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iShares International Fundamental Index ETF (CIE : NEO)

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International Equity

FundGrade B Click for more information on Fundata’s FundGrade

FundGrade B

Click for more information on Fundata’s FundGrade.

Fundata ESG GradeB Click for more information on Fundata’s ESG Grade

Fundata ESG Grade B

Click for more information on Fundata’s ESG Grade.

Close
(05-02-2024) 		$24.39
Change
$0.09 (0.37%)
Open $24.75
Day Range $24.35 - $24.75
Volume 5,947

As at March 31, 2024

As at March 31, 2024

As at February 29, 2024

  • Closing Price / Volume
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Legend

iShares International Fundamental Index ETF

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Fund Returns

Inception Return (February 14, 2007): 3.89%

Fund Returns
Row Heading Return Annualized Return
1 Mth 3 Mth 6 Mth YTD 1 Yr 2 Yr 3 Yr 4 Yr 5 Yr 6 Yr 7 Yr 8 Yr 9 Yr 10 Yr
Fund 4.15% 8.02% 15.20% 8.02% 16.95% 11.42% 8.84% 14.96% 7.90% 6.07% 6.67% 8.23% 6.14% 6.51%
Benchmark 3.12% 7.59% 16.68% 7.59% 15.23% 9.95% 5.89% 11.85% 7.22% 5.75% 6.70% 7.66% 6.18% 6.93%
Category Average 2.83% 15.60% 15.60% 7.05% 12.44% 8.29% 4.27% 10.73% 6.20% 4.82% 5.67% 6.45% 5.01% 5.58%
Category Rank 92 / 783 286 / 775 404 / 763 286 / 775 127 / 742 127 / 719 68 / 694 64 / 656 156 / 620 185 / 540 178 / 476 103 / 423 141 / 366 145 / 337
Quartile Ranking 1 2 3 2 1 1 1 1 2 2 2 1 2 2

Monthly Return

Monthly Return
Return % Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar
Fund 3.22% -4.55% 2.60% 3.59% -0.82% -2.25% -1.80% 6.30% 2.16% 0.75% 2.95% 4.15%
Benchmark 2.76% -3.45% 1.52% 3.11% -1.30% -3.65% -1.92% 7.38% 2.98% 0.90% 3.40% 3.12%

Best Monthly Return Since Inception

15.59% (November 2020)

Worst Monthly Return Since Inception

-12.20% (March 2020)

Calendar Return (%)

Calendar Return
Return % 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023
Fund 2.66% 13.13% 2.49% 16.25% -7.71% 11.60% 0.82% 13.80% -2.68% 15.21%
Benchmark 4.12% 19.41% -1.70% 18.37% -6.81% 16.27% 8.01% 8.97% -10.67% 15.74%
Category Average 1.55% 13.82% -2.56% 17.84% -8.91% 17.54% 7.87% 8.64% -12.60% 13.75%
Quartile Ranking 3 3 1 3 2 4 3 1 1 2
Category Rank 176/ 325 264/ 363 89/ 408 274/ 468 243/ 531 525/ 599 483/ 653 111/ 684 92/ 707 251/ 738

Best Calendar Return (Last 10 years)

16.25% (2017)

Worst Calendar Return (Last 10 years)

-7.71% (2018)

Asset Allocation

Asset Allocation
Name Percent
International Equity 89.36
Canadian Equity 9.81
Income Trust Units 0.78
Foreign Government Bonds 0.04
US Equity 0.02
Other -0.01

Sector Allocation

Sector Allocation
Name Percent
Financial Services 24.95
Consumer Goods 14.56
Energy 10.29
Basic Materials 8.74
Industrial Goods 6.97
Other 34.49

Geographic Allocation

Geographic Allocation
Name Percent
Europe 55.84
Asia 33.51
North America 9.94
Africa and Middle East 0.29
Latin America 0.02
Other 0.40

Top Holdings

Top Holdings
Name Percent
Shell PLC 2.35
Samsung Electronics Co Ltd 1.61
Toyota Motor Corp 1.43
TotalEnergies SE 1.37
BP PLC 1.20
Nestle SA Cl N 0.93
BHP Group Ltd 0.89
HSBC Holdings PLC 0.85
Allianz SE 0.77
BNP Paribas SA 0.77

Equity Style

Market capitalization is large. Equity style is blend.

