Ecofin Global Water ESG Fund
Ticker
EBLU
ISIN
US56167N753
Price
USD 50.37
Change Today
+0.06 / 0.115 %
Price 1 year ago
40.32 / 24.922 %
Morningstar
3
52 Week Low
40.59
52 Week High
50.65
200 Day Moving Average 47.22
47.22
50-day Moving Average
49.43
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.92 |
| Sortino Ratio | 0.17 |
| Maximum Drawdown | -2.88% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -15.04 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.24 |
| Volatility | 4.27% |
| Alpha | +0.89 |
| Beta | None |
| R Squared | +89.66 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 11.99% |
| Average Annual Volatility | 19.517% |
| Sharpe Ratio | 0.61 |
| Sortino Ratio | 0.62 |
| Maximum Drawdown | -38.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.33 |
Company information
Summary
The investment seeks investment results that correspond generally to the price and distribution rate (total return) performance of the Ecofin Global Water ESG Net Total Return IndexSM. The fund will normally invest at least 80% of its net assets, plus the amount of any borrowings for investment purposes, in the types of securities suggested by its name (i.e., Water Companies). The index is a proprietary rules-based, modified market capitalization weighted, float adjusted index designed to track the overall performance of equity securities of global Water Companies listed on developed country exchanges. The fund is non-diversified.
Market
US
Category
Natural Resources
Expense Ratio
0.40%
Fund family
Ecofin
Morningstar
3
Yield
0.0101
Exchange
PCX
| Sector | Weight |
|---|---|
| Industrials | 61.68% |
| Utilities | 30.10% |
| Basic materials | 7.51% |
| Technology | 1.19% |
| Energy | 0.23% |
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Consumer defensive | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Healthcare | 0.00% |
| Country | Ratio |
|---|---|
| United States | 64.55 |
| United Kingdom | 9.90 |
| Switzerland | 9.44 |
| France | 7.09 |
| Japan | 5.72 |
| Canada | 2.93 |
| China | 0.37 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| AWK | American Water Works Co Inc | 8.08% |
| GEBN | Geberit AG | 7.83% |
| ECL | Ecolab Inc | 7.4% |
| FERG | Ferguson PLC | 7.34% |
| XYL | Xylem Inc | 6.59% |
| IEX | IDEX Corp | 4.56% |
| PNR | Pentair PLC | 4.16% |
| VIE.PA | Veolia Environnement SA | 4.07% |
| WTRG | Essential Utilities Inc | 3.76% |
| UU..L | United Utilities Group PLC | 3.37% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| AGGG.L | iShares Core Global Aggregate Bond UCITS ETF | IE00B3F8140 | LSE | 0.10% | 4 | ||
| FTGC | First Trust Global Tactical Commodity Strategy Fund | US33739H101 | NGM | 0.95% | 4 | +4.24 | |
| IOO | iShares Global 100 ETF | DE000A0F5UH1 | PCX | 0.40% | 5 | -0.85 | |
| IXC | iShares Global Energy ETF | US4642873412 | PCX | 0.40% | 5 | +38.88 | |
| IXJ | iShares Global Healthcare ETF | US4642873255 | PCX | 0.40% | 4 | +4.96 | |
| IXN | iShares Global Tech ETF | US4642872919 | PCX | 0.40% | 4 | -3.70 | |
| LIT | Global X Lithium & Battery Tech ETF | US37954Y855 | PCX | 0.75% | 4 | +3.12 | |
| PAVE | Global X U.S. Infrastructure Development ETF | IE00BLCHJ53 | BTS | 0.47% | 5 | +23.28 | |
| PICK | iShares MSCI Global Metals & Mining Producers ETF | US46434G8481 | BTS | 0.39% | 5 | +31.51 | |
| SAGG.L | iShares Core Global Aggregate Bond UCITS ETF | IE00BDBRDM3 | LSE | 0.10% | 4 |
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.