SPDR MSCI Europe Consumer Staples UCITS ETF

Ticker

STS.PA

ISIN

IE00BKWQ0D84

Price

EUR 224.85

Change Today

+0.70 / 0.312 %

Price 1 year ago

236.00 / -4.725 %

Morningstar

3

52 Week Low

206.30

52 Week High

234.15

200 Day Moving Average 217.14

217.14

50-day Moving Average

214.23


Price evolution


Yearly returns


Peers comparison

Risk factors

1 year

Parameter Value
Sharpe Ratio -0.81
Sortino Ratio -1.28
Maximum Drawdown -11.44%
Maximum Drawdown Date 2023-10-27
Calmar Ratio 0.86

1 year

Parameter Value
Return -2.19
Volatility 8.056%
Alpha -0.85
Beta None
R Squared +70.25

History

Parameter Value
Average Annual Return 7.51%
Average Annual Volatility 15.462%
Sharpe Ratio 0.49
Sortino Ratio 0.44
Maximum Drawdown -40.0%
Maximum Drawdown Date 2009-03-20
Calmar Ratio -0.19

Company information

Summary

The investment objective of the Fund is to track the performance of European large and midsized companies in the Consumer Staples sector.

Market

FR

Category

Sector Equity Consumer Goods & Services

Expense Ratio

0.18%

Fund family

State Street Global Advisors Ltd

Morningstar

3

Yield
-
Exchange
PAR
Sector Weight
Consumer defensive 98.97%
Consumer cyclical 0.52%
Financial services 0.09%
Technology 0.07%
Industrials 0.07%
Healthcare 0.05%
Basic materials 0.03%
Communication services 0.03%
Energy 0.03%
Realestate 0.00%
Utilities 0.00%
Country Ratio
United Kingdom 35.08
Switzerland 28.66
France 16.32
Netherlands 6.00
Belgium 4.45
Germany 3.06
Sweden 1.34
Ireland 1.22
Norway 1.21
Denmark 1.16

Holdings

Symbol Name Allocation
NESN Nestle SA 25.18%
ULVR.L Unilever PLC 10.76%
OR.PA L'Oreal SA 7.86%
DGE.L Diageo PLC 7.83%
BATS.L British American Tobacco PLC 5.92%
RKT.L Reckitt Benckiser Group PLC 4.41%
ABI Anheuser-Busch InBev SA/NV 3.78%
RI.PA Pernod Ricard SA 3.26%
BN.PA Danone SA 3.22%
HEIA Heineken NV 2.2%

Alternative funds

Ticker Name Isin Exchange Expenses Morningstar Alpha Beta
DBEU Xtrackers MSCI Europe Hedged Equity ETF US233051853 PCX 0.45% 5 +7.20
EQDS.L iShares MSCI Europe Quality Dividend ESG UCITS ETF IE00BYYHSM2 LSE 0.28% 5
HEDJ WisdomTree Europe Hedged Equity Fund US97717X701 PCX 0.58% 5 +7.13
IEFQ.L iShares Edge MSCI Europe Quality Factor UCITS ETF IE00BQN1K56 LSE 0.25% 5
IESE.AS iShares MSCI Europe SRI UCITS ETF EUR (Acc) IE00B52VJ196 AMS 0.20% 5 -3.29
IESG.L iShares MSCI Europe SRI UCITS ETF EUR (Acc) IE00B52VJ19 LSE 0.20% 5 -3.29

Sustainability scores

Events

Indicators

Glossary
Momentum
A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
Inertia
In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
Relative Strength Index (RSI)
A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
Fibonacci's Weighted Moving Average
A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
Williams %R
A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
Relative Volatility Index (RVI)
A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
Commodity Channel Index (CCI)
A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.