iShares MSCI USA SRI UCITS ETF USD (Dist)
Ticker
SRIL.AS
ISIN
IE00BZ173T46
Price
USD 11.26
Change Today
+0.17 / 1.524 %
Price 1 year ago
8.98 / 25.401 %
Morningstar
5
52 Week Low
8.99
52 Week High
11.33
200 Day Moving Average 10.23
10.23
50-day Moving Average
10.86
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.81 |
| Sortino Ratio | 0.79 |
| Maximum Drawdown | -1.59% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -29.49 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 2.12 |
| Volatility | 3.559% |
| Alpha | +2.98 |
| Beta | -- |
| R Squared | +99.36 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 16.972% |
| Average Annual Volatility | 18.431% |
| Sharpe Ratio | 0.92 |
| Sortino Ratio | 0.98 |
| Maximum Drawdown | -33.0% |
| Maximum Drawdown Date | 2020-03-23 |
| Calmar Ratio | -0.51 |
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 USA SRI Select Reduced Fossil Fuel Index.
Market
NL
Category
US Large-Cap Blend Equity
Expense Ratio
0.23%
Fund family
BlackRock Asset Management Ireland - ETF
Morningstar
5
Yield
0.0091
Exchange
AMS
| Sector | Weight |
|---|---|
| Healthcare | 19.04% |
| Financial services | 14.84% |
| Technology | 13.79% |
| Consumer cyclical | 13.52% |
| Consumer defensive | 12.54% |
| Industrials | 11.15% |
| Realestate | 4.05% |
| Communication services | 3.85% |
| Energy | 3.06% |
| Basic materials | 2.82% |
| Utilities | 0.87% |
| Country | Ratio |
|---|---|
| United States | 98.71 |
| Switzerland | 1.17 |
| United Kingdom | 0.12 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
| Belgium | 0.00 |
| Brazil | 0.00 |
| Canada | 0.00 |
| Chile | 0.00 |
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| NVDA | NVIDIA Corp | 6.11% |
| TSLA | Tesla Inc | 5.1% |
| MSFT | Microsoft Corp | 4.78% |
| HD | The Home Depot Inc | 4.31% |
| DIS | The Walt Disney Co | 4.28% |
| CSCO | Cisco Systems Inc | 3.0% |
| KO | Coca-Cola Co | 2.97% |
| PEP | PepsiCo Inc | 2.74% |
| TXN | Texas Instruments Inc | 2.37% |
| LOW | Lowe's Companies Inc | 1.9% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| EKLD.PA | BNP Paribas Easy MSCI USA SRI S-Series 5% Capped UCITS ETF Capitalisation | LU1291103338 | PAR | 0.18% | 5 | ||
| HLAL | Wahed FTSE USA Shariah ETF | US53656F607 | NGM | 0.50% | 5 | +0.10 | -- |
| SRIL.AS | iShares MSCI USA SRI UCITS ETF USD (Dist) | IE00BZ173T46 | AMS | 0.23% | 5 | +2.98 | -- |
| SUAS.L | iShares MSCI USA SRI UCITS ETF USD (Acc) | IE00BYVJRR9 | LSE | 0.25% | 5 | +2.95 | |
| SUUS.L | iShares MSCI USA SRI UCITS ETF USD (Acc) | IE00BYVJRR9 | LSE | 0.25% | 5 | +2.95 | |
| UITB | VictoryShares USAA Core Intermediate-Term Bond ETF | US92647N527 | NGM | 0.40% | 5 | -0.02 | |
| USTB | VictoryShares USAA Core Short-Term Bond ETF | US903288579 | NGM | 0.35% | 5 | -0.22 | |
| XMUS.L | Xtrackers MSCI USA Swap UCITS ETF | LU027421067 | LSE | 0.15% | 5 | -0.69 |
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.