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 manager(s)
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

22.12 %

1 Year rank in sector

39/93

Sector

FO Equity - Europe ex UK

Yield
-
Fund size

£ 689.9 m

FE Risk score

122

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • France
    32.39%
  • Germany
    29.94%
  • Netherlands
    11.12%
  • Spain
    10.25%
  • Italy
    7.27%
  • Financials
    20.43%
  • Industrials
    14.85%
  • Consumer Discretionary
    13.78%
  • Consumer Staples
    10.15%
  • Materials
    8.59%
  • French Equities
    32.39%
  • German Equities
    29.94%
  • Dutch Equities
    11.12%
  • Spanish Equities
    10.25%
  • Italian Equities
    7.27%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund-0.78 %1.18 %22.12 %29.93 %75.23 %
Sector-0.96 %1.58 %20.37 %32.55 %74.65 %
Rank within sector38 / 9551 / 9439 / 9342 / 8125 / 68
Quartile th2 nd3 rd2 nd3 rd2 nd

Calendar performance

YTD-20172016201520142013
Fund13.44 %4.59 %10.45 %4.42 %23.84 %
Sector13.26 %4.14 %12.69 %3.54 %23.24 %
Rank within sector44 / 9335 / 8751 / 8027 / 7632 / 68
Quartile th2 nd2 nd3 rd2 nd2 nd

Risk statistics

Alpha-2.2
Beta1.17
Sharpe0.51
Volatility14.71
Tracking error3.97
Information ratio-0.14
R-Squared0.95

Price movement

52 week high13.0012
52 week low10.2694
Current bid price0
Current offer price0
Current mid price12.606

Holdings by region

  • 32.39% France
  • 29.94% Germany
  • 11.12% Netherlands
  • 10.25% Spain
  • 7.27% Italy
  • 3.55% Belgium
  • 2.89% Finland
  • 1.36% Ireland
  • 0.77% Austria
  • 0.46% Portugal

Holdings by sector

  • 20.43% Financials
  • 14.85% Industrials
  • 13.78% Consumer Discretionary
  • 10.15% Consumer Staples
  • 8.59% Materials
  • 8.18% Health Care
  • 8.05% Information Technology
  • 5.21% Energy
  • 5.15% Utilities
  • 3.88% Telecommunications

Holdings by asset type

  • 32.39% French Equities
  • 29.94% German Equities
  • 11.12% Dutch Equities
  • 10.25% Spanish Equities
  • 7.27% Italian Equities
  • 3.55% Belgian Equities
  • 2.89% Finnish Equities
  • 1.36% Irish Equities
  • 0.77% Austrian Equities
  • 0.46% Portuguese Equities

Individual holdings

  • 2.73% TOTAL SA
  • 2.32% SAP SE
  • 2.26% BANCO SANTANDER SA
  • 2.26% SIEMENS AG
  • 2.23% BAYER AG
  • 2.23% SANOFI
  • 2.2% ALLIANZ SE
  • 2.08% BASF SE
  • 1.96% UNILEVER NV
  • 1.93% ANHEUSER-BUSCH INBEV SA/NV