iShares Global Utilities ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return 11.97%
YTD return -2.26%
Beta 3Y 0.48
Total Assets 164.76M
Annual report expense ratio 0.43%

Company description

The fund generally will invest at least 80% of its assets in the component securities of its index and in investments that have economic characteristics that are substantially identical to the component securities of its 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 Utilities 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 Utilities 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 Utilities ETF

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

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

iShares Global Utilities ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 9.62% on the backtest period.

Performance at glance

Performance

9.62 %

Latent gain

215.19 $

Invested capital

2237.84 $

Annualized return

2.35 %
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Momentum strategy results on iShares Global Utilities ETF

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

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

iShares Global Utilities ETF momentum entries
  • The first momentum investment strategy would give 12.72% of return on iShares Global Utilities ETF. That represents 661.81$ of latent gain with 5201.53$ of employed capital.
  • The second momentum investment strategy would give 10.68% of return on iShares Global Utilities ETF. That represents 641.03$ of latent gain with 6000.1$ of employed capital.
Performance at glance (1Q Momentum)

Performance

12.72 %

Latent gain

661.81 $

Invested capital

5201.53 $

Annualized return

0.0 %
Performance at glance (2Q Momentum)

Performance

10.68 %

Latent gain

641.03 $

Invested capital

6000.1 $

Annualized return

2.95 %

Momentum equity curve on iShares Global Utilities ETF

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

iShares Global Utilities ETF momentum equity

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

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

iShares Global Utilities 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 Utilities ETF

Buy the dip entry openings on iShares Global Utilities ETF

iShares Global Utilities ETF

The performance achieved by the robo-advisor on iShares Global Utilities ETF is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows iShares Global Utilities 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 Utilities 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

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

0.0 %

Equity curve of the strategy applied to iShares Global Utilities ETF

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

iShares Global Utilities ETF

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

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

iShares Global Utilities 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 Utilities ETF

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

Equity curve comparison on iShares Global Utilities ETF

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

iShares Global Utilities ETF investment strategy comparison

Employed capital comparison on iShares Global Utilities ETF

iShares Global Utilities ETF investment comparison

Performance comparison on iShares Global Utilities ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 9.62% 215.19$ 2237.84$ 2.35%
Momentum 1 quarter 12.72% 661.81$ 5201.53$ 3.3%
Momentum 2 quarters 10.68% 641.03$ 6000.1$ 2.95%
Non-directional 0% 0.0$ 0.0$ 0.0%
Annualized return comparison

Automatic investment

2.35 %

Momentum 1Q

2.95 %

Momentum 2Q

2.95 %

Non-directional

0.0 %

Correlated stocks

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

Positive correlations

Most correlated stocks this year

  • iShares Global Utilities ETF

  • Most correlated stocks last 3 months

  • iShares Global Utilities ETF
  • ClearOne Inc

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • Molecular Data Inc
  • AAM S&P DEVELOPED MARKETS HIGH DIVIDEND VALUE ETF
  • SAFE ORTHOPAEDICS

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


    Company information

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

    iShares Global Utilities 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