State Street
SEPE.MI
LU3121015567
State Street Europe Screened Enhanced Equity Fund - UCITS ETF
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About this ETF

The ETF invests in companies from Europe and seeks to generate a higher return than the MSCI Europe Index. The stocks included are filtered according to ESG criteria (environmental, social and corporate governance).

TER
0.25%

Total Expense Ratio per year

Fund Size
€469.62M

Assets under management

Holdings
215

Underlying equities

Dividend Yield
-

Accumulating

Fundamentals & Estimates

Weighted valuation multiples and analyst forecasts

Valuation Multiples
Weighted P/E
16.24
Weighted Fwd P/E
16.59
💰 Revenue Estimates
Current Year CY
+8.18% ⌀ 17 Analysts Coverage
Next Year NY
+6.85% ⌀ 16 Analysts Coverage
📈 EPS Estimates (Earnings Per Share)
Current Year CY
+22.11% ⌀ 16 Analysts Coverage
Next Year NY
+12.14% ⌀ 16 Analysts Coverage

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ETF Profile
Fund Type
ETF
Inception Date
11/25/2025 (10 mos)
Region
Europe
Country
-
Sector
-
Theme
-
Distribution Policy
Accumulating
Replication
Full replication
Sustainable
Yes

🛡️ Risk & Structural Analysis

Multi-Factor Risk Model & Market Data

4/7 Moderate
68/100 Moderate
Diversification Score
68/100 Moderate
3Y Volatility
-
Max Drawdown (3Y)
-
Sharpe Ratio (3Y)
-
Beta Factor
0.00
Notes & Warnings
Fund Volume (AUM) Solid fund volume
🟡 Moderate analyst coverage (15.9 analysts)
⚠️ Elevated Economic Cyclicality: 53% in cyclical industries – more vulnerable to economic downturns.
⚠️ Elevated Interest Rate Sensitivity: 39% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 60% in heavily regulated industries (defense, regulated utilities, healthcare policy).
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