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iShares MSCI Global Energy Producers ETF (FILL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS4642863439
CUSIP464286343
IssueriShares
Inception DateJan 31, 2012
RegionDeveloped Markets (Broad)
CategoryEnergy Equities
Index TrackedMSCI ACWI Select Energy Producers Investable Market Index
Home Pagewww.ishares.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The iShares MSCI Global Energy Producers ETF has a high expense ratio of 0.39%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.39%

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.


iShares MSCI Global Energy Producers ETF

Popular comparisons: FILL vs. IXC, FILL vs. VPU, FILL vs. XLE, FILL vs. WENS.L, FILL vs. ENGY.L, FILL vs. ENGW.L

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Global Energy Producers ETF, 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%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
7.50%
15.75%
FILL (iShares MSCI Global Energy Producers ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

iShares MSCI Global Energy Producers ETF had a return of 13.15% year-to-date (YTD) and 15.34% in the last 12 months. Over the past 10 years, iShares MSCI Global Energy Producers ETF had an annualized return of 3.75%, while the S&P 500 had an annualized return of 10.53%, indicating that iShares MSCI Global Energy Producers ETF did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date13.15%6.12%
1 month6.44%-1.08%
6 months7.96%15.73%
1 year15.34%22.34%
5 years (annualized)9.75%11.82%
10 years (annualized)3.75%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.29%2.25%7.94%
20233.24%-4.42%-0.16%0.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FILL is 55, 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 FILL is 5555
iShares MSCI Global Energy Producers ETF(FILL)
The Sharpe Ratio Rank of FILL is 5151Sharpe Ratio Rank
The Sortino Ratio Rank of FILL is 5050Sortino Ratio Rank
The Omega Ratio Rank of FILL is 4949Omega Ratio Rank
The Calmar Ratio Rank of FILL is 7171Calmar Ratio Rank
The Martin Ratio Rank of FILL is 5353Martin 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 Global Energy Producers ETF (FILL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FILL
Sharpe ratio
The chart of Sharpe ratio for FILL, currently valued at 0.87, compared to the broader market0.002.004.000.87
Sortino ratio
The chart of Sortino ratio for FILL, currently valued at 1.30, compared to the broader market-2.000.002.004.006.008.0010.001.30
Omega ratio
The chart of Omega ratio for FILL, currently valued at 1.16, compared to the broader market1.001.502.002.501.16
Calmar ratio
The chart of Calmar ratio for FILL, currently valued at 1.18, compared to the broader market0.002.004.006.008.0010.0012.001.18
Martin ratio
The chart of Martin ratio for FILL, currently valued at 3.07, compared to the broader market0.0020.0040.0060.0080.003.07
^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 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current iShares MSCI Global Energy Producers ETF Sharpe ratio is 0.87. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.87
1.89
FILL (iShares MSCI Global Energy Producers ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Global Energy Producers ETF granted a 3.68% dividend yield in the last twelve months. The annual payout for that period amounted to $1.00 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.00$1.00$1.17$0.70$0.52$1.08$0.59$0.67$0.56$0.56$0.52$0.64

Dividend yield

3.68%4.16%4.82%3.94%3.96%5.71%3.17%3.11%2.75%3.42%2.44%2.46%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Global Energy Producers ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.40$0.00$0.00$0.00$0.00$0.00$0.60
2022$0.00$0.00$0.00$0.00$0.00$0.39$0.00$0.00$0.00$0.00$0.00$0.78
2021$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.46
2020$0.00$0.00$0.00$0.00$0.00$0.24$0.00$0.00$0.00$0.00$0.00$0.28
2019$0.00$0.00$0.00$0.00$0.00$0.31$0.00$0.00$0.00$0.00$0.00$0.77
2018$0.00$0.00$0.00$0.00$0.00$0.27$0.00$0.00$0.00$0.00$0.00$0.32
2017$0.00$0.00$0.00$0.00$0.00$0.30$0.00$0.00$0.00$0.00$0.00$0.37
2016$0.00$0.00$0.00$0.00$0.00$0.27$0.00$0.00$0.00$0.00$0.00$0.29
2015$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.00$0.00$0.00$0.28
2014$0.00$0.00$0.00$0.00$0.00$0.35$0.00$0.00$0.00$0.00$0.00$0.18
2013$0.34$0.00$0.00$0.00$0.00$0.00$0.30

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.08%
-3.66%
FILL (iShares MSCI Global Energy Producers ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Global Energy Producers 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 iShares MSCI Global Energy Producers ETF was 65.98%, occurring on Mar 18, 2020. Recovery took 508 trading sessions.

The current iShares MSCI Global Energy Producers ETF drawdown is 2.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.98%Jun 24, 20141435Mar 18, 2020508Mar 23, 20221943
-25.09%Jun 9, 202224Jul 14, 202287Nov 15, 2022111
-20.95%Feb 28, 201254Jun 5, 2012273Oct 22, 2013327
-15.35%Nov 16, 202283Mar 17, 2023101Aug 11, 2023184
-10.12%Sep 15, 202362Dec 12, 202363Mar 14, 2024125

Volatility

Volatility Chart

The current iShares MSCI Global Energy Producers ETF volatility is 3.07%, 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
3.07%
3.44%
FILL (iShares MSCI Global Energy Producers ETF)
Benchmark (^GSPC)