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

ETF Info

ISIN

IE00BFNM3F38

WKN

A2N48E

Issuer

iShares

Inception Date

Oct 19, 2018

Leveraged

1x

Index Tracked

MSCI Europe NR EUR

Domicile

Ireland

Distribution Policy

Distributing

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

SDUE.L has an expense ratio of 0.12%, which is considered low.


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


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S&P 500

Returns By Period

iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L) returned 10.79% year-to-date (YTD) and 8.38% over the past 12 months.


SDUE.L

YTD

10.79%

1M

3.96%

6M

10.85%

1Y

8.38%

3Y*

10.60%

5Y*

11.35%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.21%1.92%-2.86%0.80%3.54%10.79%
2024-0.32%2.73%3.65%-1.40%3.15%-0.82%0.57%1.55%-1.52%-1.86%-0.46%-0.47%4.69%
20235.80%1.01%0.33%2.33%-3.99%2.99%1.71%-2.69%-0.07%-3.36%6.09%5.14%15.67%
2022-4.77%-3.23%1.81%-1.54%0.44%-6.34%5.23%-2.37%-4.68%3.71%7.64%-0.48%-5.46%
2021-2.30%-0.04%4.60%4.82%1.70%1.38%1.20%2.46%-2.74%2.80%-1.38%3.82%17.19%
2020-2.47%-5.99%-12.29%5.06%7.14%4.35%-1.37%2.40%0.06%-5.72%12.89%2.62%4.26%
20192.80%2.43%2.40%4.11%-2.35%5.81%1.90%-2.17%2.23%-1.50%1.32%1.94%20.27%
20182.31%-0.44%-4.33%-2.54%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SDUE.L is 53, 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 SDUE.L is 5353
Overall Rank
The Sharpe Ratio Rank of SDUE.L is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of SDUE.L is 4848
Sortino Ratio Rank
The Omega Ratio Rank of SDUE.L is 4545
Omega Ratio Rank
The Calmar Ratio Rank of SDUE.L is 6161
Calmar Ratio Rank
The Martin Ratio Rank of SDUE.L is 6060
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 iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) (SDUE.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.60
  • 5-Year: 0.77
  • All Time: 0.59

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) provided a 3.14% dividend yield over the last twelve months, with an annual payout of £0.21 per share. The fund has been increasing its distributions for 4 consecutive years.


0.00%0.50%1.00%1.50%2.00%2.50%3.00%3.50%£0.00£0.05£0.10£0.15£0.202018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend£0.21£0.21£0.18£0.17£0.15£0.10£0.17£0.01

Dividend yield

3.14%3.47%3.16%3.24%2.54%2.03%3.43%0.19%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025£0.00£0.00£0.00£0.00£0.00£0.00
2024£0.00£0.00£0.00£0.00£0.00£0.15£0.00£0.00£0.00£0.00£0.00£0.05£0.21
2023£0.00£0.00£0.00£0.00£0.00£0.13£0.00£0.00£0.00£0.00£0.00£0.05£0.18
2022£0.00£0.00£0.00£0.00£0.00£0.13£0.00£0.00£0.00£0.00£0.00£0.04£0.17
2021£0.00£0.00£0.00£0.00£0.00£0.10£0.00£0.00£0.00£0.00£0.00£0.05£0.15
2020£0.00£0.00£0.00£0.00£0.00£0.06£0.00£0.00£0.00£0.00£0.00£0.04£0.10
2019£0.00£0.00£0.00£0.00£0.00£0.12£0.00£0.00£0.00£0.00£0.00£0.04£0.17
2018£0.01£0.01

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist). 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 (Dist) was 27.99%, occurring on Mar 16, 2020. Recovery took 178 trading sessions.

The current iShares MSCI Europe ESG Screened UCITS ETF EUR (Dist) drawdown is 1.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.99%Feb 13, 202023Mar 16, 2020178Nov 27, 2020201
-17.27%Nov 12, 2021230Oct 13, 202277Feb 2, 2023307
-12.85%Mar 7, 202522Apr 7, 202527May 19, 202549
-7.55%Feb 17, 202319Mar 15, 202320Apr 14, 202339
-7.47%Dec 4, 201816Dec 27, 201835Feb 15, 201951
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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