iShares MSCI Europe SRI UCITS ETF EUR (Acc)
Ticker
IESE.AS
ISIN
IE00B52VJ196
Price
EUR 67.50
Change Today
+0.05 / 0.074 %
Price 1 year ago
61.58 / 9.614 %
Morningstar
5
52 Week Low
61.47
52 Week High
72.32
200 Day Moving Average 69.65
69.65
50-day Moving Average
69.93
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.81 |
| Sortino Ratio | 0.57 |
| Maximum Drawdown | -1.49% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -22.39 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.44 |
| Volatility | 2.428% |
| Alpha | -3.29 |
| Beta | None |
| R Squared | +95.83 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 8.461% |
| Average Annual Volatility | 16.674% |
| Sharpe Ratio | 0.51 |
| Sortino Ratio | 0.46 |
| Maximum Drawdown | -33.0% |
| Maximum Drawdown Date | 2020-03-18 |
| Calmar Ratio | -0.25 |
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 SRI Select Reduced Fossil Fuel Index.
Market
NL
Category
Europe Large-Cap Blend Equity
Expense Ratio
0.20%
Fund family
BlackRock Asset Management Ireland - ETF
Morningstar
5
Yield
-
Exchange
AMS
| Sector | Weight |
|---|---|
| Healthcare | 18.92% |
| Financial services | 16.50% |
| Consumer defensive | 15.98% |
| Industrials | 12.05% |
| Communication services | 9.69% |
| Basic materials | 8.36% |
| Consumer cyclical | 6.69% |
| Technology | 4.21% |
| Utilities | 3.27% |
| Realestate | 1.30% |
| Energy | 1.24% |
| Country | Ratio |
|---|---|
| France | 21.34 |
| United Kingdom | 15.11 |
| Switzerland | 12.92 |
| Netherlands | 11.07 |
| Germany | 10.79 |
| Denmark | 10.37 |
| Spain | 4.31 |
| Italy | 3.41 |
| Sweden | 2.28 |
| Finland | 2.23 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| ROG | Roche Holding AG | 4.95% |
| ASML | ASML Holding NV | 4.83% |
| NOVO B | Novo Nordisk A/S B | 4.6% |
| SAP.DE | SAP SE | 4.56% |
| OR.PA | L'Oreal SA | 4.03% |
| ALV.DE | Allianz SE | 3.68% |
| SU.PA | Schneider Electric SE | 3.03% |
| ADS.DE | adidas AG | 2.53% |
| DPW.DE | Deutsche Post AG | 2.41% |
| LONN | Lonza Group Ltd | 1.89% |
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.