iShares Global 100 ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 23.81%
YTD return -1.10%
Beta 3Y 0.93
Total Assets 3.87B
Annual report expense ratio 0.40%

Company description

The fund generally invests at least 80% of its assets in the component securities of its underlying index and in investments that have economic characteristics that are substantially identical to the component securities of its underlying index and may invest up to 20% of its assets in certain futures, options and swap contracts, cash and cash equivalents.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to iShares Global 100 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 Global 100 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 Global 100 ETF

Here is the result of two systematic investment strategies applied to iShares Global 100 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 Global 100 ETF

The following chart shows the equity curve of the two systematic investment strategies applied to iShares Global 100 ETF:

iShares Global 100 ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 37.45% on the backtest period.

Performance at glance

Performance

37.45 %

Latent gain

811.95 $

Invested capital

2167.93 $

Annualized return

9.13 %
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Momentum strategy results on iShares Global 100 ETF

This is the result of two momentum investment strategies applied to iShares Global 100 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 Global 100 ETF

The following chart shows all the entries opened by the momentum investment system on iShares Global 100 ETF:

iShares Global 100 ETF momentum entries
  • The first momentum investment strategy would give 40.25% of return on iShares Global 100 ETF. That represents 1334.95$ of latent gain with 3316.57$ of employed capital.
  • The second momentum investment strategy would give 50.55% of return on iShares Global 100 ETF. That represents 1488.71$ of latent gain with 2944.77$ of employed capital.
Performance at glance (1Q Momentum)

Performance

40.25 %

Latent gain

1334.95 $

Invested capital

3316.57 $

Annualized return

13.37 %
Performance at glance (2Q Momentum)

Performance

50.55 %

Latent gain

1488.71 $

Invested capital

2944.77 $

Annualized return

13.96 %

Momentum equity curve on iShares Global 100 ETF

The following chart shows the equity curve of the two momentum strategies applied to iShares Global 100 ETF:

iShares Global 100 ETF momentum equity

Note: the dividends potentially given by iShares Global 100 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 Global 100 ETF

The following chart shows the employed capital evolution of the two momentum strategies on iShares Global 100 ETF since the beginning:

iShares Global 100 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 Global 100 ETF

Buy the dip entry openings on iShares Global 100 ETF

iShares Global 100 ETF

The performance achieved by the robo-advisor on iShares Global 100 ETF is 28.07%. That represents 63.72$ of latent gain with 227.0$ of employed capital. The following chart shows iShares Global 100 ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of iShares Global 100 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

28.07 %

Latent gain

63.72 $

Invested capital

227.0 $

Annualized return

13.37 %

Equity curve of the strategy applied to iShares Global 100 ETF

The following chart shows the result of the investment strategy applied to iShares Global 100 ETF:

iShares Global 100 ETF

Note: the dividends potentially given by iShares Global 100 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 Global 100 ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on iShares Global 100 ETF:

iShares Global 100 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 Global 100 ETF

In this section, I will compare the three previous investment strategies applied to iShares Global 100 ETF.

Equity curve comparison on iShares Global 100 ETF

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

iShares Global 100 ETF investment strategy comparison

Employed capital comparison on iShares Global 100 ETF

iShares Global 100 ETF investment comparison

Performance comparison on iShares Global 100 ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 37.45% 811.95$ 2167.93$ 9.13%
Momentum 1 quarter 40.25% 1334.95$ 3316.57$ 10.43%
Momentum 2 quarters 50.55% 1488.71$ 2944.77$ 13.96%
Non-directional 28.07% 63.72$ 227.0$ 13.37%
Annualized return comparison

Automatic investment

9.13 %

Momentum 1Q

13.96 %

Momentum 2Q

13.96 %

Non-directional

13.37 %

Correlated stocks

Here are the most positively and negatively correlated stocks with iShares Global 100 ETF:

Negative correlation

Most negatively correlated stocks this year


Most negatively correlated stocks last 3 months


Note: The algorithm computes the probability of correlation between iShares Global 100 ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of iShares Global 100 ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


Company information

Company name iShares Global 100 ETF
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker IOO
Market

iShares Global 100 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