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iShares MSCI Global Semiconductors UCITS ETF USD (...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE000I8KRLL9
WKNA3CVRA
IssueriShares
Inception DateAug 5, 2021
CategoryTechnology Equities
Leveraged1x
Index TrackedMSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Expense Ratio

SEC0.DE features an expense ratio of 0.35%, falling within the medium range.


Expense ratio chart for SEC0.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

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.


Popular comparisons: SEC0.DE vs. HNSS.L, SEC0.DE vs. VVSM.DE, SEC0.DE vs. SOXX, SEC0.DE vs. SMH, SEC0.DE vs. EQQQ.L, SEC0.DE vs. VGT, SEC0.DE vs. URTH, SEC0.DE vs. SPYL.DE, SEC0.DE vs. XDWT.DE, SEC0.DE vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in iShares MSCI Global Semiconductors UCITS ETF USD (Acc), 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%JuneJulyAugustSeptemberOctoberNovember
1.82%
16.18%
SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc))
Benchmark (^GSPC)

Returns By Period

iShares MSCI Global Semiconductors UCITS ETF USD (Acc) had a return of 20.56% year-to-date (YTD) and 36.96% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date20.56%25.45%
1 month-1.81%2.91%
6 months1.82%14.05%
1 year36.96%35.64%
5 years (annualized)N/A14.13%
10 years (annualized)N/A11.39%

Monthly Returns

The table below presents the monthly returns of SEC0.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.69%10.72%5.08%-4.13%5.25%10.12%-8.02%-4.17%0.07%-2.47%20.56%
202314.26%3.32%6.58%-9.04%19.75%3.01%3.35%-2.97%-3.68%-5.72%13.08%10.76%61.01%
2022-12.66%0.72%1.93%-9.39%1.22%-14.72%14.62%-6.56%-10.26%0.78%10.34%-9.59%-32.22%
20210.03%-2.18%5.96%12.21%4.10%21.11%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SEC0.DE is 34, 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 SEC0.DE is 3434
Combined Rank
The Sharpe Ratio Rank of SEC0.DE is 3434Sharpe Ratio Rank
The Sortino Ratio Rank of SEC0.DE is 3232Sortino Ratio Rank
The Omega Ratio Rank of SEC0.DE is 3434Omega Ratio Rank
The Calmar Ratio Rank of SEC0.DE is 4646Calmar Ratio Rank
The Martin Ratio Rank of SEC0.DE is 2323Martin 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 Semiconductors UCITS ETF USD (Acc) (SEC0.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SEC0.DE
Sharpe ratio
The chart of Sharpe ratio for SEC0.DE, currently valued at 1.22, compared to the broader market-2.000.002.004.006.001.22
Sortino ratio
The chart of Sortino ratio for SEC0.DE, currently valued at 1.68, compared to the broader market-2.000.002.004.006.008.0010.0012.001.68
Omega ratio
The chart of Omega ratio for SEC0.DE, currently valued at 1.23, compared to the broader market1.001.502.002.503.001.23
Calmar ratio
The chart of Calmar ratio for SEC0.DE, currently valued at 1.34, compared to the broader market0.005.0010.0015.001.34
Martin ratio
The chart of Martin ratio for SEC0.DE, currently valued at 3.37, compared to the broader market0.0020.0040.0060.0080.00100.003.37
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market-2.000.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.008.0010.0012.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market1.001.502.002.503.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0020.0040.0060.0080.00100.0018.72

Sharpe Ratio

The current iShares MSCI Global Semiconductors UCITS ETF USD (Acc) Sharpe ratio is 1.22. 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 Global Semiconductors UCITS ETF USD (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 Ratio1.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
1.22
2.84
SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc))
Benchmark (^GSPC)

Dividends

Dividend History


iShares MSCI Global Semiconductors UCITS ETF USD (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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.18%
0
SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc))
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Global Semiconductors UCITS ETF USD (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 Global Semiconductors UCITS ETF USD (Acc) was 36.91%, occurring on Oct 18, 2022. Recovery took 294 trading sessions.

The current iShares MSCI Global Semiconductors UCITS ETF USD (Acc) drawdown is 14.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.91%Jan 4, 2022204Oct 18, 2022294Dec 8, 2023498
-25.27%Jul 11, 202442Sep 6, 2024
-12.82%Mar 8, 202430Apr 22, 202422May 23, 202452
-7.85%Sep 15, 202114Oct 4, 202117Oct 27, 202131
-6.67%Nov 23, 202120Dec 20, 20214Dec 27, 202124

Volatility

Volatility Chart

The current iShares MSCI Global Semiconductors UCITS ETF USD (Acc) volatility is 7.66%, 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%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
7.66%
5.46%
SEC0.DE (iShares MSCI Global Semiconductors UCITS ETF USD (Acc))
Benchmark (^GSPC)