SPDR STOXX Europe 600 SRI UCITS ETF
Ticker
600X.AS
ISIN
IE00BK5H8015
Price
EUR 32.12
Change Today
+0.10 / 0.312 %
Price 1 year ago
25.67 / 25.127 %
Morningstar
4
52 Week Low
24.41
52 Week High
32.20
200 Day Moving Average 30.22
30.22
50-day Moving Average
31.23
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
Parameter | Value |
---|---|
Sharpe Ratio | 1.50 |
Sortino Ratio | 0.84 |
Maximum Drawdown | -6.05% |
Maximum Drawdown Date | 2023-10-27 |
Calmar Ratio | -4.89 |
1 year
Parameter | Value |
---|---|
Treynor Ratio | - |
Return | 2.67 |
Volatility | 5.334% |
Alpha | -0.40 |
Beta | -- |
R Squared | +98.59 |
History
Parameter | Value |
---|---|
Average Annual Return | 11.646% |
Average Annual Volatility | 17.532% |
Sharpe Ratio | 0.66 |
Sortino Ratio | 0.62 |
Maximum Drawdown | -36.0% |
Maximum Drawdown Date | 2020-03-18 |
Calmar Ratio | -0.31 |
Company information
Summary
The investment objective of the Fund is to track the performance of European equities.
Market
NL
Category
--
Expense Ratio
0.12%
Fund family
State Street Global Advisors Ltd
Morningstar
4
Yield
-
Exchange
AMS
Sector | Weight |
---|---|
Healthcare | 27.37% |
Consumer defensive | 16.15% |
Financial services | 15.96% |
Industrials | 11.15% |
Technology | 9.06% |
Consumer cyclical | 7.22% |
Communication services | 6.05% |
Basic materials | 4.15% |
Utilities | 4.02% |
Realestate | 1.47% |
Energy | 0.00% |
Country | Ratio |
---|---|
Switzerland | 22.36 |
Germany | 18.05 |
France | 15.01 |
United Kingdom | 12.32 |
Netherlands | 9.19 |
Denmark | 7.17 |
Sweden | 4.78 |
Italy | 3.35 |
Spain | 2.76 |
Finland | 1.23 |
Holdings
Symbol | Name | Allocation |
---|---|---|
NESN | Nestle SA | 3.09% |
ASML | ASML Holding NV | 2.51% |
ROG | Roche Holding AG | 2.28% |
NOVN | Novartis AG | 1.96% |
MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 1.8% |
AZN.L | AstraZeneca PLC | 1.37% |
SAP.DE | SAP SE | 1.33% |
ULVR.L | Unilever PLC | 1.33% |
LIN.L | Linde PLC | 1.31% |
NOVO B | Novo Nordisk A/S B | 1.23% |
Alternative funds
Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
---|---|---|---|---|---|---|---|
50E.PA | HSBC EURO STOXX 50 UCITS ETF | IE00B4K6B022 | PAR | 0.25% | 4 | +3.54 | |
600X.AS | SPDR STOXX Europe 600 SRI UCITS ETF | IE00BK5H8015 | AMS | 0.12% | 4 | -0.40 | -- |
C50.PA | Amundi Index Solutions - Amundi EURO STOXX 50 UCITS ETF-C EUR | LU1681047236 | PAR | 0.05% | 4 | +3.52 | |
CD5.PA | Amundi Index Solutions - Amundi EURO STOXX 50 UCITS ETF-D EUR | LU1681047319 | PAR | 0.05% | 4 | +3.52 | |
CS51.L | iShares VII PLC - iShares Core EURO STOXX 50 UCITS ETF | DE000593395 | LSE | 0.10% | 4 | +3.51 | |
CSX5.AS | iShares VII PLC - iShares Core EURO STOXX 50 UCITS ETF | IE00B53L3W79 | AMS | 0.10% | 4 | +3.51 | |
CSX5.L | iShares VII PLC - iShares Core EURO STOXX 50 UCITS ETF | DE000593395 | LSE | 0.10% | 4 | +3.51 | |
DJMC.AS | iShares EURO STOXX Mid UCITS ETF | IE00B02KXL92 | AMS | 0.40% | 4 | +0.300 | |
DJMC.L | iShares EURO STOXX Mid UCITS ETF | IE00B02KXL9 | LSE | 0.40% | 4 | ||
DJSC.AS | iShares EURO STOXX Small UCITS ETF | IE00B02KXM00 | AMS | 0.40% | 5 | -0.530 | |
DJSC.L | iShares EURO STOXX Small UCITS ETF | DE000A0DPMZ | LSE | 0.40% | 5 | -0.530 | |
ESG | FlexShares STOXX US ESG Select Index Fund | US33939L688 | BTS | 0.32% | 4 | -0.83 | |
ETBB.PA | BNP Paribas Easy Euro Stoxx 50 UCITS ETF EUR C/D | FR0012739431 | PAR | 0.18% | 4 | ||
ETDD.PA | BNP Paribas Easy Euro Stoxx 50 UCITS ETF | FR0012739431 | PAR | 0.18% | 5 | ||
ETZ.PA | BNP Paribas Easy Stoxx Europe 600 UCITS ETF | FR0011550193 | PAR | 0.20% | 4 | -0.37 | |
ETZD.PA | BNP Paribas Easy Stoxx Europe 600 UCITS ETF EUR C/D | FR0011550193 | PAR | 0.20% | 4 | -0.43 | |
EUE.L | iShares EURO STOXX 50 UCITS ETF | IE000847100 | LSE | 0.10% | 4 | +3.52 | |
EUEA.AS | iShares EURO STOXX 50 UCITS ETF | IE0008471009 | AMS | 0.10% | 4 | +3.52 | |
H50E.L | HSBC EURO STOXX 50 UCITS ETF | IE00B4K6B02 | LSE | 0.25% | 4 | ||
MEUD.L | Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | LU090850075 | LSE | 0.15% | 4 | -0.36 | |
MEUD.PA | Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | LU0908500753 | PAR | 0.15% | 4 | -0.36 | |
MSE.PA | Lyxor Euro Stoxx 50 (DR) UCITS ETF Acc | FR0007054358 | PAR | 0.20% | 4 | +3.40 | |
OIL.PA | Lyxor Index Fund - Lyxor Stoxx Europe 600 Oil & Gas UCITS ETF | LU1834988278 | PAR | 0.30% | 4 | -6.36 | |
SX5S.L | Invesco EURO STOXX 50 UCITS ETF | IE00B60SWX2 | LSE | 0.05% | 4 | ||
XESC.L | Xtrackers Euro Stoxx 50 UCITS ETF | LU038086502 | LSE | 0.09% | 4 | ||
XESX.L | Xtrackers Euro Stoxx 50 UCITS ETF | LU038086502 | LSE | 0.09% | 4 | ||
XSX6.L | Xtrackers Stoxx Europe 600 UCITS ETF 1C | LU032847579 | LSE | 0.25% | 4 | -0.48 |
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.