BNP Paribas Easy Stoxx Europe 600 UCITS ETF
Ticker
ETZ.PA
ISIN
FR0011550193
Price
EUR 15.92
Change Today
+0.16 / 1.015 %
Price 1 year ago
13.80 / 15.391 %
Morningstar
4
52 Week Low
13.95
52 Week High
16.57
200 Day Moving Average 15.91
15.91
50-day Moving Average
16.18
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.83 |
| Sortino Ratio | 0.72 |
| Maximum Drawdown | -1.1% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -31.57 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.75 |
| Volatility | 2.889% |
| Alpha | -0.37 |
| Beta | None |
| R Squared | +99.95 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.341% |
| Average Annual Volatility | 16.377% |
| Sharpe Ratio | 0.51 |
| Sortino Ratio | 0.44 |
| Maximum Drawdown | -35.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.23 |
Company information
Summary
The objective of the Stoxx Europe 600 THEAM EASY UCITS ETF Subfund (the “Subfund”) is to replicate the performance of the Stoxx Europe 600 index, regardless of its trends. As the Subfund is indexed, it seeks to maintain the tracking error in absolute terms between the growth of the Subfund’s net asset value and that of the index at a level below 1%. If this tracking error exceeds 1%, it must not, in any event, exceed 5% of the index's volatility.
Market
FR
Category
Europe Large-Cap Blend Equity
Expense Ratio
0.20%
Fund family
BNP Paribas Asset Management France
Morningstar
4
Yield
-
Exchange
PAR
| Sector | Weight |
|---|---|
| Financial services | 15.91% |
| Healthcare | 15.46% |
| Industrials | 14.04% |
| Consumer defensive | 12.13% |
| Consumer cyclical | 9.35% |
| Basic materials | 9.07% |
| Technology | 6.89% |
| Energy | 6.29% |
| Communication services | 4.89% |
| Utilities | 4.11% |
| Realestate | 1.73% |
| Country | Ratio |
|---|---|
| United Kingdom | 23.05 |
| France | 17.36 |
| Switzerland | 14.94 |
| Germany | 12.17 |
| Netherlands | 7.63 |
| Sweden | 5.39 |
| Denmark | 4.38 |
| Spain | 4.01 |
| Italy | 3.34 |
| Finland | 1.64 |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| ECN.PA | BNP Paribas Easy Low Carbon 100 Europe PAB | LU1377382368 | PAR | 0.30% | 5 | -0.52 | |
| EKLD.PA | BNP Paribas Easy MSCI USA SRI S-Series 5% Capped UCITS ETF Capitalisation | LU1291103338 | PAR | 0.18% | 5 | ||
| EKLDC.PA | BNP Paribas Easy MSCI USA SRI S-Series PAB 5% Capped | LU1953138572 | PAR | 0.18% | 5 | +1.54 | -- |
| EKUS.PA | BNP Paribas Easy MSCI USA SRI S-Series 5% Capped UCITS ETF EUR Distribution | LU1659681669 | PAR | 0.18% | 5 | +1.54 | |
| EMWE.PA | BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped | LU1615092217 | PAR | 0.13% | 5 | +1.48 | |
| EPEJ.PA | BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE | LU1291106356 | PAR | 0.13% | 5 | +1.14 | |
| ESD.PA | BNP Paribas Easy S&P 500 UCITS ETF USD C | FR0011550177 | PAR | 0.15% | 5 | +0.08 | |
| ESDD.PA | BNP Paribas Easy S&P 500 UCITS ETF | FR0011550177 | PAR | 0.15% | 5 | 0.00 | |
| ESE.PA | BNP Paribas Easy S&P 500 UCITS ETF | FR0011550177 | PAR | 0.15% | 5 | +0.07 | |
| ETDD.PA | BNP Paribas Easy Euro Stoxx 50 UCITS ETF | FR0012739431 | PAR | 0.18% | 5 | ||
| EWRD.PA | BNP Paribas Easy MSCI World SRI S-Series PAB 5% Capped | LU1291108642 | PAR | 0.13% | 5 | +1.48 | |
| REUSE.PA | BNP Paribas Easy ECPI Circular Economy Leaders | LU1953136527 | PAR | 0.18% | 5 | +4.13 | -- |
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.