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iShares MSCI Europe ESG Screened UCITS ETF EUR (Ac...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BFNM3D14
WKNA2N48D
IssueriShares
Inception DateOct 19, 2018
CategoryEurope Equities
Leveraged1x
Index TrackedMSCI Europe NR EUR
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SAEU.L has an expense ratio of 0.12%, which is considered low compared to other funds.


Expense ratio chart for SAEU.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

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 iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
1.60%
12.12%
SAEU.L (iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc))
Benchmark (^GSPC)

Returns By Period

iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) had a return of 6.30% year-to-date (YTD) and 18.90% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.30%22.29%
1 month-2.07%1.65%
6 months1.60%15.83%
1 year18.90%39.98%
5 years (annualized)7.57%13.99%
10 years (annualized)N/A11.23%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.39%2.78%3.65%-1.40%3.02%-1.07%0.53%1.58%-1.52%6.30%
20235.76%0.98%0.38%2.50%-4.05%2.51%1.61%-2.72%-0.08%-3.24%6.14%4.99%15.10%
2022-4.92%-3.40%1.96%-1.33%0.32%-6.74%5.16%-2.52%-4.58%3.79%7.73%-0.64%-6.04%
2021-2.32%0.15%4.50%4.70%1.72%1.01%1.45%2.44%-2.73%2.76%-1.67%4.19%17.04%
2020-3.51%-5.96%-9.87%3.42%7.21%4.10%-1.65%2.80%-0.04%-5.65%12.33%2.96%4.11%
20192.91%2.40%2.38%3.96%-2.35%5.76%1.87%-2.28%2.30%-1.50%1.42%1.48%19.61%
20182.32%-0.33%-4.45%-2.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SAEU.L is 28, suggesting that the investment has average results relative to other ETFs 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 SAEU.L is 2828
Combined Rank
The Sharpe Ratio Rank of SAEU.L is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of SAEU.L is 2020Sortino Ratio Rank
The Omega Ratio Rank of SAEU.L is 3333Omega Ratio Rank
The Calmar Ratio Rank of SAEU.L is 4949Calmar Ratio Rank
The Martin Ratio Rank of SAEU.L is 2020Martin 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 Europe ESG Screened UCITS ETF EUR (Acc) (SAEU.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SAEU.L
Sharpe ratio
The chart of Sharpe ratio for SAEU.L, currently valued at 0.90, compared to the broader market-2.000.002.004.006.000.90
Sortino ratio
The chart of Sortino ratio for SAEU.L, currently valued at 1.45, compared to the broader market0.005.0010.001.45
Omega ratio
The chart of Omega ratio for SAEU.L, currently valued at 1.28, compared to the broader market1.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for SAEU.L, currently valued at 1.55, compared to the broader market0.005.0010.0015.001.55
Martin ratio
The chart of Martin ratio for SAEU.L, currently valued at 3.61, compared to the broader market0.0020.0040.0060.0080.00100.00120.003.61
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market-2.000.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market0.005.0010.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market1.001.502.002.503.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.0015.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0020.0040.0060.0080.00100.00120.0022.22

Sharpe Ratio

The current iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) Sharpe ratio is 0.90. 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 Europe ESG Screened UCITS ETF EUR (Acc) 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 Ratio0.501.001.502.00MayJuneJulyAugustSeptemberOctober
0.90
2.34
SAEU.L (iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc))
Benchmark (^GSPC)

Dividends

Dividend History

0

iShares MSCI Europe ESG Screened UCITS ETF EUR (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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-3.28%
-0.30%
SAEU.L (iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Europe ESG Screened UCITS ETF EUR (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 iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) was 28.68%, occurring on Mar 16, 2020. Recovery took 188 trading sessions.

The current iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) drawdown is 3.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.68%Dec 24, 201957Mar 16, 2020188Dec 10, 2020245
-17.74%Nov 15, 2021228Oct 13, 202279Feb 2, 2023307
-11.91%Nov 17, 20238Nov 28, 2023109May 7, 2024117
-7.8%Apr 25, 2023132Oct 27, 202314Nov 16, 2023146
-7.65%Dec 4, 201816Dec 27, 201835Feb 15, 201951

Volatility

Volatility Chart

The current iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) volatility is 2.12%, 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%MayJuneJulyAugustSeptemberOctober
2.12%
3.27%
SAEU.L (iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc))
Benchmark (^GSPC)