Lyxor MSCI USA ESG Broad CTB (DR) UCITS ETF
Ticker
USA.PA
ISIN
FR0010296061
Price
EUR 459.31
Change Today
-2.18 / -0.473 %
Price 1 year ago
410.03 / 12.018 %
Morningstar
4
52 Week Low
405.07
52 Week High
461.49
200 Day Moving Average 437.34
437.34
50-day Moving Average
449.28
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.13 |
| Sortino Ratio | -0.56 |
| Maximum Drawdown | -1.4% |
| Maximum Drawdown Date | 2024-01-05 |
| Calmar Ratio | -0.22 |
1 year
| Parameter | Value |
|---|---|
| Return | 0.08 |
| Volatility | 2.028% |
| Alpha | -2.04 |
| Beta | None |
| R Squared | +99.88 |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 11.551% |
| Average Annual Volatility | 7.134% |
| Sharpe Ratio | 1.62 |
| Sortino Ratio | 1.35 |
| Maximum Drawdown | -4.0% |
| Maximum Drawdown Date | 2024-04-22 |
| Calmar Ratio | -6.64 |
Company information
Summary
The Lyxor MSCI USA UCITS ETF is a UCITS compliant exchange traded fund that aims to track the benchmark index MSCI Daily TR Net USA USD.The MSCI Daily TR Net USA USD is a free float-adjusted market capitalisation weighted index that monitors the performance of USA stocks. The index is designed to measure the USA equity market performance covering around 85% of free float-adjusted market capitalisation. The complete construction methodology for the index is available on www.msci.comLyxor ETFs are efficient investment vehicles listed on exchange that offer transparent, liquid and low-cost exposure to the underlying benchmark index.
Market
FR
Category
US Large-Cap Blend Equity
Expense Ratio
0.09%
Fund family
Lyxor International Asset Management S.A.S.
Morningstar
4
Yield
0.011
Exchange
PAR
| Sector | Weight |
|---|---|
| Technology | 25.48% |
| Healthcare | 14.64% |
| Financial services | 12.96% |
| Consumer cyclical | 10.19% |
| Communication services | 8.49% |
| Industrials | 8.04% |
| Consumer defensive | 7.82% |
| Energy | 3.88% |
| Realestate | 3.09% |
| Basic materials | 2.69% |
| Utilities | 2.39% |
| Country | Ratio |
|---|---|
| United States | 98.59 |
| United Kingdom | 0.53 |
| Switzerland | 0.33 |
| Netherlands | 0.29 |
| Brazil | 0.22 |
| Canada | 0.03 |
| Singapore | 0.01 |
| Argentina | 0.00 |
| Australia | 0.00 |
| Austria | 0.00 |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| EKLD.PA | BNP Paribas Easy MSCI USA SRI S-Series 5% Capped UCITS ETF Capitalisation | LU1291103338 | PAR | 0.18% | 5 | ||
| HLAL | Wahed FTSE USA Shariah ETF | US53656F607 | NGM | 0.50% | 5 | +0.10 | -- |
| SRIL.AS | iShares MSCI USA SRI UCITS ETF USD (Dist) | IE00BZ173T46 | AMS | 0.23% | 5 | +2.98 | -- |
| SUAS.L | iShares MSCI USA SRI UCITS ETF USD (Acc) | IE00BYVJRR9 | LSE | 0.25% | 5 | +2.95 | |
| SUUS.L | iShares MSCI USA SRI UCITS ETF USD (Acc) | IE00BYVJRR9 | LSE | 0.25% | 5 | +2.95 | |
| UITB | VictoryShares USAA Core Intermediate-Term Bond ETF | US92647N527 | NGM | 0.40% | 5 | -0.02 | |
| USTB | VictoryShares USAA Core Short-Term Bond ETF | US903288579 | NGM | 0.35% | 5 | -0.22 | |
| XMUS.L | Xtrackers MSCI USA Swap UCITS ETF | LU027421067 | LSE | 0.15% | 5 | -0.69 |
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.