iShares Europe ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 13.98%
YTD return -0.40%
Beta 3Y 1.06
Total Assets 2.15B
Annual report expense ratio 0.59%

Company description

The fund generally invests at least 80% of its assets in securities of the index and in depositary receipts representing securities of the index. The underlying index is a subset of the S&P Global 1200, which is designed to measure the performance of large-capitalization stocks from major globalmarkets, as determined by SPDJI.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to iShares Europe ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to iShares Europe ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on iShares Europe ETF

Here is the result of two systematic investment strategies applied to iShares Europe ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on iShares Europe ETF

The following chart shows the equity curve of the two systematic investment strategies applied to iShares Europe ETF:

iShares Europe ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 16.43% on the backtest period.

Performance at glance

Performance

16.43 %

Latent gain

371.96 $

Invested capital

2263.54 $

Annualized return

4.01 %
Build your Trading System
Automated Trading using Prorealtime ebook

Momentum strategy results on iShares Europe ETF

This is the result of two momentum investment strategies applied to iShares Europe ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on iShares Europe ETF

The following chart shows all the entries opened by the momentum investment system on iShares Europe ETF:

iShares Europe ETF momentum entries
  • The first momentum investment strategy would give 18.81% of return on iShares Europe ETF. That represents 701.11$ of latent gain with 3726.53$ of employed capital.
  • The second momentum investment strategy would give 16.86% of return on iShares Europe ETF. That represents 600.66$ of latent gain with 3563.43$ of employed capital.
Performance at glance (1Q Momentum)

Performance

18.81 %

Latent gain

701.11 $

Invested capital

3726.53 $

Annualized return

12.05 %
Performance at glance (2Q Momentum)

Performance

16.86 %

Latent gain

600.66 $

Invested capital

3563.43 $

Annualized return

4.66 %

Momentum equity curve on iShares Europe ETF

The following chart shows the equity curve of the two momentum strategies applied to iShares Europe ETF:

iShares Europe ETF momentum equity

Note: the dividends potentially given by iShares Europe ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on iShares Europe ETF

The following chart shows the employed capital evolution of the two momentum strategies on iShares Europe ETF since the beginning:

iShares Europe ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on iShares Europe ETF

Buy the dip entry openings on iShares Europe ETF

iShares Europe ETF

The performance achieved by the robo-advisor on iShares Europe ETF is 25.31%. That represents 127.74$ of latent gain with 504.78$ of employed capital. The following chart shows iShares Europe ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of iShares Europe ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

25.31 %

Latent gain

127.74 $

Invested capital

504.78 $

Annualized return

12.05 %

Equity curve of the strategy applied to iShares Europe ETF

The following chart shows the result of the investment strategy applied to iShares Europe ETF:

iShares Europe ETF

Note: the dividends potentially given by iShares Europe ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on iShares Europe ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on iShares Europe ETF:

iShares Europe ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on iShares Europe ETF

In this section, I will compare the three previous investment strategies applied to iShares Europe ETF.

Equity curve comparison on iShares Europe ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

iShares Europe ETF investment strategy comparison

Employed capital comparison on iShares Europe ETF

iShares Europe ETF investment comparison

Performance comparison on iShares Europe ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 16.43% 371.96$ 2263.54$ 4.01%
Momentum 1 quarter 18.81% 701.11$ 3726.53$ 4.87%
Momentum 2 quarters 16.86% 600.66$ 3563.43$ 4.66%
Non-directional 25.31% 127.74$ 504.78$ 12.05%
Annualized return comparison

Automatic investment

4.01 %

Momentum 1Q

4.66 %

Momentum 2Q

4.66 %

Non-directional

12.05 %

Correlated stocks

Here are the most positively and negatively correlated stocks with iShares Europe ETF:

Positive correlations

Most correlated stocks this year

  • iShares Core MSCI Europe ETF
  • iShares Europe ETF
  • iShares International Equity Factor ETF

  • Most correlated stocks last 3 months

  • XPEL Inc - Reg S
  • Inuvo Inc
  • iShares U.S. Healthcare Providers ETF
  • iShares Core MSCI Europe ETF
  • iShares Europe ETF
  • iShares International Equity Factor ETF
  • iShares Core MSCI International Developed Markets
  • FlexShares International Quality Dividend Defensiv
  • iShares MSCI Intl Small-Cap Multifac
  • ISHARES MSCI INTL SIZE FACTOR ETF
  • PIMCO RAFI Dynamic Multi-Factor Emerging Markets E
  • PIMCO RAFI DYNAMIC MULTI-FACTOR INTERNATIONAL EQUI
  • FlexShares International Quality Dividend Dynamic
  • John Hancock Multifactor Developed International E
  • FlexShares International Quality Dividend Index Fu
  • VanEck Israel ETF
  • iShares Core S&P Small-Cap ETF
  • iShares Russell 2000 ETF
  • JPMorgan Diversified Return U.S. Small Cap Equity
  • Invesco S&P International Developed Quality ETF
  • iShares MSCI Intl Quality Factor ETF
  • VanEck Agribusiness ETF
  • John Hancock Multifactor Small Cap ETF
  • JPMorgan U.S. Value Factor ETF
  • iShares Core S&P Mid-Cap ETF
  • iShares S&P Mid-Cap 400 Growth ETF
  • VANGUARD S&P MID-CAP 400 GROWTH INDEX FUND ETF SHA
  • Vanguard S&P Mid-Cap 400 ETF
  • iShares Russell 1000 Value ETF
  • iShares Russell Mid-Cap ETF
  • John Hancock Multifactor Mid Cap ETF
  • JPMorgan Diversified Return U.S. Mid Cap Equity ET
  • LeaderShares AlphaFactor US Core Equity ETF
  • S&P MidCap 400 ETF
  • SPDR S&P 400 Mid Cap Growth ETF
  • iShares Russell Top 200 Value ETF
  • John Hancock Multifactor Large Cap ETF
  • JPMorgan Diversified Return U.S. Equity ETF
  • iShares U.S. Equity Factor ETF
  • iShares Core MSCI Pacific ETF
  • ISHARES US HIGH DIV EQUITY INDEX ETF
  • Knowledge Leaders Developed World ETF
  • JPMorgan U.S. Quality Factor ETF
  • PIMCO RAFI DYNAMIC MULTI-FACTOR U.S. EQUITY ETF
  • iShares Core High Dividend ETF
  • iShares Core MSCI Emerging Markets ETF
  • BOUSTEAD
  • Lennar Corp - Class B

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • Creative Realities Inc Warrants 09112022

  • Note: The algorithm computes the probability of correlation between iShares Europe ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of iShares Europe ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name iShares Europe ETF
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker IEV
    Market

    iShares Europe ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown