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Vanguard ETF to transition to CRSP Index


The Vanguard MSCI US Broad Market Index ETF (CAD-hedged) (VUS) has begun tracking the CRSP US Total Market Index (CAD-hedged), effective at the opening of trading on 3 June 2013.

As a result, the name of the exchange-traded fund has changed to Vanguard US Total Market Index ETF (CAD-hedged). The ticker will stay the same.
The CRSP US Total Market Index (CAD-hedged) is a market capitalisation-weighted index representing the returns of large-, mid-, small-, and micro-capitalisation stocks in the US, hedged to the Canadian dollar. It provides similar exposure to the ETF’s previous index and will not impact the ETF’s primary investment objectives and strategies.
The index was developed by the Center for Research in Security Prices (CRSP) at the University of Chicago Booth School of Business. In 1960, the research organisation pioneered the development of US stock market data that are widely used in academic and investment research.
In 2009, CRSP engaged with Vanguard to create a new series of investable indexes, the CRSP Indexes. Vanguard will be the first investment management firm to track CRSP‘s broadly diversified benchmarks that cover the broad U.S. market, market capitalisation segments and styles.
CRSP‘s capitalisation-weighted methodology introduces the unique concept of “packeting,” which cushions the movement of stocks between adjacent indexes and allows holdings to be shared between two indexes of the same family. This approach maximises style purity while minimising index turnover.

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