State Street Europe Screened Enhanced Equity Fund - UCITS ETF

State Street Europe Screened Enhanced Equity Fund - UCITS ETF

About

State Street Europe Screened Enhanced Equity Fund - UCITS ETF (LU3121015567) is a UCITS-compliant equity ETF tracking the MSCI Europe Index. With a TER of 0.25%, it is moderately priced, reinvesting dividends. The fund holds 219 positions across 16 regions with €549,144 in assets.

ISIN
Fund Size €549.1K
Issuer SPDR
Distribution Re-Invests Dividends
Replication —
Inception Nov 2025
Base Currency EUR
Index MSCI Europe Index
Asset Class Equities
Category European Equity

Costs

8.4
This fund has low total costs, with competitive tracking and expense ratios.

Cost Metrics Explained

What TER, tracking difference, and TD consistency measure

TER (Total Expense Ratio) is the annual fee the fund charges, deducted from assets. It’s the headline cost, but not the full picture.

Tracking Difference measures how much the fund actually lags (or leads) its benchmark index per year. This is the single best measure of true cost — it captures TER plus all other drags like sampling error and tax withholding. A lower (or negative) value is better.

TD Consistency measures how stable the tracking difference is from year to year. A low value means predictable, reliable costs; a high value means costs can vary significantly.
TER0.00%

Holdings

5.1
This fund holds 224 individual investments, offering moderate diversification compared to other ETFs.
#1
ASML Holding NV
0.04%
#2
HSBC Holdings PLC
0.02%
#3
AstraZeneca PLC
0.02%
#4
Roche Holding AG
0.02%
#5
Novartis AG
0.02%
#6
Shell PLC
0.02%
#7
Nestle SA
0.02%
#8
Siemens AG
0.02%
#9
TotalEnergies SE
0.02%
#10
ABB Ltd
0.01%

Sectors

10.0
This fund is well-diversified across 11 sectors, with no single sector dominating.

Regions

5.0
This fund invests across 16 countries, though its geographic allocation deviates somewhat from the global market.

Nerd Stuff

Advanced risk and return metrics (2025-11-24 — 2026-04-16).
10.9%
Volatility
-9.6%
Max Drawdown
1.11
Sharpe Ratio
1.70
Sortino Ratio
1.25
Calmar Ratio
0.10
Beta
24.47%
Alpha (Jensen's)
0.010
R²
Benchmark-relative metrics (Beta, Alpha, R²) are calculated against the iShares Core S&P 500 ETF (IE00B5BMR087).

Documents

Regulatory and fund documents.
Key Information DocumentFact Sheet

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iShares MSCI Europe Screened UCITS ETF
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