Naranja Standard & Poors 500 PP
Ticker
0P00000XI6.F
ISIN
ES015276903
Price
EUR 139.79
Change Today
+0.03 / 0.022 %
Price 1 year ago
140.13 / -0.247 %
Morningstar
3
52 Week Low
137.97
52 Week High
141.43
200 Day Moving Average 139.61
139.61
50-day Moving Average
139.61
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.27 |
| Sortino Ratio | 0.15 |
| Maximum Drawdown | -20.31% |
| Maximum Drawdown Date | 2025-04-08 |
| Calmar Ratio | -0.32 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.12 |
| Volatility | 19.552% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 0.219% |
| Average Annual Volatility | 3.375% |
| Sharpe Ratio | 0.07 |
| Sortino Ratio | -0.27 |
| Maximum Drawdown | -2.0% |
| Maximum Drawdown Date | 2026-02-12 |
| Calmar Ratio | 1.20 |
Company information
Summary
-
Market
DR
Category
US Large-Cap Blend Equity
Expense Ratio
-
Fund family
-
Morningstar
3
Yield
-
Exchange
FRA
| Sector | Weight |
|---|---|
| Technology | 23.29% |
| Healthcare | 15.11% |
| Financial services | 13.80% |
| Consumer cyclical | 10.00% |
| Communication services | 8.18% |
| Industrials | 7.10% |
| Consumer defensive | 6.59% |
| Energy | 5.13% |
| Realestate | 3.35% |
| Utilities | 2.46% |
| Basic materials | 1.97% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| XSPU | Xtrackers S&P 500 Swap ETF 1C | 19.3% |
| 500 | Amundi IS S&P 500 ETF C EUR | 19.29% |
| LYPS | Lyxor S&P 500 ETF D EUR | 19.24% |
| CSSPX.IR | iShares Core S&P 500 ETF USD Acc | 19.06% |
| SPXS.IR | Invesco S&P 500 ETF | 13.54% |
| VUAA.IR | Vanguard S&P 500 ETF USD Acc | 3.7% |
| Future on E-mini S&P 500 Futures | 2.73% | |
| Liberbank S.A. 6.88% | 0.37% | |
| Credit Suisse Group AG 7.12% | 0.31% | |
| Petroleos Mexicanos 2.5% | 0.29% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IUCS.L | iShares V PLC - iShares S&P 500 Consumer Staples Sector UCITS ETF | IE00B40B8R3 | LSE | 0.15% | 5 | +3.14 | |
| IUHC.L | iShares V PLC - iShares S&P 500 Health Care Sector UCITS ETF USD (Acc) | IE00B43HR37 | LSE | 0.18% | 5 | +1.36 | |
| IUIT.L | iShares V PLC - iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | LSE | 0.15% | 5 | |||
| NOBL | ProShares S&P 500 Dividend Aristocrats ETF | US74348A4673 | BTS | 0.35% | 5 | +7.12 | |
| SPGP | Invesco S&P 500 GARP ETF | US46137V431 | PCX | 0.33% | 5 | +8.52 | |
| SPHQ | Invesco S&P 500 Quality ETF | IE00BDZCKK1 | PCX | 0.15% | 5 | -0.03 | |
| VUSA.L | Vanguard S&P 500 UCITS ETF | IE00B3XXRP0 | LSE | 0.07% | 5 | 0.00 | |
| VUSD.L | Vanguard S&P 500 UCITS ETF | IE00B3XXRP0 | LSE | 0.07% | 5 | 0.00 |
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.