Fact sheet: Dimensional Gbl SustnbltyCrEq

Fund information
Fund name
Dimensional Global Sustainability Core Equity Acc GBP
Fund manager company
Dimensional Fund Advisors(IRL)
Fund type
OEIC
Fund manager
  • Dimensional Portfolio Management Teamsince 25/06/2013
Fund objective
The investment objective of the Global Sustainability Core Equity Fund ("Fund") is to seek to maximise long-term total return.
Benchmark
  • MSCI World net div
Investment style
Value
Investment method
Shares
Quick stats
1 Year return
28.4%
1 Year rank in sector
5/68
Sector
FO Equity - Ethical
Yield
-
Ongoing charge (OCF)
?A fund’s ongoing charges figure (OCF) is similar to the old-style total expense ratio. It reflects the annual charge to investors in the fund, in percentage terms, but does not include extra performance-related fees (where these are levied) or the fund’s trading expenses on its underlying investments.
0.47%
Fund size
£69m
FE Risk score
?FE Risk Scores measure the riskiness of instruments relative to the FTSE 100 index of shares. Weekly volatility is measured over three years with recent behaviour counting more heavily than earlier behaviour. Cash-type investments will have scores close to zero. Funds will tend to have scores in the 0-150 range. The FTSE 100 is always scored at 100. There is no upper limit.
101
Top in this sector
Fund name1 Year
Alquity Latin America35.4%
Impax Environmental Markets34.8%
Sparinvest Ethical Gbl Val31.9%
Schroder ISFQEPGblESG30.2%
Dimensional Gbl SustnbltyCrEq28.4%
...more in FO Equity - Ethical

Performance snapshot

Holdings snapshot

  • USA46.6%
    Ireland18.5%
    Japan7.7%
    UK6.1%
    France3.3%
  • No data available.
  • US Equities46.6%
    Irish Equities18.5%
    Japanese Equities7.7%
    UK Equities6.1%
    French Equities3.3%

