Dimensional European Value Fund EUR Accumulation
Ticker
0P0000HKI0.F
ISIN
IE00B1W6CW8
Price
EUR 18.88
Change Today
-0.05 / -0.264 %
Price 1 year ago
15.98 / 18.148 %
Morningstar
4
52 Week Low
15.63
52 Week High
19.62
200 Day Moving Average 17.54
17.54
50-day Moving Average
19.07
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|
1 year
| Parameter | Value |
|---|
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.687% |
| Average Annual Volatility | 20.947% |
| Sharpe Ratio | 0.41 |
| Sortino Ratio | 0.33 |
| Maximum Drawdown | -44.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.17 |
Company information
Summary
The investment objective of the Fund is to achieve long-term total return. The investment policy of this Fund is to purchase securities, including depositary receipts, of certain European-traded companies which the Investment Manager deems eligible value stocks. Under normal circumstances, the Fund will invest most of its net assets in securities of companies located in Europe. Securities are considered value stocks primarily because a company's shares have a high book value in relation to their market value.
Market
DR
Category
Europe Large-Cap Value Equity
Expense Ratio
-
Fund family
-
Morningstar
4
Yield
-
Exchange
FRA
| Sector | Weight |
|---|---|
| Financial services | 23.06% |
| Energy | 16.78% |
| Consumer cyclical | 14.44% |
| Basic materials | 10.61% |
| Healthcare | 8.55% |
| Industrials | 8.28% |
| Consumer defensive | 7.76% |
| Communication services | 6.93% |
| Utilities | 2.75% |
| Technology | 0.73% |
| Realestate | 0.20% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| TTE.PA | TotalEnergies SE | 3.83% |
| RDSB.L | Royal Dutch Shell PLC B | 3.75% |
| NOVN | Novartis AG | 3.48% |
| BP..L | BP PLC | 3.17% |
| DAI.DE | Daimler AG | 3.1% |
| SAN.BC | Banco Santander SA | 2.68% |
| STLA | Stellantis NV | 2.26% |
| VOW3.DE | Volkswagen AG Participating Preferred | 1.98% |
| VOD.L | Vodafone Group PLC | 1.93% |
| UBSG | UBS Group AG | 1.87% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 0P0000HKI0.F | Dimensional European Value Fund EUR Accumulation | IE00B1W6CW8 | FRA | 4 | |||
| FLXD.L | Franklin LibertyQ European Dividend UCITS ETF | IE00BF2B0L6 | LSE | 0.25% | 5 | ||
| FRXD.L | Franklin LibertyQ European Dividend UCITS ETF | IE00BF2B0L6 | LSE | 0.25% | 5 | ||
| IE00B138F130.IR | Russell Investment Company plc - Acadian European Equity UCITS | IE00B138F130 | YHD | 4 | -7.73 | +1.07 | |
| IE00B3XCJ514.IR | Barings European High Yield Bond Fund A EUR Accumulating Shares | IE00B3XCJ514 | ISE | 0.37% | 5 | +0.34 | +0.89 |
| IE00B460MY98.IR | Barings European High Yield Bond Fund S EUR Accumulating Shares | IE00B460MY98 | ISE | 0.37% | 5 | +0.34 | +0.89 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.