L&G Clean Water UCITS ETF | GLUG

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Morningstar Rating™(Relative to Category)31/07/2022
 Morningstar ReturnMorningstar RiskMorningstar Rating™
3-YearHighAverage5 star
5-Year--Not Rated
10-Year--Not Rated
OverallHighAverage5 star
 
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1 Year Daily Volatility Chart (annualised)
  • L&G Clean Water UCITS ETF | GLUG
  • S&P Global Water TR
%
Volatility Measurements31/07/2022
 
3-Yr Std Dev16.02 %
3-Yr Mean Return13.64 %
 
3-Yr Sharpe Ratio0.78
 
Modern Portfolio Statistics31/07/202231/07/2022
 Standard IndexBest Fit Index
 S&P Global Water TR  Cat 85%FTSE Wld TR&15%Barclays StlAgg TR
3-Yr Beta1.001.14
3-Yr Alpha0.173.30
 
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In order to provide consistency across the report data provided by different Asset Managers, the calculated data points presented are generated using Morningstar’s proprietary calculation methodology which is set out in more detail at(https://www.morningstar.com/research/signature)