Performance vs Sector

Cumulative performance
 1 mth3 mth6 mth1 yr3 yr5 yr
Fund3.3%7.4%20.2%28.4%46.9%-
Sector2.5%0.6%5.5%5.7%20.1%54.3%
Rank within sector38 / 774 / 773 / 745 / 685 / 58-
Quartile2nd1st1st1st1st
Calendar performance
 YTD - 20162015201420132012
Fund27%3.9%9.7%--
Sector6%3.2%7.3%18.4%10.5%
Rank within sector5 / 6839 / 6125 / 58--
Quartile1st3rd2nd
Risk statistics
Alpha
?Alpha is a measure of a fund's over- or under-performance by comparison to its benchmark. If the Alpha is 5, the fund has outperformed its benchmark by 5%; so the greater the Alpha, the greater the outperformance.
9.21
Beta
?Beta estimates a fund's volatility by comparison to that of its benchmark. A fund with a beta close to 1 means that the fund will move generally in line with the benchmark. Higher than 1 and the fund is more volatile than the benchmark and vice versa.
0.62
Sharpe
?This commonly-used measure calculates the level of return over and above the return of a notional risk-free investment, such as cash. The difference in returns is then divided by the fund's volatility. The resulting ratio is an indication of the amount of excess return generated per unit of risk.
1.02
Volatility
?Volatility (or standard deviation), when applied to an investment fund, expresses its risk. It shows how widely a range of returns varied from the fund's average return over a particular period. For example, if a fund had an average return of 5%, and its volatility was 15, this would mean that the range of its returns over the period had swung between +20% and -10%.
9.1
Tracking error
?This measures the standard deviation of a fund's excess returns over the returns of an index or benchmark portfolio. As such, it can be an indication of 'riskiness' in the manager's investment style. A Tracking Error below 2 suggests a passive approach. At 3 and above the the manager will be deploying a more active investment style.
7.42
Information ratio
?This is a useful risk-adjusted measure of actively managed fund performance. It is calculated by deducting the returns of the fund's benchmark from the fund's overall returns, then dividing the result by its tracking error. The higher the Information Ratio the better. It is generally considered that a figure of 0.5 reflects a good performance, 0.75 very good, and 1.00 outstanding.
0.94
R-Squared
?An indication of how closely correlated a fund is to an index or a benchmark. Values for R-Squared range between 0 and 1, with 0 indicating no correlation at all and 1 showing a perfect match. Values upwards of 0.7 suggest that the fund's behaviour is increasingly linked to its benchmark.
0.57
Price movement
52 week high15.56
52 week low11.06
Current bid price-
Current offer price-
Current mid price15.76
Region
1USA46.63%
2Ireland18.55%
3Japan7.7%
4UK6.1%
5France3.3%
6Switzerland3.18%
7Canada2.49%
8Germany2.48%
9Australia1.98%
Industry sector
No data available.
Asset type
1US Equities46.58%
2Irish Equities18.55%
3Japanese Equities7.7%
4UK Equities6.09%
5French Equities3.3%
6Swiss Equities3.18%
7German Equities2.48%
8Canadian Equities2.46%
9Australian Equities1.9%
Individual holdings
1DIMENSIONAL GLOBAL SMALL COMPANIES DIS USD17.71%
2APPLE INC2.71%
3MICROSOFT CORP1.14%
4AMAZON.COM INC0.9%
5JOHNSON & JOHNSON0.84%
6VERIZON COMMUNICATIONS INC0.8%
7COMCAST CORP(NEW)0.77%
8AT&T INC0.69%
9UNITEDHEALTH GROUP INC0.59%
Management
Fund manager group
Dimensional Fund Advisors
Fund manager company
Dimensional Fund Advisors(IRL)
Fund type
OEIC
Fund objective
The investment objective of the Global Sustainability Core Equity Fund ("Fund") is to seek to maximise long-term total return.
Benchmark
  • MSCI World net div
Investment style
Value
Investment method
Shares
Fund manager
NameSinceBiography
Dimensional Portfolio Management Team25/06/2013
Compliance
Reporting Fund Status, UCITS IV Compliant
Domicile
No data available.
Fund for sale in
Finland, United Kingdom, Ireland, Netherlands, Offshore, Sweden
Dimensional Global Sustainability Core Equity Acc EUR
Initial charge-
Annual charge0.33%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.47%
Total expense ratio (TER)0.43%
Bid price-
Offer price-
Mid price15.87
CurrencyEUR
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJENL
Dimensional Global Sustainability Core Equity Acc GBP
Initial charge-
Annual charge0.33%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.47%
Total expense ratio (TER)0.43%
Bid price-
Offer price-
Mid price15.76
CurrencyGBP
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJENN
Dimensional Global Sustainability Core Equity Acc USD
Initial charge-
Annual charge0.33%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.47%
Total expense ratio (TER)0.43%
Bid price-
Offer price-
Mid price12.94
CurrencyUSD
Price updated08/12/2016
TypeAccumulation
Institutional or retail classInstitutional
Domicile-
Citi codeJENP
Dimensional Global Sustainability Core Equity Dis EUR
Initial charge-
Annual charge0.33%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.47%
Total expense ratio (TER)0.43%
Bid price-
Offer price-
Mid price15.15
CurrencyEUR
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJENM
Dimensional Global Sustainability Core Equity Dis GBP
Initial charge-
Annual charge0.33%
Min single investment£100,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.47%
Total expense ratio (TER)0.43%
Bid price-
Offer price-
Mid price15.01
CurrencyGBP
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJENO
Dimensional Global Sustainability Core Equity Dis USD
Initial charge-
Annual charge0.33%
Min single investment£200,000
Min regular saving£0
Available in ISANo
Ongoing charge (OCF)0.47%
Total expense ratio (TER)0.43%
Bid price-
Offer price-
Mid price12.35
CurrencyUSD
Price updated08/12/2016
TypeIncome
Institutional or retail classInstitutional
Domicile-
Citi codeJENQ
Data provided by

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