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Invesco MSCI EMU ESG Universal Screened UCITS ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

IE00BMDBMX02

WKN

A2QGU1

Issuer

Invesco

Inception Date

Mar 10, 2021

Leveraged

1x

Index Tracked

MSCI EMU ESG Universal Select Business Screens

Domicile

Ireland

Distribution Policy

Accumulating

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

EEMU.DE has an expense ratio of 0.16%, which is considered low compared to other funds.


Expense ratio chart for EEMU.DE: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%

Share Price Chart


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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 Invesco MSCI EMU ESG Universal Screened UCITS ETF Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


EEMU.DE (Invesco MSCI EMU ESG Universal Screened UCITS ETF Acc)
Benchmark (^GSPC)

Returns By Period


EEMU.DE

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

3.96%

1M

2.77%

6M

10.09%

1Y

21.57%

5Y*

12.62%

10Y*

11.30%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.98%3.32%4.08%-1.88%3.06%-1.84%0.53%4.76%
20239.71%1.49%0.87%1.38%-2.14%3.96%1.90%-3.47%-3.65%-3.58%8.65%3.45%18.98%
2022-4.26%-5.83%-0.57%-2.06%-0.11%-9.15%7.57%-5.02%-6.22%7.16%8.85%-3.26%-13.86%
20212.45%2.46%2.82%0.92%1.69%2.83%-3.72%4.18%-2.74%4.95%16.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EEMU.DE is 35, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of EEMU.DE is 3535
Overall Rank
The Sharpe Ratio Rank of EEMU.DE is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of EEMU.DE is 3232
Sortino Ratio Rank
The Omega Ratio Rank of EEMU.DE is 3131
Omega Ratio Rank
The Calmar Ratio Rank of EEMU.DE is 5151
Calmar Ratio Rank
The Martin Ratio Rank of EEMU.DE is 3131
Martin 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 Invesco MSCI EMU ESG Universal Screened UCITS ETF Acc (EEMU.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
No data
EEMU.DE
^GSPC

There is not enough data available to calculate the Sharpe ratio for Invesco MSCI EMU ESG Universal Screened UCITS ETF Acc. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio
EEMU.DE (Invesco MSCI EMU ESG Universal Screened UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco MSCI EMU ESG Universal Screened UCITS ETF Acc doesn't pay dividends

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.


EEMU.DE (Invesco MSCI EMU ESG Universal Screened UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco MSCI EMU ESG Universal Screened UCITS ETF Acc. 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 Invesco MSCI EMU ESG Universal Screened UCITS ETF Acc was 25.94%, occurring on Sep 29, 2022. Recovery took 211 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.94%Jan 6, 2022189Sep 29, 2022211Jul 27, 2023400
-11.51%Jul 31, 202365Oct 27, 202330Dec 8, 202395
-9.37%May 16, 202458Aug 5, 2024
-6.22%Nov 18, 202112Dec 3, 202121Jan 5, 202233
-5.87%Aug 16, 202136Oct 4, 202120Nov 1, 202156

Volatility

Volatility Chart

The current Invesco MSCI EMU ESG Universal Screened UCITS ETF Acc volatility is 5.14%, 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.


EEMU.DE (Invesco MSCI EMU ESG Universal Screened UCITS ETF Acc)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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