2%
0–3 Weak
15%
4–6 Average
13%
7–9 Strong

Based on 30% of fund weight with Piotroski data.

Computed by rolling up individual stock Piotroski F-Scores, Altman Z-Scores, and Beneish M-Scores weighted by each constituent's allocation. Data that Vanguard and BlackRock don't surface.

Dividend Safety True-Up

Deterministic
51%
Wtd FCF Payout Ratio
2.13%
TTM Yield
Safe
Dividend Durability
51% of FCF
0% (retains all cash)50%100% (pays out everything)

The dividend-paying companies inside VGK collectively pay out 51% of their Free Cash Flow to maintain the current yield. This is a sustainable payout level with moderate room for dividend growth. Based on 20% of fund weight in dividend-paying stocks.

FCF Payout Ratio = Dividends Paid / Free Cash Flow, weighted by constituent allocation. Not investment advice.

Earnings vs. Price Decomposition

Proprietary
+19.4%
ETF 1Y Return
+13.5%
Wtd Earnings Growth
+6.0%
Multiple Expansion
Earnings
P/E Inflation

VGK is up 19.4% over the last 12 months. The underlying weighted earnings growth of its constituents is +13.5%. The remaining +6.0% of performance is driven by multiple expansion (P/E inflation) — prices rose faster than earnings grew.

Earnings growth = weighted average YoY EPS growth of all constituents (capped at ±500% to limit outlier distortion). Based on 28% of fund weight with earnings data. Not investment advice.

Value Creation Map

ROIC vs WACC

What percentage of VGK's weight is allocated to companies that create economic value (ROIC > WACC) vs. destroy it?

72% Creators
Value Creators (ROIC > WACC)15.1%
Value Destroyers5.8%

Of VGK's analyzed weight, 72% is invested in companies earning more than their cost of capital — genuine value creators. The remaining 28% consists of companies whose ROIC falls below their WACC, effectively destroying shareholder value with every dollar invested.

ROIC-WACC spread for 21% of fund weight with available data. Not investment advice.

Passive Crowding Score

SEVERE

How much of each constituent's market cap is structurally locked in passive ETFs — a proxy for liquidity fragility during sell-offs.

100/ 100
Wtd Avg Passive Ownership36.9%
Most Crowded HoldingENR (410.3%)
Least CrowdedRIO (1.1%)
Coverage23% of fund weight
0 — Low255075100 — Extreme

VGK has a Passive Crowding Score of 100/100. On average, 36.9% of the market capitalization of VGK's underlying holdings is structurally locked in passive ETF vehicles. In the event of a broad sell-off, VGK faces elevated "gap-down" risk — as passive redemptions force simultaneous selling of constituents where a large portion of the float is not actively trading.

Passive $ = Σ(ETF AUM × holding weight) across all 10 tracked ETFs. Actual passive ownership is higher (includes mutual funds, pension funds). Not investment advice.

Under the Hood — Top 15 Constituents

Top 10 Concentration17.8%
#TickerCompanyWeightP/EF-Score
1ASML
ASML Holding NV
Technology
3.57%
53.8x8/9
2HSBA
HSBC Holdings plc
2.01%
3ROP
Roche Holding AG
Technology
1.82%
20.3x5/9
4AZN
AstraZeneca plc
Healthcare
1.81%
27.9x7/9
5NOVN
Novartis AG
1.81%
6NESN
Nestle SA
1.66%
7SHEL
Shell plc
Energy
1.51%
13.1x5/9
8SIE
Siemens AG
1.39%
9ALV
Allianz SE
Consumer Cyclical
1.11%
13.7x7/9
10SAP
SAP SE
Technology
1.10%
25.1x8/9
11SU
Schneider Electric SE
Energy
1.10%
16.4x7/9
12TTE
TotalEnergies SE
1.07%
15.4x5/9
13ABBN
ABB Ltd.
1.00%
14ENR
Siemens Energy AG
Industrials
1.00%
5.6x6/9
15IBE
Iberdrola SA
0.98%
The bottom 477 stocks in VGK account for only 77.1% of the total fund weight.Only the top 50 holdings are shown. Total holdings: 492.

Historical Holdings Snapshots

Browse how VGK’s holdings have changed across SEC filing dates. Showing top holdings per snapshot.

2026-05-24

15 holdings · 22.9% tracked weight
#TickerWeightSharesMarket Value
1ASML3.57%943,958$1.4B
2HSBA2.01%41,782,766$768.8M
3ROP1.82%1,708,946$696.4M
4AZN1.81%3,647,167$691.9M
5NOVN1.81%4,670,487$690.2M
6NESN1.66%6,261,337$633.9M
7SHEL1.51%12,657,213$575.5M
8SIE1.39%1,786,725$530.9M
9ALV1.11%925,925$422.9M
10SU1.10%1,318,804$419.7M
11SAP1.10%2,501,776$420.0M
12TTE1.07%4,415,824$410.6M
13ENR1.00%1,807,270$383.0M
14ABBN1.00%3,785,881$382.9M
15IBE0.98%15,961,790$374.2M

2026-05-23

15 holdings · 22.9% tracked weight
#TickerWeightSharesMarket Value
1ASML3.57%943,958$1.4B
2HSBA2.01%41,782,766$768.8M
3ROP1.82%1,708,946$696.4M
4AZN1.81%3,647,167$691.9M
5NOVN1.81%4,670,487$690.2M
6NESN1.66%6,261,337$633.9M
7SHEL1.51%12,657,213$575.5M
8SIE1.39%1,786,725$530.9M
9ALV1.11%925,925$422.9M
10SAP1.10%2,501,776$420.0M
11SU1.10%1,318,804$419.7M
12TTE1.07%4,415,824$410.6M
13ENR1.00%1,807,270$383.0M
14ABBN1.00%3,785,881$382.9M
15IBE0.98%15,961,790$374.2M