Fixed Income Style

Fixed income style data not available
Period: 

Risk vs Return (3 Yr)

iShares International Fundamental Index ETF

Median

Other - International Equity

3 Yr Annualized

Standard Deviation 12.53% 14.83% 12.82%
Beta 0.88% 1.02% 0.98%
Alpha 0.03% 0.01% 0.00%
Rsquared 0.87% 0.89% 0.90%
Sharpe 0.53% 0.46% 0.45%
Sortino 0.81% 0.59% 0.48%
Treynor 0.08% 0.07% 0.06%
Tax Efficiency 85.96% 84.63% 82.56%
Volatility Volatility rating is 6 on a scale of 1 to 10 Volatility rating is 7 on a scale of 1 to 10 Volatility rating is 7 on a scale of 1 to 10

Risk Rating

Rating 6 out of ten

Annualized Key Ratio Period Comparison

Key Ratio
Key Ratio 1 Yr 3 Yr 5 Yr 10 Yr
Standard Deviation 10.87% 12.53% 14.83% 12.82%
Beta 0.93% 0.88% 1.02% 0.98%
Alpha 0.03% 0.03% 0.01% 0.00%
Rsquared 0.93% 0.87% 0.89% 0.90%
Sharpe 1.06% 0.53% 0.46% 0.45%
Sortino 2.26% 0.81% 0.59% 0.48%
Treynor 0.12% 0.08% 0.07% 0.06%
Tax Efficiency 92.26% 85.96% 84.63% 82.56%

Fundata ESG Metrics

Fundata ESG Score

The E, S, and G scores are averaged for each security in the portfolio, to arrive at an ESG score for each security. We take the portfolio weighted average of the ESG scores for each fund and rank them against their peers to arrive at the Fundata ESG Score from 0-100.

Fundata E Score

Three scores under the Environment bucket are averaged to yield the Fundata Environment Score for each fund from 0-100: (1) Pollution Prevention, (2) Environmental Transparency, (3) Resource Efficiency.

Fundata S Score

Six scores under the Social bucket are averaged to yield the Fundata Social Score for each fund from 0-100. (1) Compensation and Satisfaction, (2) Diversity and Rights, (3) Education and Work Conditions, (4) Community and Charity, (5) Human Rights, (6) Sustainability Integration.

Fundata G Score

Three scores under the governance bucket are averaged to yield the Fundata Governance Score for each fund from 0-100: (1) Board Effectiveness, (2) Management Ethics, (3) Disclosure and Accountability.

Powered by OWL Analytics. For more information, please contact Fundata Canada.

View the full methodology

Fund Details

Start Date February 14, 2007
Instrument Type Exchange Traded Fund
Share Class Do-It-Yourself
Legal Status Trust
Sales Status -
Currency CAD
Distribution Frequency Quarterly
Assets ($mil) $142
52 Week High $24.72
52 Week Low $20.70
Annual Dividend $0.70
Annual Yield -
Index FTSE RAFI Developed ex US 1000 Index
Shares Outstanding -
Registered Plan Eligible Yes

ETF Characteristics

Exposure 1x performance
Asset Class High -
Asset Class Medium -
Asset Class Low -
Leveraged -
Inverse -
Advisor Series -
Covered Call Strategy No

Investment Objectives

iShares International Fundamental Index Fund seeks to track, less fees and expenses the FTSE RAFI Developed ex US 1000 Index, composed of the largest 1000 listed companies incorporated outside the U.S., ranked by 4 fundamental measures of size: sales, cash flows, book value and dividends. It represents 25 separate country/regional indices from Europe, Australasia and the Far East.

Investment Strategy

-

Portfolio Manager(s)

Name Start Date
BlackRock Institutional Trust Company, N.A. 05-18-2012
BlackRock Asset Management Canada Limited 08-02-2019

Management and Organization

Fund Manager BlackRock Asset Management Canada Limited
Advisor BlackRock Asset Management Canada Limited
Custodian State Street Trust Company Canada
Registrar State Street Trust Company Canada
Distributor -
Auditor PriceWaterhouseCoopers LLP

Fees

MER 0.72%
Management Fee 0.65%

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