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Invesco Goldman Sachs Equity Factor Index World UCITS ETF (EFIW.L)

182.20 +2.44 (+1.35%)
As of April 28 at 12:37 PM GMT+1. Market Open.

ETF Summary

Risk Overview

Performance & Risk

YTD Return 5.86%
5y Average Return 4.15%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.94
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
EFIW.LCategory AverageEFIW.LCategory AverageEFIW.LCategory Average
Alpha -0.69 -- -2.1 -- 0 --
BETA 0.94 -- 0.95 -- 0 --
Mean Annual Return 0.95 -- 0.5 -- 0 --
R-squared 97.12 -- 97.31 -- 0 --
Standard Deviation 16.33 -- 17.15 -- 0 --
Sharpe Ratio 0.62 -- 0.26 -- 0 --
Treynor Ratio 9.95 -- 3.17 -- 0 --

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