PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
iShares MSCI World Energy Sector UCITS ETF USD (Di...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BJ5JP105
WKNA2PHCF
IssueriShares
Inception DateOct 17, 2019
CategoryEnergy Equities
Leveraged1x
Index TrackedMSCI World Energy
DomicileIreland
Distribution PolicyDistributing
Asset ClassEquity

Expense Ratio

5MVW.DE has an expense ratio of 0.18%, which is considered low compared to other funds.


Expense ratio chart for 5MVW.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in iShares MSCI World Energy Sector UCITS ETF USD (Dist), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
-5.66%
7.48%
5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist))
Benchmark (^GSPC)

Returns By Period

iShares MSCI World Energy Sector UCITS ETF USD (Dist) had a return of 8.93% year-to-date (YTD) and 2.51% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date8.93%19.70%
1 month-0.40%1.08%
6 months-5.66%9.56%
1 year2.51%34.99%
5 years (annualized)N/A14.15%
10 years (annualized)N/A11.26%

Monthly Returns

The table below presents the monthly returns of 5MVW.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.27%1.54%8.89%2.75%-3.39%0.78%0.90%-3.86%-3.78%8.93%
20231.77%-1.72%-4.54%2.40%-6.67%4.01%5.37%3.34%5.72%-4.81%-3.29%-0.20%0.37%
202215.95%4.89%10.78%4.14%11.24%-14.01%9.23%4.02%-6.26%17.24%-0.98%-6.90%54.51%
20214.50%15.37%5.60%-1.85%3.27%6.11%-6.03%-0.39%12.05%7.81%-4.39%3.48%53.18%
2020-7.68%-15.17%-26.73%15.95%-1.90%-2.28%-7.82%1.44%-11.93%-6.09%28.84%0.27%-36.29%
2019-1.85%2.73%3.76%4.62%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 5MVW.DE is 11, indicating that it is in the bottom 11% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of 5MVW.DE is 1111
5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist))
The Sharpe Ratio Rank of 5MVW.DE is 1010Sharpe Ratio Rank
The Sortino Ratio Rank of 5MVW.DE is 99Sortino Ratio Rank
The Omega Ratio Rank of 5MVW.DE is 99Omega Ratio Rank
The Calmar Ratio Rank of 5MVW.DE is 1717Calmar Ratio Rank
The Martin Ratio Rank of 5MVW.DE is 99Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI World Energy Sector UCITS ETF USD (Dist) (5MVW.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


5MVW.DE
Sharpe ratio
The chart of Sharpe ratio for 5MVW.DE, currently valued at 0.35, compared to the broader market0.002.004.006.000.35
Sortino ratio
The chart of Sortino ratio for 5MVW.DE, currently valued at 0.59, compared to the broader market0.005.0010.000.59
Omega ratio
The chart of Omega ratio for 5MVW.DE, currently valued at 1.07, compared to the broader market1.001.502.002.503.001.07
Calmar ratio
The chart of Calmar ratio for 5MVW.DE, currently valued at 0.42, compared to the broader market0.005.0010.0015.000.42
Martin ratio
The chart of Martin ratio for 5MVW.DE, currently valued at 0.77, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.77
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.006.002.64
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market0.005.0010.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.48, compared to the broader market1.001.502.002.503.001.48
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.34, compared to the broader market0.005.0010.0015.002.34
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.17, compared to the broader market0.0020.0040.0060.0080.00100.00120.0016.17

Sharpe Ratio

The current iShares MSCI World Energy Sector UCITS ETF USD (Dist) Sharpe ratio is 0.35. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI World Energy Sector UCITS ETF USD (Dist) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00MayJuneJulyAugustSeptemberOctober
0.35
2.14
5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist))
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI World Energy Sector UCITS ETF USD (Dist) granted a 3.32% dividend yield in the last twelve months. The annual payout for that period amounted to €0.21 per share.


PeriodTTM20232022202120202019
Dividend€0.21€0.22€0.21€0.15€0.15€0.03

Dividend yield

3.32%3.64%3.41%3.49%5.08%0.63%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI World Energy Sector UCITS ETF USD (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024€0.00€0.00€0.00€0.00€0.00€0.11€0.00€0.00€0.00€0.00€0.11
2023€0.00€0.00€0.00€0.00€0.00€0.12€0.00€0.00€0.00€0.00€0.00€0.11€0.22
2022€0.00€0.00€0.00€0.00€0.00€0.10€0.00€0.00€0.00€0.00€0.00€0.11€0.21
2021€0.00€0.00€0.00€0.00€0.00€0.07€0.00€0.00€0.00€0.00€0.00€0.08€0.15
2020€0.00€0.00€0.00€0.00€0.00€0.08€0.00€0.00€0.00€0.00€0.00€0.06€0.15
2019€0.03€0.03

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-8.05%
-0.63%
5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI World Energy Sector UCITS ETF USD (Dist). A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI World Energy Sector UCITS ETF USD (Dist) was 56.87%, occurring on Mar 18, 2020. Recovery took 456 trading sessions.

The current iShares MSCI World Energy Sector UCITS ETF USD (Dist) drawdown is 8.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.87%Jan 7, 202052Mar 18, 2020456Jan 4, 2022508
-21.37%Jun 9, 202226Jul 14, 202272Oct 24, 202298
-19.55%Nov 8, 202293Mar 17, 2023263Mar 28, 2024356
-14.31%Apr 15, 2024107Sep 11, 2024
-8.9%Apr 22, 20222Apr 25, 20227May 4, 20229

Volatility

Volatility Chart

The current iShares MSCI World Energy Sector UCITS ETF USD (Dist) volatility is 6.68%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
6.68%
3.28%
5MVW.DE (iShares MSCI World Energy Sector UCITS ETF USD (Dist))
Benchmark (^GSPC)