iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc)
Ticker
SAEU.L
ISIN
IE00BFNM3D1
Price
GBP 6.94
Change Today
+0.08 / 1.136 %
Price 1 year ago
6.25 / 11.035 %
Morningstar
4
52 Week Low
6.27
52 Week High
7.33
200 Day Moving Average 7.06
7.06
50-day Moving Average
7.09
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.39 |
| Sortino Ratio | 0.32 |
| Maximum Drawdown | -1.89% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -15.34 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 1.38 |
| Volatility | 3.037% |
| Alpha | -1.06 |
| Beta | -- |
| R Squared | +99.89 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 7.14% |
| Average Annual Volatility | 17.897% |
| Sharpe Ratio | 0.40 |
| Sortino Ratio | 0.30 |
| Maximum Drawdown | -28.000000000000004% |
| Maximum Drawdown Date | 2020-03-16 |
| Calmar Ratio | -0.25 |
Company information
Summary
The investment objective of the Fund is to seek to provide investors with a total return, taking into account both capital and income returns, which reflects the return of the MSCI Europe ESG Screened Index.
Market
GB
Category
--
Expense Ratio
0.12%
Fund family
BlackRock Asset Management Ireland - ETF
Morningstar
4
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Healthcare | 17.70% |
| Financial services | 16.93% |
| Consumer defensive | 13.05% |
| Industrials | 12.54% |
| Consumer cyclical | 9.44% |
| Basic materials | 7.78% |
| Technology | 6.78% |
| Communication services | 5.59% |
| Energy | 4.37% |
| Utilities | 3.95% |
| Realestate | 1.17% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| NESN | Nestle SA | 3.51% |
| ASML | ASML Holding NV | 2.82% |
| ROG | Roche Holding AG | 2.59% |
| MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 2.13% |
| NOVN | Novartis AG | 1.98% |
| AZN.L | AstraZeneca PLC | 1.54% |
| ULVR.L | Unilever PLC | 1.5% |
| SAP.DE | SAP SE | 1.44% |
| NOVO B | Novo Nordisk A/S B | 1.41% |
| SIE.DE | Siemens AG | 1.19% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DBEU | Xtrackers MSCI Europe Hedged Equity ETF | US233051853 | PCX | 0.45% | 5 | +7.20 | |
| EQDS.L | iShares MSCI Europe Quality Dividend ESG UCITS ETF | IE00BYYHSM2 | LSE | 0.28% | 5 | ||
| HEDJ | WisdomTree Europe Hedged Equity Fund | US97717X701 | PCX | 0.58% | 5 | +7.13 | |
| IEFQ.L | iShares Edge MSCI Europe Quality Factor UCITS ETF | IE00BQN1K56 | LSE | 0.25% | 5 | ||
| IESE.AS | iShares MSCI Europe SRI UCITS ETF EUR (Acc) | IE00B52VJ196 | AMS | 0.20% | 5 | -3.29 | |
| IESG.L | iShares MSCI Europe SRI UCITS ETF EUR (Acc) | IE00B52VJ19 | LSE | 0.20% | 5 | -3.29 |
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.