UBS (Irl) ETF plc - S&P 500 ESG ELITE UCITS ETF (USD) A Acc
Ticker
S5EE.L
ISIN
IE00BLSN7P1
Price
GBp 1,584.00
Change Today
+2.60 / 0.164 %
Price 1 year ago
1,606.50 / -1.401 %
Morningstar
-
52 Week Low
1,581.40
52 Week High
1,609.90
200 Day Moving Average 1,593.20
1,593.20
50-day Moving Average
1,593.20
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.00 |
| Sortino Ratio | 17.31 |
| Maximum Drawdown | -99.02% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -788.35 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | -32.98 |
| Volatility | 10145.782% |
| Alpha | +0.12 |
| Beta | -- |
| R Squared | +98.04 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | -1.882% |
| Average Annual Volatility | 1.378% |
| Sharpe Ratio | -1.37 |
| Sortino Ratio | -0.54 |
| Maximum Drawdown | -2.0% |
| Maximum Drawdown Date | 2024-11-20 |
| Calmar Ratio | 28.83 |
Company information
Summary
The objective of the Fund is to seek to track the equity market performance of the Index. In order to achieve the objective, the investment policy of the Fund is to seek to track the performance of the SS&P 500 ESG ELITE Index (Net Return) (or any other index determined by the Directors from time to time to track substantially the same market as the S&P 500 ESG ELITE Index (Net Return) and which is considered by the Directors to be an appropriate index for the Fund to track), in accordance with the Prospectus (the "Index") as closely as possible, while seeking to minimise as far as possible the difference in performance between the Fund and the Index. The Fund seeks to achieve the objective by tracking the Index and, with regard to ESG criteria, giving exposure to US-based companies with high ESG ratings and to exclude the ones with negative social or environmental impact.
Market
GB
Category
--
Expense Ratio
0.20%
Fund family
UBS Fund Management (Luxembourg) S.A.
Morningstar
-
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Technology | 20.18% |
| Financial services | 18.97% |
| Healthcare | 16.24% |
| Consumer cyclical | 12.04% |
| Communication services | 10.16% |
| Consumer defensive | 8.68% |
| Industrials | 8.01% |
| Basic materials | 3.00% |
| Realestate | 2.37% |
| Utilities | 0.31% |
| Energy | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| NVDA | NVIDIA Corp | 5.69% |
| MSFT | Microsoft Corp | 5.08% |
| V | Visa Inc Class A | 4.51% |
| UNH | UnitedHealth Group Inc | 4.31% |
| HD | The Home Depot Inc | 3.87% |
| MA | Mastercard Inc A | 3.64% |
| BAC | Bank of America Corp | 3.54% |
| ADBE | Adobe Inc | 3.19% |
| CMCSA | Comcast Corp Class A | 2.98% |
| GOOGL | Alphabet Inc A | 2.67% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| IJR | iShares Core S&P Small-Cap ETF | US4642878049 | PCX | 0.06% | 4 | +8.82 | |
| IJS | iShares S&P Small-Cap 600 Value ETF | US4642878791 | PCX | 0.18% | 4 | +14.11 | |
| IUSG | iShares Core S&P U.S. Growth ETF | US464287671 | NGM | 0.04% | 4 | -9.32 | |
| IUSV | iShares Core S&P U.S. Value ETF | US4642876639 | NGM | 0.04% | 4 | +10.69 | |
| IVE | iShares S&P 500 Value ETF | US4642874089 | PCX | 0.18% | 4 | +10.14 | |
| IVV | iShares Core S&P 500 ETF | IE00B5BMR087 | PCX | 0.03% | 4 | -0.03 | |
| IVW | iShares S&P 500 Growth ETF | US4642873099 | PCX | 0.18% | 4 | -10.40 | |
| KIE | SPDR S&P Insurance ETF | US78464A789 | PCX | 0.35% | 5 | +15.82 | |
| MDYV | SPDR S&P 400 Mid Cap Value ETF | US78464A839 | PCX | 0.15% | 4 | +17.25 | |
| NOBL | ProShares S&P 500 Dividend Aristocrats ETF | US74348A4673 | BTS | 0.35% | 5 | +7.12 | |
| SDY | SPDR S&P Dividend ETF | US78464A763 | PCX | 0.35% | 5 | +11.26 | |
| SPHQ | Invesco S&P 500 Quality ETF | IE00BDZCKK1 | PCX | 0.15% | 5 | -0.03 | |
| SPLG | SPDR Portfolio S&P 500 ETF | US78462F103 | PCX | 0.03% | 4 | -0.03 | |
| SPTM | SPDR Portfolio S&P 1500 Composite Stock Market ETF | US78464A805 | PCX | 0.03% | 4 | +0.92 | |
| SPY | SPDR S&P 500 ETF Trust | US78462F103 | PCX | 0.09% | 4 | -0.06 | |
| SPYG | SPDR Portfolio S&P 500 Growth ETF | US78464A870 | PCX | 0.04% | 4 | -10.27 | |
| SPYV | SPDR Portfolio S&P 500 Value ETF | NUS78464A50 | PCX | 0.04% | 4 | +10.26 |
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.