Invesco FTSE RAFI Europe UCITS ETF
Ticker
PEF.PA
ISIN
IE00B23D8X81
Price
EUR 11.87
Change Today
-0.12 / -0.968 %
Price 1 year ago
10.52 / 12.873 %
Morningstar
4
52 Week Low
10.61
52 Week High
12.44
200 Day Moving Average 11.82
11.82
50-day Moving Average
11.99
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.43 |
| Sortino Ratio | 0.34 |
| Maximum Drawdown | -2.0% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -17.92 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.74 |
| Volatility | 3.707% |
| Alpha | -1.26 |
| Beta | None |
| R Squared | +99.45 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 4.678% |
| Average Annual Volatility | 22.779% |
| Sharpe Ratio | 0.20 |
| Sortino Ratio | 0.12 |
| Maximum Drawdown | -55.00000000000001% |
| Maximum Drawdown Date | 2009-03-09 |
| Calmar Ratio | -0.07 |
Company information
Summary
The investment objective of the Fund is to provide investors with investment results which, before expenses, correspond to the price and yield performance of the FTSE RAFI Europe Index (Net Total Return) in EUR.
Market
FR
Category
--
Expense Ratio
0.39%
Fund family
Invesco Investment Management Limited
Morningstar
4
Yield
0.025999999
Exchange
PAR
| Sector | Weight |
|---|---|
| Financial services | 22.75% |
| Energy | 13.11% |
| Industrials | 11.55% |
| Consumer defensive | 10.64% |
| Healthcare | 10.36% |
| Consumer cyclical | 8.29% |
| Basic materials | 7.87% |
| Communication services | 6.00% |
| Utilities | 5.49% |
| Technology | 2.43% |
| Realestate | 1.18% |
| Country | Ratio |
|---|---|
| United Kingdom | 25.65 |
| Germany | 16.73 |
| France | 16.49 |
| Switzerland | 11.53 |
| Netherlands | 5.47 |
| Italy | 5.18 |
| Spain | 5.08 |
| Sweden | 3.97 |
| Finland | 2.19 |
| Denmark | 1.80 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| NESN | Nestle SA | 2.06% |
| BP..L | BP PLC | 1.91% |
| TTE.PA | TotalEnergies SE | 1.88% |
| ROG | Roche Holding AG | 1.58% |
| RDSA.L | Royal Dutch Shell PLC Class A | 1.47% |
| DAI.DE | Daimler AG | 1.32% |
| RDSB.L | Royal Dutch Shell PLC B | 1.27% |
| GSK.L | GlaxoSmithKline PLC | 1.25% |
| NOVN | Novartis AG | 1.25% |
| ALV.DE | Allianz SE | 1.24% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FTAD.L | SPDR FTSE UK All Share UCITS ETF | IE00B7452L4 | LSE | 0.20% | 4 | -- | -- |
| HFXI | IQ FTSE International Equity Currency Neutral ETF | US45409B560 | PCX | 0.20% | 5 | +4.84 | |
| HLAL | Wahed FTSE USA Shariah ETF | US53656F607 | NGM | 0.50% | 5 | +0.10 | -- |
| ISF.L | iShares Core FTSE 100 UCITS ETF GBP (Dist) | IE000504245 | LSE | 0.20% | 4 | +2.85 | |
| ISFA.AS | iShares Core FTSE 100 UCITS ETF GBP (Dist) | IE0005042456 | AMS | 0.20% | 4 | +2.85 | |
| ISFU.L | iShares Core FTSE 100 UCITS ETF GBP (Dist) | IE000504245 | LSE | 0.20% | 4 | +2.85 | |
| L100.L | MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF | LU165049217 | LSE | 0.15% | 4 | ||
| L100.PA | MULTI-UNITS LUXEMBOURG - Lyxor FTSE 100 UCITS ETF | LU1650492173 | PAR | 0.30% | 4 | +2.67 | |
| MIDD.L | iShares FTSE 250 UCITS ETF | IE00B00FV12 | LSE | 0.40% | 4 | ||
| PEF.PA | Invesco FTSE RAFI Europe UCITS ETF | IE00B23D8X81 | PAR | 0.39% | 4 | -1.26 | |
| PRF | Invesco FTSE RAFI US 1000 ETF | IE00B23D8S3 | PCX | 0.39% | 4 | +6.74 | |
| PXF | Invesco FTSE RAFI Developed Markets ex-U.S. ETF | US46138E735 | PCX | 0.45% | 4 | +5.06 | |
| VDJP.L | Vanguard FTSE Japan UCITS ETF | IE00B95PGT3 | LSE | 0.15% | 4 | -1.70 | |
| VERX.L | Vanguard FTSE Developed Europe ex UK UCITS ETF | IE00BKX55S4 | LSE | 0.10% | 4 | ||
| VEUR.AS | Vanguard FTSE Developed Europe UCITS ETF | IE00B945VV12 | AMS | 0.10% | 4 | -0.32 | |
| VJPN.L | Vanguard FTSE Japan UCITS ETF | IE00B95PGT3 | LSE | 0.15% | 4 | -1.70 | |
| VMID.L | Vanguard FTSE 250 UCITS ETF | IE00BKX55Q2 | LSE | 0.10% | 4 | -1.29 | |
| VMIG.L | Vanguard FTSE 250 UCITS ETF | IE00BKX55Q2 | LSE | 0.10% | 5 | -- | -- |
| VUKE.L | Vanguard FTSE 100 UCITS ETF | IE00B810Q51 | LSE | 0.09% | 4 | ||
| VUKG.L | Vanguard FTSE 100 UCITS ETF | IE00B810Q51 | LSE | 0.09% | 5 | -- | -- |
| VWRA.L | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM2 | LSE | 0.22% | 4 | +0.04 | -- |
| VWRD.L | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM2 | LSE | 0.22% | 4 | +0.04 | |
| VWRL.AS | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM25 | AMS | 0.22% | 4 | +0.04 | |
| VWRL.L | Vanguard FTSE All-World UCITS ETF | IE00B3RBWM2 | LSE | 0.22% | 4 | +0.04 | |
| XDUK.L | Xtrackers FTSE 100 UCITS ETF | LU083878070 | LSE | 0.09% | 4 | ||
| XUKX.L | Xtrackers FTSE 100 Income UCITS ETF | LU029209723 | LSE | 0.09% | 4 | +2.76 |
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.