2026-05-22

15 holdings · 22.9% tracked weight
#TickerWeightSharesMarket Value
1ASML3.57%943,958$1.4B
2HSBA2.01%41,782,766$768.8M
3ROP1.82%1,708,946$696.4M
4NOVN1.81%4,670,487$690.2M
5AZN1.81%3,647,167$691.9M
6NESN1.66%6,261,337$633.9M
7SHEL1.51%12,657,213$575.5M
8SIE1.39%1,786,725$530.9M
9ALV1.11%925,925$422.9M
10SU1.10%1,318,804$419.7M
11SAP1.10%2,501,776$420.0M
12TTE1.07%4,415,824$410.6M
13ABBN1.00%3,785,881$382.9M
14ENR1.00%1,807,270$383.0M
15IBE0.98%15,961,790$374.2M

2026-05-21

15 holdings · 22.9% tracked weight
#TickerWeightSharesMarket Value
1ASML3.57%943,958$1.4B
2HSBA2.01%41,782,766$768.8M
3ROP1.82%1,708,946$696.4M
4NOVN1.81%4,670,487$690.2M
5AZN1.81%3,647,167$691.9M
6NESN1.66%6,261,337$633.9M
7SHEL1.51%12,657,213$575.5M
8SIE1.39%1,786,725$530.9M
9ALV1.11%925,925$422.9M
10SAP1.10%2,501,776$420.0M
11SU1.10%1,318,804$419.7M
12TTE1.07%4,415,824$410.6M
13ENR1.00%1,807,270$383.0M
14ABBN1.00%3,785,881$382.9M
15IBE0.98%15,961,790$374.2M

2026-05-20

15 holdings · 22.9% tracked weight
#TickerWeightSharesMarket Value
1ASML3.57%943,958$1.4B
2HSBA2.01%41,782,766$768.8M
3ROP1.82%1,708,946$696.4M
4AZN1.81%3,647,167$691.9M
5NOVN1.81%4,670,487$690.2M
6NESN1.66%6,261,337$633.9M
7SHEL1.51%12,657,213$575.5M
8SIE1.39%1,786,725$530.9M
9ALV1.11%925,925$422.9M
10SAP1.10%2,501,776$420.0M
11SU1.10%1,318,804$419.7M
12TTE1.07%4,415,824$410.6M
13ENR1.00%1,807,270$383.0M
14ABBN1.00%3,785,881$382.9M
15IBE0.98%15,961,790$374.2M

2026-05-19

15 holdings · 22.9% tracked weight
#TickerWeightSharesMarket Value
1ASML3.57%943,958$1.4B
2HSBA2.01%41,782,766$768.8M
3ROP1.82%1,708,946$696.4M
4AZN1.81%3,647,167$691.9M
5NOVN1.81%4,670,487$690.2M
6NESN1.66%6,261,337$633.9M
7SHEL1.51%12,657,213$575.5M
8SIE1.39%1,786,725$530.9M
9ALV1.11%925,925$422.9M
10SU1.10%1,318,804$419.7M
11SAP1.10%2,501,776$420.0M
12TTE1.07%4,415,824$410.6M
13ABBN1.00%3,785,881$382.9M
14ENR1.00%1,807,270$383.0M
15IBE0.98%15,961,790$374.2M

Source: SEC filings and fund provider disclosures. Shows last 6 snapshot dates, top 15 holdings per date by weight.

Risk Profile

17.7%
Annual Volatility
1.75
Sharpe (1Y)
0.76
Sharpe (3Y)
-14.3%
Max Drawdown (3Y)
-32.7%
Max Drawdown (5Y)

Sharpe = risk-adjusted return (higher is better). Computed from 1,200+ trading days with 5% risk-free rate.

Price Chart with Moving Averages

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What Drove VGK Today?

Daily return attribution — which holdings contributed most (and least) to the fund's move.

Fund move:+0.50%(2026-06-02)

Top Contributors

+0.092%
+0.047%
+0.023%

Top Detractors

-0.006%
-0.021%
-0.026%

Attribution = holding weight × stock daily return. Only the top contributors and detractors are shown.

Underwater (Drawdown from Peak)

How far below the all-time high the price has been over time. Deeper = more pain for holders.

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Rolling 60-Day Beta vs S&P 500 (VOO)

How the ETF's sensitivity to market moves changes over time. β > 1 = more volatile than the market.

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Rolling Beta Market (β = 1.0)

Yield & Income

2.13%
TTM Yield
30-Day SEC Yield
5Y Div CAGR

Sector Drift Over Time

How VGK’s sector allocation has shifted across snapshots. Use the slider to travel through time.

2026-05-2456 snapshots
Other74.3%
Technology7.9%
Healthcare3.3%
Energy3.3%
Industrials2.8%
Financial Services2.8%
Consumer Cyclical1.6%
Consumer Defensive1.4%
Basic Materials1.4%
Utilities0.8%
Communication Services0.3%
0.1%
Large Blend0.0%
Change since 2026-03-30
Other
-2.0%
Technology
+2.0%
Energy
+0.3%
Real Estate
-0.2%
Utilities
-0.2%
Industrials
+0.1%
2026-03-302026-05-24

Active Conviction Tracker

Shares bought and sold between the latest two data snapshots — reveals what the fund manager is actually doing.

No position changes detected between snapshots.

Explore More

Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.

SecuritiesDB is for informational purposes only. Not investment advice.