Lyxor Core MSCI EMU (DR) UCITS ETF
Ticker
MFE.PA
ISIN
LU1646360971
Price
EUR 64.91
Change Today
-
Price 1 year ago
53.62 / 21.066 %
Morningstar
4
52 Week Low
51.26
52 Week High
65.34
200 Day Moving Average 61.90
61.90
50-day Moving Average
62.48
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.15 |
| Sortino Ratio | 0.62 |
| Maximum Drawdown | -4.62% |
| Maximum Drawdown Date | 2023-10-27 |
| Calmar Ratio | -5.52 |
1 year
| Parameter | Value |
|---|---|
| Return | 2.26 |
| Volatility | 5.925% |
| Alpha | +0.43 |
| Beta | None |
| R Squared | +99.99 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 5.03% |
| Average Annual Volatility | 20.947% |
| Sharpe Ratio | 0.24 |
| Sortino Ratio | 0.16 |
| Maximum Drawdown | -60.0% |
| Maximum Drawdown Date | 2009-03-10 |
| Calmar Ratio | -0.08 |
Company information
Summary
The investment objective of the fund is to track both the upward and the downward evolution of the MSCI EMU Net Return Index (the "Index") denominated in EUR and representative of large-cap and mid-cap companies listed on developed markets in the European Economic and Monetary Union (EMU), while minimizing the volatility of the difference between the return of the Sub-Fund and the return of the Index (the “Tracking Error”). For monthly hedged share classes, the Sub-Fund will also use a monthly currency-hedge strategy, in order to minimize the impact of the evolution of each respective share class currency against currencies of each Index component. The anticipated level of the tracking error under normal market conditions is expected to be up to 0.50%.
Market
FR
Category
Eurozone Large-Cap Equity
Expense Ratio
0.12%
Fund family
Lyxor International Asset Management S.A.S.
Morningstar
4
Yield
0.0174
Exchange
PAR
| Sector | Weight |
|---|---|
| Industrials | 15.37% |
| Financial services | 15.00% |
| Consumer cyclical | 14.58% |
| Technology | 11.48% |
| Healthcare | 9.40% |
| Consumer defensive | 7.05% |
| Communication services | 6.30% |
| Utilities | 6.11% |
| Basic materials | 5.53% |
| Energy | 5.21% |
| Realestate | 1.38% |
| Country | Ratio |
|---|---|
| France | 35.04 |
| Germany | 25.10 |
| Netherlands | 14.29 |
| Spain | 7.70 |
| Italy | 6.41 |
| Finland | 2.84 |
| Belgium | 2.60 |
| United States | 1.36 |
| Ireland | 0.96 |
| United Kingdom | 0.86 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ASML | ASML Holding NV | 5.11% |
| MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 3.86% |
| SAP.DE | SAP SE | 2.61% |
| SIE.DE | Siemens AG | 2.15% |
| SAN.PA | Sanofi SA | 2.1% |
| TTE.PA | TotalEnergies SE | 2.0% |
| OR.PA | L'Oreal SA | 1.99% |
| ALV.DE | Allianz SE | 1.82% |
| SU.PA | Schneider Electric SE | 1.5% |
| AI.PA | Air Liquide SA | 1.47% |
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 | |
| MFE.PA | Lyxor Core MSCI EMU (DR) UCITS ETF | LU1646360971 | PAR | 0.12% | 4 | +0.43 | |
| 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.