Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc
Ticker
ESGL.L
ISIN
LU194019971
Price
GBP 27.09
Change Today
-0.04 / -0.129 %
Price 1 year ago
25.62 / 5.757 %
Morningstar
4
52 Week Low
25.42
52 Week High
29.84
200 Day Moving Average 28.49
28.49
50-day Moving Average
28.34
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.23 |
| Sortino Ratio | 0.04 |
| Maximum Drawdown | -14.1% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | -3.00 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 0.94 |
| Volatility | 22.467% |
| Alpha | -1.26 |
| Beta | -- |
| R Squared | +98.79 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 7.087% |
| Average Annual Volatility | 19.428% |
| Sharpe Ratio | 0.36 |
| Sortino Ratio | 0.27 |
| Maximum Drawdown | -35.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.19 |
Company information
Summary
The Sub-Fund is an index-tracking UCITS passively managed. This Sub-Fund promotes environmental and/or social characteristics within the meaning of article 8 of SFDR. The Reference Currency of the Sub-Fund is the Euro (EUR). The investment objective of sub-fund is to track both the upward and the downward evolution of the MSCI Europe ESG Leaders Net Total Return Index (the "Index") denominated in Euros in order to offer an exposure to the performance of large and mid cap stocks, across developed European countries, issued by companies having a high Environmental, Social and Governance (ESG) ratings – while minimizing the volatility of the difference between the return of the Sub-Fund and the return of the Index (“Tracking Error”).
Market
GB
Category
--
Expense Ratio
0.30%
Fund family
Lyxor International Asset Management S.A.S.
Morningstar
4
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Healthcare | 20.85% |
| Financial services | 15.80% |
| Industrials | 11.63% |
| Consumer defensive | 10.57% |
| Consumer cyclical | 8.07% |
| Basic materials | 7.36% |
| Technology | 7.32% |
| Communication services | 6.29% |
| Energy | 5.36% |
| Utilities | 4.30% |
| Realestate | 1.08% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ASML | ASML Holding NV | 5.19% |
| ROG | Roche Holding AG | 4.77% |
| AZN.L | AstraZeneca PLC | 2.83% |
| ULVR.L | Unilever PLC | 2.77% |
| SAP.DE | SAP SE | 2.65% |
| NOVO B | Novo Nordisk A/S B | 2.6% |
| TTE.PA | TotalEnergies SE | 2.03% |
| ALV.DE | Allianz SE | 1.85% |
| GSK.L | GlaxoSmithKline PLC | 1.78% |
| SU.PA | Schneider Electric SE | 1.53% |
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.