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SPDR MSCI Europe Energy UCITS ETF (ENGE.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BKWQ0F09
WKNA1191P
IssuerState Street
Inception DateDec 5, 2014
CategoryEnergy Equities
Index TrackedMSCI World/Energy NR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

The SPDR MSCI Europe Energy UCITS ETF features an expense ratio of 0.18%, falling within the medium range.


0.50%1.00%1.50%2.00%0.18%

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.


SPDR MSCI Europe Energy UCITS ETF

Popular comparisons: ENGE.L vs. IXC, ENGE.L vs. GUNR, ENGE.L vs. SWRD.L

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in SPDR MSCI Europe Energy UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
0.63%
13.32%
ENGE.L (SPDR MSCI Europe Energy UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

SPDR MSCI Europe Energy UCITS ETF had a return of 7.94% year-to-date (YTD) and 11.17% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.94%5.90%
1 month8.13%-1.28%
6 months0.63%15.51%
1 year11.17%21.68%
5 years (annualized)N/A11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-3.42%-0.81%7.02%
20238.67%-0.64%-2.50%-0.32%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ENGE.L is 44, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of ENGE.L is 4444
SPDR MSCI Europe Energy UCITS ETF(ENGE.L)
The Sharpe Ratio Rank of ENGE.L is 4242Sharpe Ratio Rank
The Sortino Ratio Rank of ENGE.L is 4141Sortino Ratio Rank
The Omega Ratio Rank of ENGE.L is 4141Omega Ratio Rank
The Calmar Ratio Rank of ENGE.L is 5656Calmar Ratio Rank
The Martin Ratio Rank of ENGE.L is 3939Martin 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 SPDR MSCI Europe Energy UCITS ETF (ENGE.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ENGE.L
Sharpe ratio
The chart of Sharpe ratio for ENGE.L, currently valued at 0.59, compared to the broader market0.002.004.000.59
Sortino ratio
The chart of Sortino ratio for ENGE.L, currently valued at 0.92, compared to the broader market-2.000.002.004.006.008.0010.000.92
Omega ratio
The chart of Omega ratio for ENGE.L, currently valued at 1.11, compared to the broader market1.001.502.002.501.11
Calmar ratio
The chart of Calmar ratio for ENGE.L, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.0012.000.69
Martin ratio
The chart of Martin ratio for ENGE.L, currently valued at 1.65, compared to the broader market0.0020.0040.0060.0080.001.65
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current SPDR MSCI Europe Energy UCITS ETF Sharpe ratio is 0.59. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.59
1.73
ENGE.L (SPDR MSCI Europe Energy UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


SPDR MSCI Europe Energy UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.53%
-2.55%
ENGE.L (SPDR MSCI Europe Energy UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the SPDR MSCI Europe Energy UCITS ETF. 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 SPDR MSCI Europe Energy UCITS ETF was 19.27%, occurring on Jul 14, 2022. Recovery took 73 trading sessions.

The current SPDR MSCI Europe Energy UCITS ETF drawdown is 3.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.27%Jun 9, 202226Jul 14, 202273Oct 27, 202299
-16.19%Feb 17, 202369May 31, 202375Sep 14, 2023144
-13.34%Oct 20, 202364Jan 22, 202452Apr 5, 2024116
-7.73%Nov 7, 202230Dec 16, 202236Feb 9, 202366
-6.67%Apr 20, 20224Apr 25, 20225May 3, 20229

Volatility

Volatility Chart

The current SPDR MSCI Europe Energy UCITS ETF volatility is 5.42%, 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%NovemberDecember2024FebruaryMarchApril
5.42%
4.15%
ENGE.L (SPDR MSCI Europe Energy UCITS ETF)
Benchmark (^GSPC)