Invesco MSCI Europe ESG Universal Screened UCITS ETF
Ticker
ESGE.L
ISIN
IE00BJQRDL9
Price
GBp 5,178.00
Change Today
+64.50 / 1.261 %
Price 1 year ago
5,282.00 / -1.969 %
Morningstar
4
52 Week Low
5,113.50
52 Week High
5,420.50
200 Day Moving Average 5,300.58
5,300.58
50-day Moving Average
5,300.58
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.00 |
| Sortino Ratio | 22.46 |
| Maximum Drawdown | -99.0% |
| Maximum Drawdown Date | 2023-12-18 |
| Calmar Ratio | -706.54 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 1.36 |
| Volatility | 10110.959% |
| Alpha | -- |
| Beta | -- |
| R Squared | -- |
History
| Parameter | Value |
|---|---|
| Average Annual Return | -1.376% |
| Average Annual Volatility | 4.981% |
| Sharpe Ratio | -0.28 |
| Sortino Ratio | -0.52 |
| Maximum Drawdown | -6.0% |
| Maximum Drawdown Date | 2024-11-13 |
| Calmar Ratio | 1.75 |
Company information
Summary
The Invesco fund aims to provide the performance of the MSCI Europe ESG Universal Select Business Screens Index, after the impact of fees.
Market
GB
Category
--
Expense Ratio
0.16%
Fund family
Invesco Investment Management Limited
Morningstar
4
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Financial services | 19.15% |
| Healthcare | 16.75% |
| Consumer defensive | 15.45% |
| Industrials | 12.54% |
| Consumer cyclical | 8.04% |
| Technology | 8.03% |
| Basic materials | 6.83% |
| Communication services | 5.88% |
| Utilities | 4.74% |
| Realestate | 1.12% |
| Energy | 1.12% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| NESN | Nestle SA | 4.63% |
| ASML | ASML Holding NV | 3.72% |
| AZN.L | AstraZeneca PLC | 2.03% |
| SAP.DE | SAP SE | 1.9% |
| NOVO B | Novo Nordisk A/S B | 1.86% |
| ROG | Roche Holding AG | 1.71% |
| OR.PA | L'Oreal SA | 1.45% |
| DGE.L | Diageo PLC | 1.44% |
| MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 1.4% |
| ALV.DE | Allianz SE | 1.33% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DBEU | Xtrackers MSCI Europe Hedged Equity ETF | US233051853 | PCX | 0.45% | 5 | +7.20 | |
| EQDS.L | iShares MSCI Europe Quality Dividend ESG UCITS ETF | IE00BYYHSM2 | LSE | 0.28% | 5 | ||
| HEDJ | WisdomTree Europe Hedged Equity Fund | US97717X701 | PCX | 0.58% | 5 | +7.13 | |
| IEFQ.L | iShares Edge MSCI Europe Quality Factor UCITS ETF | IE00BQN1K56 | LSE | 0.25% | 5 | ||
| IESE.AS | iShares MSCI Europe SRI UCITS ETF EUR (Acc) | IE00B52VJ196 | AMS | 0.20% | 5 | -3.29 | |
| IESG.L | iShares MSCI Europe SRI UCITS ETF EUR (Acc) | IE00B52VJ19 | LSE | 0.20% | 5 | -3.29 |
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.