iShares Edge MSCI Europe Multifactor UCITS (FSEU.L)
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 Europe Diversified Multiple-Factor Index.
ETF Info
| ISIN | IE00BZ0PKV06 |
|---|---|
| Issuer | iShares |
| Inception Date | Sep 4, 2015 |
| Category | Europe Equities |
| Leveraged | 1x |
| Index Tracked | MSCI Europe NR EUR |
| Asset Class | Equity |
Expense Ratio
FSEU.L features an expense ratio of 0.45%, falling within the medium range.
Share Price Chart
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Popular comparisons: FSEU.L vs. XDEQ.L
Performance
Performance Chart
The chart shows the growth of an initial investment of £10,000 in iShares Edge MSCI Europe Multifactor UCITS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
iShares Edge MSCI Europe Multifactor UCITS had a return of 13.03% year-to-date (YTD) and 21.19% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 13.03% | 18.42% |
| 1 month | 1.65% | 2.28% |
| 6 months | 8.89% | 9.95% |
| 1 year | 21.19% | 25.31% |
| 5 years (annualized) | 8.98% | 14.08% |
| 10 years (annualized) | N/A | 10.95% |
Monthly Returns
The table below presents the monthly returns of FSEU.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.20% | 3.32% | 4.90% | -0.68% | 4.03% | -1.73% | 0.84% | 13.03% | |||||
| 2023 | 5.43% | 2.75% | -0.00% | 1.00% | -4.41% | 3.05% | 2.58% | -1.55% | -0.41% | -2.96% | 6.01% | 4.66% | 16.69% |
| 2022 | -5.04% | -2.75% | 2.82% | -2.76% | -0.55% | -7.13% | 4.11% | -3.20% | -5.93% | 3.69% | 6.21% | 0.10% | -10.88% |
| 2021 | -1.44% | -0.81% | 5.72% | 4.46% | 2.60% | 1.84% | 2.00% | 1.57% | -3.39% | 1.97% | -1.09% | 4.38% | 18.88% |
| 2020 | -1.70% | -6.39% | -12.87% | 5.32% | 6.72% | 3.42% | -0.06% | 2.45% | 1.75% | -4.82% | 10.30% | 3.06% | 5.03% |
| 2019 | 5.83% | 0.73% | 1.32% | 2.96% | -2.76% | 5.92% | 1.69% | -2.68% | 1.99% | -1.07% | 1.57% | 1.84% | 18.30% |
| 2018 | 1.18% | -1.32% | -3.05% | 4.10% | 2.35% | -1.10% | 3.18% | -1.45% | -0.41% | -6.97% | -2.75% | -3.84% | -10.14% |
| 2017 | 0.29% | 2.96% | 3.11% | 1.25% | 3.96% | -2.12% | 2.32% | 2.50% | -0.80% | 2.49% | -2.59% | 2.39% | 16.67% |
| 2016 | -2.77% | -0.17% | 3.05% | -0.51% | 1.81% | 0.00% | 5.12% | 2.37% | 2.25% | 2.89% | -3.68% | 5.67% | 16.74% |
| 2015 | -2.13% | 3.53% | 3.47% | 1.12% | 6.00% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of FSEU.L is 85, placing it in the top 15% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares Edge MSCI Europe Multifactor UCITS (FSEU.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Edge MSCI Europe Multifactor UCITS. 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 Edge MSCI Europe Multifactor UCITS was 29.40%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current iShares Edge MSCI Europe Multifactor UCITS drawdown is 0.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.4% | Feb 21, 2020 | 22 | Mar 23, 2020 | 166 | Dec 2, 2020 | 188 |
| -20.33% | Nov 15, 2021 | 228 | Oct 13, 2022 | 293 | Dec 11, 2023 | 521 |
| -17.3% | Aug 29, 2018 | 85 | Dec 27, 2018 | 249 | Dec 20, 2019 | 334 |
| -11.07% | Dec 30, 2015 | 31 | Feb 11, 2016 | 39 | Apr 8, 2016 | 70 |
| -9.04% | Jan 22, 2018 | 46 | Mar 26, 2018 | 31 | May 11, 2018 | 77 |
Volatility
Volatility Chart
The current iShares Edge MSCI Europe Multifactor UCITS volatility is 3.82%, 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.