iShares Edge MSCI Europe Value Factor UCITS ETF
Ticker
IEVL.L
ISIN
IE00BG13YH4
Price
EUR 8.77
Change Today
+0.03 / 0.298 %
Price 1 year ago
7.76 / 12.878 %
Morningstar
4
52 Week Low
7.76
52 Week High
8.99
200 Day Moving Average 8.59
8.59
50-day Moving Average
8.77
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.26 |
| Sortino Ratio | 0.20 |
| Maximum Drawdown | -0.9% |
| Maximum Drawdown Date | 2024-01-03 |
| Calmar Ratio | -36.96 |
1 year
| Parameter | Value |
|---|---|
| Return | 1.03 |
| Volatility | 2.554% |
| Alpha | None |
| Beta | None |
| R Squared | None |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 7.166% |
| Average Annual Volatility | 18.667% |
| Sharpe Ratio | 0.38 |
| Sortino Ratio | 0.30 |
| Maximum Drawdown | -41.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.16 |
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 Enhanced Value Index.
Market
GB
Category
Europe Large-Cap Value Equity
Expense Ratio
0.25%
Fund family
BlackRock Asset Management Ireland - ETF
Morningstar
4
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Healthcare | 16.53% |
| Financial services | 15.35% |
| Consumer defensive | 13.88% |
| Industrials | 13.54% |
| Consumer cyclical | 9.58% |
| Basic materials | 7.34% |
| Technology | 6.91% |
| Energy | 6.63% |
| Utilities | 4.47% |
| Communication services | 4.20% |
| Realestate | 1.05% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| BATS.L | British American Tobacco PLC | 6.36% |
| NOVN | Novartis AG | 3.33% |
| ROG | Roche Holding AG | 2.88% |
| SIE.DE | Siemens AG | 2.63% |
| STLA | Stellantis NV | 2.48% |
| SAN.PA | Sanofi SA | 2.46% |
| DAI.DE | Daimler AG | 2.41% |
| NOKIA | Nokia Oyj | 2.03% |
| RIO.L | Rio Tinto PLC | 1.95% |
| AD | Koninklijke Ahold Delhaize NV | 1.93% |
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 | -- |
| 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.