iShares Edge MSCI Europe Quality Factor UCITS ETF
Ticker
IEFQ.L
ISIN
IE00BQN1K56
Price
GBp 851.20
Change Today
+11.00 / 1.309 %
Price 1 year ago
811.00 / 4.957 %
Morningstar
5
52 Week Low
803.30
52 Week High
912.60
200 Day Moving Average 878.09
878.09
50-day Moving Average
869.31
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.94 |
| Sortino Ratio | -0.01 |
| Maximum Drawdown | -1.99% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | -11.02 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.79 |
| Volatility | 2.625% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.998% |
| Average Annual Volatility | 14.725% |
| Sharpe Ratio | 0.61 |
| Sortino Ratio | 0.60 |
| Maximum Drawdown | -26.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.35 |
Company information
Summary
The investment objective of the Fund is to provide investors with a total return, taking into account both capital and income returns, which reflects the return of the MSCI Europe Sector Neutral Quality Index.
Market
GB
Category
--
Expense Ratio
0.25%
Fund family
BlackRock Asset Management Ireland - ETF
Morningstar
5
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Healthcare | 17.04% |
| Financial services | 15.65% |
| Consumer defensive | 14.08% |
| Industrials | 11.09% |
| Consumer cyclical | 10.12% |
| Basic materials | 7.07% |
| Energy | 6.63% |
| Technology | 6.43% |
| Communication services | 6.05% |
| Utilities | 3.86% |
| Realestate | 1.03% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ROG | Roche Holding AG | 5.28% |
| NOVO B | Novo Nordisk A/S B | 5.16% |
| ASML | ASML Holding NV | 5.09% |
| RIO.L | Rio Tinto PLC | 3.88% |
| NESN | Nestle SA | 3.61% |
| ULVR.L | Unilever PLC | 3.37% |
| NESTE | Neste Corp | 3.29% |
| STLA | Stellantis NV | 2.94% |
| ALV.DE | Allianz SE | 2.52% |
| OR.PA | L'Oreal SA | 2.51% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| DBEF | Xtrackers MSCI EAFE Hedged Equity ETF | US233051200 | PCX | 0.35% | 5 | +7.98 | |
| DBEU | Xtrackers MSCI Europe Hedged Equity ETF | US233051853 | PCX | 0.45% | 5 | +7.20 | |
| HEDJ | WisdomTree Europe Hedged Equity Fund | US97717X701 | PCX | 0.58% | 5 | +7.13 | |
| HEFA | iShares Currency Hedged MSCI EAFE ETF | US4642874659 | BTS | 0.35% | 5 | +8.66 | |
| HEWJ | iShares Currency Hedged MSCI Japan ETF | US46434G8226 | PCX | 0.50% | 5 | +9.22 | |
| HEZU | iShares Currency Hedged MSCI Eurozone ETF | IE00BKBF6616 | PCX | 0.53% | 5 | +9.29 | |
| HLQD.L | iShares $ Corp Bond Interest Rate Hedged UCITS ETF | IE00BCLWRB8 | LSE | 0.25% | 5 | +6.03 | -- |
| IEFQ.L | iShares Edge MSCI Europe Quality Factor UCITS ETF | IE00BQN1K56 | LSE | 0.25% | 5 | ||
| IHDG | WisdomTree International Hedged Quality Dividend Growth Fund | US97717X594 | PCX | 0.58% | 5 | +5.19 | |
| IWQU.L | iShares Edge MSCI World Quality Factor UCITS ETF | IE00BP3QZ60 | LSE | 0.30% | 5 |
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.