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

21.45 %

1 Year rank in sector

34/96

Sector

FO Equity - Europe ex UK

Yield
-
Fund size

£ 679.2 m

FE Risk score

120

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    31.97%
  • Germany
    28.7%
  • Netherlands
    11.14%
  • Spain
    10.67%
  • Italy
    7.43%
  • Financials
    20.86%
  • Industrials
    15.3%
  • Consumer Discretionary
    13.32%
  • Consumer Staples
    10.36%
  • Materials
    8.14%
  • French Equities
    31.97%
  • German Equities
    28.7%
  • Dutch Equities
    11.14%
  • Spanish Equities
    10.67%
  • Italian Equities
    7.43%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund2.58 %6.6 %21.45 %26.13 %71.2 %
Sector1.56 %6.33 %18.4 %29.56 %73.28 %
Rank within sector33 / 9848 / 9634 / 9645 / 8331 / 71
Quartile th2 nd2 nd2 nd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund11.54 %4.59 %10.45 %4.42 %23.84 %
Sector11.98 %4.14 %12.69 %3.54 %23.24 %
Rank within sector50 / 9634 / 8953 / 8330 / 8035 / 72
Quartile th3 rd2 nd3 rd2 nd2 nd

Risk statistics

Alpha-2.22
Beta1.16
Sharpe0.31
Volatility14.69
Tracking error3.92
Information ratio-0.26
R-Squared0.95

Price movement

52 week high12.5814
52 week low10.0775
Current bid price0
Current offer price0
Current mid price12.3941

Holdings by region

  • 31.97% France
  • 28.7% Germany
  • 11.14% Netherlands
  • 10.67% Spain
  • 7.43% Italy
  • 3.6% Belgium
  • 3.08% Finland
  • 1.33% Ireland
  • 0.83% Others
  • 0.77% Austria

Holdings by sector

  • 20.86% Financials
  • 15.3% Industrials
  • 13.32% Consumer Discretionary
  • 10.36% Consumer Staples
  • 8.14% Materials
  • 7.9% Information Technology
  • 7.76% Health Care
  • 5.32% Utilities
  • 5.08% Energy
  • 4.18% Telecommunications

Holdings by asset type

  • 31.97% French Equities
  • 28.7% German Equities
  • 11.14% Dutch Equities
  • 10.67% Spanish Equities
  • 7.43% Italian Equities
  • 3.6% Belgian Equities
  • 3.08% Finnish Equities
  • 1.33% Irish Equities
  • 0.83% International Equities
  • 0.77% Austrian Equities

Individual holdings

  • 2.62% TOTAL SA
  • 2.41% SANOFI
  • 2.3% BAYER AG
  • 2.27% BANCO SANTANDER SA
  • 2.24% SAP SE
  • 2.17% Siemens AG Common Stock (Stamp Exempt)
  • 2.13% ALLIANZ SE
  • 2.11% UNILEVER NV
  • 1.96% ANHEUSER-BUSCH INBEV SA/NV
  • 1.93% BASF SE