iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc)
Ticker
SAUM.L
ISIN
IE00BFNM3B9
Price
GBP 7.10
Change Today
+0.06 / 0.838 %
Price 1 year ago
5.94 / 19.497 %
Morningstar
4
52 Week Low
5.77
52 Week High
7.29
200 Day Moving Average 6.85
6.85
50-day Moving Average
6.88
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.40 |
| Sortino Ratio | 0.14 |
| Maximum Drawdown | -12.22% |
| Maximum Drawdown Date | 2023-11-28 |
| Calmar Ratio | -2.36 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 1.99 |
| Volatility | 19.512% |
| Alpha | -0.11 |
| Beta | -- |
| R Squared | +99.91 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.226% |
| Average Annual Volatility | 20.751% |
| Sharpe Ratio | 0.40 |
| Sortino Ratio | 0.33 |
| Maximum Drawdown | -31.0% |
| Maximum Drawdown Date | 2020-03-18 |
| 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 EMU ESG Screened Index.
Market
GB
Category
--
Expense Ratio
0.12%
Fund family
BlackRock Asset Management Ireland - ETF
Morningstar
4
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Financial services | 15.73% |
| Consumer cyclical | 15.21% |
| Industrials | 13.59% |
| Technology | 12.03% |
| Consumer defensive | 8.76% |
| Healthcare | 8.41% |
| Basic materials | 6.96% |
| Communication services | 6.60% |
| Energy | 5.48% |
| Utilities | 5.45% |
| Realestate | 1.41% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ASML | ASML Holding NV | 5.33% |
| MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 4.03% |
| SAP.DE | SAP SE | 2.73% |
| SIE.DE | Siemens AG | 2.24% |
| SAN.PA | Sanofi SA | 2.19% |
| TTE.PA | TotalEnergies SE | 2.09% |
| OR.PA | L'Oreal SA | 2.08% |
| ALV.DE | Allianz SE | 1.9% |
| SU.PA | Schneider Electric SE | 1.56% |
| AI.PA | Air Liquide SA | 1.53% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| CD8.PA | Amundi ETF MSCI EMU High Dividend UCITS ETF | FR0010717090 | PAR | 0.30% | 4 | -0.20 | |
| CEMU.AS | iShares VII PLC -iShares Core MSCI EMU UCITS ETF EUR (Acc) | IE00B53QG56 | AMS | 0.12% | 4 | +0.48 | |
| CEU1.L | iShares VII PLC -iShares Core MSCI EMU UCITS ETF EUR (Acc) | IE00B53HP85 | LSE | 1.00% | 4 | +0.48 | |
| CM9.PA | Amundi ETF MSCI World ex EMU UCITS ETF | FR0010756114 | PAR | 0.35% | 5 | +0.20 | |
| EEMU.PA | BNP Paribas Easy MSCI EMU ex CW | LU1291098827 | PAR | 0.16% | 4 | -0.18 | |
| GWT.PA | Lyxor Index Fund - Lyxor MSCI EMU Growth (DR) UCITS ETF | FR0010168765 | PAR | 0.40% | 5 | -0.96 | |
| IEMU.L | iShares VII PLC -iShares Core MSCI EMU UCITS ETF EUR (Acc) | IE00B53HP85 | LSE | 1.00% | 4 | +0.48 | |
| MFDD.PA | Lyxor MSCI EMU ESG (DR) - UCITS ETF | LU0908501132 | PAR | 0.12% | 4 | -0.52 | |
| MFE.PA | Lyxor Core MSCI EMU (DR) UCITS ETF | LU1646360971 | PAR | 0.12% | 4 | +0.43 | |
| MFED.PA | Lyxor MSCI EMU ESG (DR) - UCITS ETF | LU0908501058 | PAR | 0.12% | 4 | -0.52 | |
| MFEX.L | Lyxor Core MSCI EMU (DR) UCITS ETF | LU164636097 | LSE | 0.12% | 4 | +0.43 | |
| MUSRI.PA | BNP Paribas Easy MSCI EMU SRI S-Series PAB 5% Capped | LU1953137848 | PAR | 0.19% | 4 | -1.88 | -- |
| SAUM.L | iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) | IE00BFNM3B9 | LSE | 0.12% | 4 | -0.11 | -- |
| SMUD.L | iShares MSCI EMU ESG Screened UCITS ETF | IE00BFNM3B9 | LSE | 0.12% | 4 | -- | -- |
| UB06.L | UBS(Lux)Fund Solutions – MSCI EMU UCITS ETF(EUR)A-dis | LU014730842 | LSE | 0.25% | 4 | +0.40 | |
| UB39.L | UBS(Lux)Fund Solutions – MSCI EMU Socially Responsible UCITS ETF(EUR)A-dis | LU062946067 | LSE | 0.25% | 4 | ||
| UB69.L | UBS (Lux) Fund Solutions – MSCI EMU Small Cap UCITS ETF | LU067149327 | LSE | 0.25% | 4 | ||
| UIM2.AS | UBS (Lux) Fund Solutions – Factor MSCI EMU Quality UCITS ETF | LU1215451524 | AMS | 0.25% | 5 | -1.47 | |
| UIMR.AS | UBS(Lux)Fund Solutions – MSCI EMU Socially Responsible UCITS ETF(EUR)A-dis | LU0629460675 | AMS | 0.25% | 4 | -2.47 | |
| XD5E.L | Xtrackers MSCI EMU UCITS ETF | LU084619477 | LSE | 0.12% | 4 | +0.41 |
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.