iShares Core FTSE 100 UCITS ETF GBP (Dist)
Ticker
ISF.L
ISIN
IE000504245
Price
GBp 786.80
Change Today
+4.70 / 0.601 %
Price 1 year ago
727.42 / 8.163 %
Morningstar
4
52 Week Low
725.18
52 Week High
829.60
200 Day Moving Average 791.20
791.20
50-day Moving Average
800.68
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.76 |
| Sortino Ratio | -0.07 |
| Maximum Drawdown | -1.1% |
| Maximum Drawdown Date | 2023-11-29 |
| Calmar Ratio | -14.85 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.72 |
| Volatility | 2.948% |
| Alpha | +2.85 |
| Beta | None |
| R Squared | +99.27 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 4.772% |
| Average Annual Volatility | 16.457% |
| Sharpe Ratio | 0.29 |
| Sortino Ratio | 0.18 |
| Maximum Drawdown | -38.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.10 |
Company information
Summary
The investment objective of this Fund is to provide investors with a total return, taking into account both capital and income returns, which reflects the return of the FTSE 100 Index. In order to achieve this investment objective, the investment policy of the Fund is to invest in a portfolio of equity securities that as far as possible and practicable consist of the component securities of the FTSE 100 Index, this Fund’s Benchmark Index. The Fund intends to replicate the constituents of the Benchmark Index by holding all the securities comprising the Benchmark Index in a similar proportion to their weightings in the Benchmark Index.
Market
GB
Category
UK Large-Cap Equity
Expense Ratio
0.20%
Fund family
BlackRock Asset Management Ireland - ETF
Morningstar
4
Yield
0.033299997
Exchange
LSE
| Sector | Weight |
|---|---|
| Consumer defensive | 19.03% |
| Financial services | 16.15% |
| Healthcare | 14.49% |
| Energy | 12.80% |
| Basic materials | 10.23% |
| Industrials | 6.73% |
| Communication services | 6.59% |
| Consumer cyclical | 6.46% |
| Utilities | 3.28% |
| Realestate | 1.27% |
| Technology | 0.72% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AZN.L | AstraZeneca PLC | 5.99% |
| ULVR.L | Unilever PLC | 5.8% |
| HSBA.L | HSBC Holdings PLC | 4.48% |
| DGE.L | Diageo PLC | 4.17% |
| GSK.L | GlaxoSmithKline PLC | 3.68% |
| RIO.L | Rio Tinto PLC | 3.39% |
| BATS.L | British American Tobacco PLC | 3.35% |
| BP..L | BP PLC | 3.29% |
| RDSA.L | Royal Dutch Shell PLC Class A | 3.11% |
| RDSB.L | Royal Dutch Shell PLC B | 2.72% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| AGGG.L | iShares Core Global Aggregate Bond UCITS ETF | IE00B3F8140 | LSE | 0.10% | 4 | ||
| CCOR | Core Alternative ETF | US53656F847 | PCX | 1.07% | 4 | +0.63 | |
| DGRO | iShares Core Dividend Growth ETF | US46434V6213 | PCX | 0.08% | 5 | +4.01 | |
| EIMI.L | iShares Core MSCI EM IMI UCITS ETF | IE00BKM4GZ6 | LSE | 0.18% | 4 | -0.10 | |
| EMIM.L | iShares Core MSCI EM IMI UCITS ETF | IE00BKM4GZ6 | LSE | 0.18% | 4 | -0.10 | |
| IAGG | iShares Core International Aggregate Bond ETF | US46435G6724 | BTS | 0.07% | 4 | -3.68 | |
| IDEV | iShares Core MSCI International Developed Markets ETF | US46435G3267 | PCX | 0.04% | 4 | +3.06 | |
| IEFA | iShares Core MSCI EAFE ETF | US46432F842 | BTS | 0.07% | 4 | +3.25 | |
| IGLT.L | iShares Core UK Gilts UCITS ETF GBP (Dist) | IE00B1FZSB3 | LSE | 0.07% | 4 | 0.00 | |
| IJR | iShares Core S&P Small-Cap ETF | US4642878049 | PCX | 0.06% | 4 | +8.82 | |
| IPAC | iShares Core MSCI Pacific ETF | IE00B52MJY50 | PCX | 0.09% | 4 | +4.04 | |
| ISF.L | iShares Core FTSE 100 UCITS ETF GBP (Dist) | IE000504245 | LSE | 0.20% | 4 | +2.85 | |
| IUSG | iShares Core S&P U.S. Growth ETF | US464287671 | NGM | 0.04% | 4 | -9.32 | |
| IUSV | iShares Core S&P U.S. Value ETF | US4642876639 | NGM | 0.04% | 4 | +10.69 | |
| IVV | iShares Core S&P 500 ETF | IE00B5BMR087 | PCX | 0.03% | 4 | -0.03 | |
| IWDA.L | iShares Core MSCI World UCITS ETF USD (Acc) | IE00B4L5Y98 | LSE | 0.30% | 5 | +1.06 | |
| SAGG.L | iShares Core Global Aggregate Bond UCITS ETF | IE00BDBRDM3 | LSE | 0.10% | 4 |
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.