iSh Edg MSCI Europ MinVol Acc

Ticker

MVEU.SW

ISIN

IE00B86MWN23

Price

CHF 57.87

Change Today

+0.36 / 0.626 %

Price 1 year ago

51.55 / 12.26 %

Morningstar

4

52 Week Low

50.85

52 Week High

59.48

200 Day Moving Average 57.02

57.02

50-day Moving Average

58.19

Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio 0.27
Sortino Ratio -0.48
Maximum Drawdown -1.89%
Maximum Drawdown Date 2023-12-28
Calmar Ratio -2.35

1 year

Parameter Value
Return 0.14
Volatility 1.738%
Alpha None
Beta None
R Squared None

History

Parameter Value
Average Annual Return 8.243%
Average Annual Volatility 15.506%
Sharpe Ratio 0.53
Sortino Ratio 0.37
Maximum Drawdown -32.0%
Maximum Drawdown Date 2020-03-17
Calmar Ratio -0.25

Company information

Summary

The investment objective of the Fund is to seek to provide investors with a total return, taking into account both capital and income returns, which reflects the return of the MSCI Europe Minimum Volatility ESG Reduced Carbon Target Index. In order to achieve this investment objective, the investment policy of the Fund is to invest in a portfolio of equity securities that, as far as possible and practicable, consist of the component securities of the MSCI Europe Minimum Volatility Index, this Fund’s Benchmark Index.

Market

CH

Category

--

Expense Ratio

0.25%

Fund family

-

Morningstar

4

Yield
-
Exchange
EBS
Sector Weight
None

Holdings

None

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.