iShares Currency Hedged MSCI EAFE ETF
Ticker
HEFA
ISIN
US4642874659
Price
USD 35.37
Change Today
-0.32 / -0.897 %
Price 1 year ago
29.41 / 20.283 %
Morningstar
5
52 Week Low
28.02
52 Week High
35.85
200 Day Moving Average 33.68
33.68
50-day Moving Average
34.56
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.19 |
| Sortino Ratio | 0.61 |
| Maximum Drawdown | -4.72% |
| Maximum Drawdown Date | 2023-10-27 |
| Calmar Ratio | -4.70 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.01 |
| Volatility | 5.102% |
| Alpha | +8.66 |
| Beta | None |
| R Squared | +80.76 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 9.687% |
| Average Annual Volatility | 16.298% |
| Sharpe Ratio | 0.59 |
| Sortino Ratio | 0.52 |
| Maximum Drawdown | -32.0% |
| Maximum Drawdown Date | 2020-03-16 |
| Calmar Ratio | -0.29 |
Company information
Summary
The investment seeks to track the investment results of the MSCI EAFE® 100% Hedged to USD Index. The fund generally will invest at least 80% of its assets in the component securities (including indirect investments through the underlying fund) and other instruments of the underlying index and in investments that have economic characteristics that are substantially identical to the component securities of the underlying index. The index is composed of large- and mid-capitalization equities in Europe, Australasia, and the Far East while mitigating exposure to fluctuations between the value of the component currencies and the U.S. dollar.
Market
US
Category
Foreign Large Blend
Expense Ratio
0.35%
Fund family
iShares
Morningstar
5
Yield
0.044699997
Exchange
BTS
| Sector | Weight |
|---|---|
| Financial services | 17.61% |
| Industrials | 14.50% |
| Healthcare | 14.04% |
| Consumer defensive | 10.81% |
| Consumer cyclical | 10.31% |
| Technology | 8.02% |
| Basic materials | 7.52% |
| Communication services | 5.50% |
| Energy | 4.78% |
| Utilities | 3.39% |
| Realestate | 2.90% |
| Country | Ratio |
|---|---|
| Japan | 21.36 |
| United Kingdom | 14.53 |
| France | 11.97 |
| Switzerland | 10.89 |
| Germany | 8.52 |
| Australia | 7.27 |
| Netherlands | 4.84 |
| Denmark | 3.29 |
| Sweden | 3.11 |
| Spain | 2.64 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| NESN | Nestle SA | 2.27% |
| ASML | ASML Holding NV | 1.72% |
| ROG | Roche Holding AG | 1.65% |
| MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 1.27% |
| SHEL.L | Shell PLC | 1.26% |
| 7203 | Toyota Motor Corp | 1.22% |
| NOVN | Novartis AG | 1.18% |
| AZN.L | AstraZeneca PLC | 1.16% |
| NOVO B | Novo Nordisk A/S Class B | 1.07% |
| BHP.AX | BHP Group Ltd | 1.06% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DDWM | WisdomTree Dynamic Currency Hedged International Equity Fund | US97717X263 | BTS | 0.40% | 5 | +9.32 | |
| HAWX | iShares Currency Hedged MSCI ACWI ex U.S. ETF | US4642882405 | PCX | 0.35% | 5 | +3.78 | |
| HEEM | iShares Currency Hedged MSCI Emerging Markets ETF | US4642872349 | BTS | 0.68% | 5 | -6.37 | |
| HEFA | iShares Currency Hedged MSCI EAFE ETF | US4642874659 | BTS | 0.35% | 5 | +8.66 | |
| HEWJ | iShares Currency Hedged MSCI Japan ETF | US46434G8226 | PCX | 0.50% | 5 | +9.22 | |
| HEZU | iShares Currency Hedged MSCI Eurozone ETF | IE00BKBF6616 | PCX | 0.53% | 5 | +9.29 | |
| HFXI | IQ FTSE International Equity Currency Neutral ETF | US45409B560 | PCX | 0.20% | 5 | +4.84 | |
| HJPX | iShares Currency Hedged JPX-Nikkei 400 ETF | FR0012329159 | PCX | 0.48% | 5 | ||
| HSCZ | iShares Currency Hedged MSCI EAFE Small-Cap ETF | US46435G8399 | PCX | 0.42% | 5 | +3.12 |
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.