SPDR S&P U.S. Materials Select Sector UCITS ETF
Ticker
SXLB.AS
ISIN
IE00BWBXM831
Price
EUR 42.24
Change Today
-0.34 / -0.805 %
Price 1 year ago
35.37 / 19.445 %
Morningstar
5
52 Week Low
35.49
52 Week High
43.94
200 Day Moving Average 40.63
40.63
50-day Moving Average
42.19
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.18 |
| Sortino Ratio | 0.64 |
| Maximum Drawdown | -1.89% |
| Maximum Drawdown Date | 2024-01-08 |
| Calmar Ratio | -15.35 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.46 |
| Volatility | 3.808% |
| Alpha | -0.93 |
| Beta | None |
| R Squared | +92.98 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 12.206% |
| Average Annual Volatility | 20.425% |
| Sharpe Ratio | 0.60 |
| Sortino Ratio | 0.62 |
| Maximum Drawdown | -35.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.34 |
Company information
Summary
The investment objective of the Fund is to track the performance of large cap U. S. materials companies in the S&P 500 Index.
Market
NL
Category
--
Expense Ratio
0.15%
Fund family
State Street Global Advisors Ltd
Morningstar
5
Yield
-
Exchange
AMS
| Sector | Weight |
|---|---|
| Basic materials | 87.68% |
| Consumer cyclical | 10.57% |
| Industrials | 1.59% |
| Realestate | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
| Country | Ratio |
|---|---|
| United States | 79.56 |
| United Kingdom | 18.65 |
| Switzerland | 1.80 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| LIN.L | Linde PLC | 15.89% |
| SHW | Sherwin-Williams Co | 6.89% |
| APD | Air Products & Chemicals Inc | 6.73% |
| FCX | Freeport-McMoRan Inc | 5.75% |
| ECL | Ecolab Inc | 5.42% |
| NEM | Newmont Corp | 5.37% |
| DD | DuPont de Nemours Inc | 4.41% |
| DOW | Dow Inc | 4.36% |
| PPG | PPG Industries Inc | 4.31% |
| IFF | International Flavors & Fragrances Inc | 3.98% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| KIE | SPDR S&P Insurance ETF | US78464A789 | PCX | 0.35% | 5 | +15.82 | |
| NOBL | ProShares S&P 500 Dividend Aristocrats ETF | US74348A4673 | BTS | 0.35% | 5 | +7.12 | |
| SDY | SPDR S&P Dividend ETF | US78464A763 | PCX | 0.35% | 5 | +11.26 | |
| SPHQ | Invesco S&P 500 Quality ETF | IE00BDZCKK1 | PCX | 0.15% | 5 | -0.03 | |
| SXLB.AS | SPDR S&P U.S. Materials Select Sector UCITS ETF | IE00BWBXM831 | AMS | 0.15% | 5 | -0.93 |
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.