Invesco MSCI USA ESG Universal Screened UCITS ETF
Ticker
ESGS.L
ISIN
IE00BJQRDM0
Price
GBp 7,128.50
Change Today
-19.50 / -0.273 %
Price 1 year ago
5,352.00 / 33.193 %
Morningstar
4
52 Week Low
5,327.00
52 Week High
7,148.00
200 Day Moving Average 6,352.88
6,352.88
50-day Moving Average
6,664.36
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.28 |
| Sortino Ratio | 0.08 |
| Maximum Drawdown | -20.49% |
| Maximum Drawdown Date | 2023-11-28 |
| Calmar Ratio | -2.90 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 1.35 |
| Volatility | 32.179% |
| Alpha | -- |
| Beta | -- |
| R Squared | -- |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 12.673% |
| Average Annual Volatility | 18.88% |
| Sharpe Ratio | 0.67 |
| Sortino Ratio | 0.57 |
| Maximum Drawdown | -30.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.43 |
Company information
Summary
The fund aims to provide the performance of the MSCI USA ESG Universal Select Business Screens Index, after the impact of fees.
Market
GB
Category
--
Expense Ratio
0.09%
Fund family
Invesco Investment Management Limited
Morningstar
4
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Technology | 28.10% |
| Healthcare | 14.86% |
| Financial services | 13.37% |
| Consumer cyclical | 10.68% |
| Consumer defensive | 8.55% |
| Communication services | 7.88% |
| Industrials | 6.72% |
| Realestate | 3.47% |
| Basic materials | 2.46% |
| Energy | 2.22% |
| Utilities | 1.50% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| MSFT | Microsoft Corp | 5.29% |
| AAPL | Apple Inc | 4.12% |
| AMZN | Amazon.com Inc | 3.51% |
| NVDA | NVIDIA Corp | 2.37% |
| HD | The Home Depot Inc | 1.64% |
| JPM | JPMorgan Chase & Co | 1.42% |
| ADBE | Adobe Inc | 1.34% |
| GOOG | Alphabet Inc Class C | 1.33% |
| GOOGL | Alphabet Inc A | 1.32% |
| TSLA | Tesla Inc | 1.25% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| EKLD.PA | BNP Paribas Easy MSCI USA SRI S-Series 5% Capped UCITS ETF Capitalisation | LU1291103338 | PAR | 0.18% | 5 | ||
| HLAL | Wahed FTSE USA Shariah ETF | US53656F607 | NGM | 0.50% | 5 | +0.10 | -- |
| SRIL.AS | iShares MSCI USA SRI UCITS ETF USD (Dist) | IE00BZ173T46 | AMS | 0.23% | 5 | +2.98 | -- |
| SUAS.L | iShares MSCI USA SRI UCITS ETF USD (Acc) | IE00BYVJRR9 | LSE | 0.25% | 5 | +2.95 | |
| SUUS.L | iShares MSCI USA SRI UCITS ETF USD (Acc) | IE00BYVJRR9 | LSE | 0.25% | 5 | +2.95 | |
| UITB | VictoryShares USAA Core Intermediate-Term Bond ETF | US92647N527 | NGM | 0.40% | 5 | -0.02 | |
| USTB | VictoryShares USAA Core Short-Term Bond ETF | US903288579 | NGM | 0.35% | 5 | -0.22 | |
| XMUS.L | Xtrackers MSCI USA Swap UCITS ETF | LU027421067 | LSE | 0.15% | 5 | -0.69 |
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.