Fact sheet: State Street EMU Index Eq

Fund information

Fund name
State Street EMU Index Equity I
Fund company manager
State Street Gbl Advisors LUX
Fund type
SIB
Fund objective
The objective of the Fund is to track the performance of the MSCI EMU Index (the "Index") as closely as reasonably possible over the long term.
Benchmark
MSCI EMU
Investment style
Passive/Tracking
Investment method
Shares,Physical - Full

Quick stats

1 Year return

20.51 %

1 Year rank in sector

45/98

Sector

FO Equity - Europe ex UK

Yield
-
Fund size

£ 679.0 m

FE Risk score

124

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    32.55%
  • Germany
    29.27%
  • Netherlands
    11.02%
  • Spain
    10.74%
  • Italy
    6.94%
  • Financials
    19.69%
  • Industrials
    15.27%
  • Consumer Discretionary
    13.63%
  • Consumer Staples
    10.69%
  • Health Care
    8.27%
  • French Equities
    32.55%
  • German Equities
    29.27%
  • Dutch Equities
    11.02%
  • Spanish Equities
    10.74%
  • Italian Equities
    6.94%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-2.08 %8.45 %21.03 %26.97 %90.44 %
Sector-1.28 %9.05 %19.32 %30.12 %88.25 %
Rank within sector68 / 10049 / 9845 / 9849 / 8532 / 73
Quartile th3 rd2 nd2 nd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund10.01 %4.59 %10.45 %4.42 %23.84 %
Sector10.95 %4.14 %12.69 %3.54 %23.24 %
Rank within sector57 / 9835 / 9155 / 8532 / 8235 / 74
Quartile th3 rd2 nd3 rd2 nd2 nd

Risk statistics

Alpha-2.01
Beta1.16
Sharpe0.26
Volatility14.87
Tracking error4.01
Information ratio-0.23
R-Squared0.94

Price movement

52 week high12.5814
52 week low9.8972
Current bid price0
Current offer price0
Current mid price12.2246

Holdings by region

  • 32.55% France
  • 29.27% Germany
  • 11.02% Netherlands
  • 10.74% Spain
  • 6.94% Italy
  • 3.58% Belgium
  • 3.13% Finland
  • 1.4% Ireland
  • 0.71% Austria
  • 0.48% Portugal

Holdings by sector

  • 19.69% Financials
  • 15.27% Industrials
  • 13.63% Consumer Discretionary
  • 10.69% Consumer Staples
  • 8.27% Health Care
  • 8.08% Materials
  • 7.93% Information Technology
  • 5.23% Energy
  • 4.99% Utilities
  • 4.46% Telecommunications

Holdings by asset type

  • 32.55% French Equities
  • 29.27% German Equities
  • 11.02% Dutch Equities
  • 10.74% Spanish Equities
  • 6.94% Italian Equities
  • 3.58% Belgian Equities
  • 3.13% Finnish Equities
  • 1.4% Irish Equities
  • 0.71% Austrian Equities
  • 0.48% Portuguese Equities

Individual holdings

  • 2.76% TOTAL SA
  • 2.57% SANOFI
  • 2.45% BAYER AG
  • 2.44% SIEMENS AG
  • 2.35% SAP SE
  • 2.12% BANCO SANTANDER SA
  • 2.07% UNILEVER NV
  • 1.99% ANHEUSER-BUSCH INBEV SA/NV
  • 1.96% ALLIANZ SE
  • 1.93% BASF SE