Fact sheet: State Street Wld SRI Idx Eq

Fund information

Fund name
State Street World SRI Index Equity I USD
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 World Index (the "Index") as closely as reasonably possible over the long term. It is currently anticipated that the Fund will track the Index with a potential variation of up to 1% annually under normal market conditions.
Benchmark
MSCI World
Investment style
Passive/Tracking
Investment method
Physical - Full,Shares

Quick stats

1 Year return

17.78 %

1 Year rank in sector

7/55

Sector

FO Equity - Ethical

Yield
-
Fund size

£ 658.8 m

FE Risk score

101

NAV
-
Discount/Premium
-
Gearing
-

Top in sector

Holdings snapshot

  • USA
    59.02%
  • Japan
    8.7%
  • UK
    6.59%
  • Others
    6.21%
  • France
    3.94%
  • Financials
    17.84%
  • Information Technology
    16.39%
  • Health Care
    12.36%
  • Consumer Discretionary
    12.17%
  • Industrials
    11.46%
  • US Equities
    59.02%
  • Japanese Equities
    8.7%
  • UK Equities
    6.59%
  • International Equities
    6.21%
  • French Equities
    3.94%

Performance vs. Sector

Cumulative performance

1m6m1y3y5y
Fund3.55 %9.19 %17.78 %20.36 %62.78 %
Sector2.05 %3.1 %12.64 %20.99 %56.24 %
Rank within sector17 / 619 / 597 / 5531 / 4320 / 32
Quartile th2 nd1 st1 st3 rd3 rd

Calendar performance

YTD-20172016201520142013
Fund15.49 %7.01 %-1.1 %4.64 %26.5 %
Sector8.78 %7.95 %3.15 %7.26 %18.43 %
Rank within sector12 / 5830 / 4637 / 4332 / 419 / 33
Quartile th1 st3 rd4 th4 th2 nd

Risk statistics

Alpha0.31
Beta0.83
Sharpe0.19
Volatility10.61
Tracking error5.76
Information ratio-0.14
R-Squared0.73

Price movement

52 week high12.9035
52 week low10.5875
Current bid price0
Current offer price0
Current mid price12.9211

Holdings by region

  • 59.02% USA
  • 8.7% Japan
  • 6.59% UK
  • 6.21% Others
  • 3.94% France
  • 3.61% Canada
  • 3.52% Germany
  • 3.06% Switzerland
  • 2.62% Australia
  • 1.38% Netherlands

Holdings by sector

  • 17.84% Financials
  • 16.39% Information Technology
  • 12.36% Health Care
  • 12.17% Consumer Discretionary
  • 11.46% Industrials
  • 9.4% Consumer Staples
  • 5.66% Energy
  • 5.16% Materials
  • 3.32% Utilities
  • 3.25% Real Estate

Holdings by asset type

  • 59.02% US Equities
  • 8.7% Japanese Equities
  • 6.59% UK Equities
  • 6.21% International Equities
  • 3.94% French Equities
  • 3.61% Canadian Equities
  • 3.52% German Equities
  • 3.06% Swiss Equities
  • 2.62% Australian Equities
  • 1.38% Dutch Equities

Individual holdings

  • 2.29% APPLE INC
  • 1.48% MICROSOFT CORP
  • 1.09% FACEBOOK INC
  • 1.07% AMAZON.COM INC
  • 0.97% JOHNSON & JOHNSON
  • 0.88% EXXON MOBIL CORP
  • 0.88% JPMORGAN CHASE & CO
  • 0.78% ALPHABET INC
  • 0.77% ALPHABET INC
  • 0.71% NESTLE SA