Lyxor Index Fund - Lyxor MSCI EMU Growth (DR) UCITS ETF
Ticker
GWT.PA
ISIN
FR0010168765
Price
EUR 186.60
Change Today
+3.94 / 2.157 %
Price 1 year ago
187.82 / -0.65 %
Morningstar
5
52 Week Low
182.02
52 Week High
201.05
200 Day Moving Average 192.47
192.47
50-day Moving Average
190.16
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | -0.09 |
| Sortino Ratio | -0.36 |
| Maximum Drawdown | -4.53% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | 0.40 |
1 year
| Parameter | Value |
|---|---|
| Return | -0.13 |
| Volatility | 3.869% |
| Alpha | -0.96 |
| Beta | None |
| R Squared | +92.19 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | -1.558% |
| Average Annual Volatility | 10.759% |
| Sharpe Ratio | -0.14 |
| Sortino Ratio | -0.36 |
| Maximum Drawdown | -9.0% |
| Maximum Drawdown Date | 2024-08-05 |
| Calmar Ratio | 0.01 |
Company information
Summary
The investment objective of the sub-fund is to track both the upward and the downward evolution of the MSCI EMU Growth Net Return EUR index (the " Index") denominated in Euro (EUR) representative of large cap ‘growth’ securities across developed countries in the European Economic and Monetary Union (EMU). The anticipated Tracking error ex-post in normal market conditions is expected to be up to 0.50%.
Market
FR
Category
--
Expense Ratio
0.40%
Fund family
Amundi Asset Management
Morningstar
5
Yield
0.0058
Exchange
PAR
| Sector | Weight |
|---|---|
| Industrials | 21.55% |
| Technology | 19.51% |
| Consumer cyclical | 19.40% |
| Consumer defensive | 9.10% |
| Healthcare | 7.45% |
| Communication services | 6.70% |
| Basic materials | 5.92% |
| Financial services | 3.89% |
| Energy | 1.25% |
| Utilities | 1.08% |
| Realestate | 0.44% |
| Country | Ratio |
|---|---|
| France | 42.58 |
| Netherlands | 21.58 |
| Germany | 17.91 |
| Spain | 4.34 |
| Italy | 4.02 |
| Belgium | 1.84 |
| Finland | 1.58 |
| United Kingdom | 1.28 |
| Singapore | 1.21 |
| Ireland | 1.08 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ASML | ASML Holding NV | 10.74% |
| MC.PA | LVMH Moet Hennessy Louis Vuitton SE | 8.12% |
| OR.PA | L'Oreal SA | 4.19% |
| SAP.DE | SAP SE | 3.57% |
| ADS.DE | adidas AG | 2.64% |
| KER.PA | Kering SA | 2.44% |
| SU.PA | Schneider Electric SE | 2.05% |
| IFX.DE | Infineon Technologies AG | 1.95% |
| ADYEN | Adyen NV | 1.8% |
| PRX | Prosus NV Ordinary Shares - Class N | 1.78% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| FNDX | Schwab Fundamental U.S. Large Company Index ETF | US808524771 | PCX | 0.25% | 5 | +8.30 | |
| GWT.PA | Lyxor Index Fund - Lyxor MSCI EMU Growth (DR) UCITS ETF | FR0010168765 | PAR | 0.40% | 5 | -0.96 | |
| VGT | Vanguard Information Technology Index Fund | PCX | 0.10% | 5 | -5.04 | ||
| VONG | Vanguard Russell 1000 Growth Index Fund | US92206C680 | NGM | 0.08% | 5 | -7.14 | |
| VTIP | Vanguard Short-Term Inflation-Protected Securities Index Fund | US922020805 | NGM | 0.04% | 5 | -0.38 | |
| VTV | Vanguard Value Index Fund | US922908744 | PCX | 0.04% | 5 | +8.05 | |
| VYM | Vanguard High Dividend Yield Index Fund | IE00B8GKDB1 | PCX | 0.06% | 5 | +8.55 |
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.