Where can I find historic performance data on Barclays Aggregate Canadian Bond Index?

Question

I'm looking at the Vanguard Canadian Aggregate Bond Index ETF (VAB), and it says it replicates the "Barclays Capital Global Aggregate Canadian Float Adjusted Bond Index". Unfortunately VAB is less than a year old, so to understand the historical performance and volatility I have to look directly at the index that it is based on.

On Barclays's official site (renamed from Lehman), the index seems to be called "Global Aggregate Float Adjusted CAD". The only data I can find is its 1 year performance here: https://ecommerce.barcap.com/indices/index.dxml. In particular, I can't find information on historic year-by-year returns or the composition of the index.

I have searched sites such as Bloomberg, Google Finance, and Google and found no useful results. Where can I learn more about this Barclays Aggregate Canadian Bond Index? Also, are there other, older funds based on this index?

Answer 1

I couldn't find historical data either, so I contacted Vanguard Canada and Barclays; Vanguard replied that

This index was developed for Vanguard, and thus historical information is available as of the inception of the fund.

Unfortunately, that means that the only existing data on historical returns are in the link in your question. Vanguard also sent me a link to the methodology Barclay's uses when constructing this index, which you might find interesting as well.

I haven't heard from Barclays, but I presume the story is the same; even if they've been collecting data on Canadian bonds since before the inception of this index, they probably didn't aggregate it into an index before their contract with Vanguard (and if they did, it might be proprietary and not available free of charge).