Equity

BSF Systematic ESG World Equity Fund

Overview

Important Information: Capital at Risk. The value of investments and the income from them can fall as well as rise and are not guaranteed. Investors may not get back the amount originally invested.

The fund invests a large portion of assets which are denominated in other currencies; hence changes in the relevant exchange rate will affect the value of the investment. The fund utilises derivatives as part of its investment strategy. Compared to a fund which only invests in traditional instruments such as stocks and bonds, derivatives are potentially subject to a higher level of risk and volatility. The insolvency of any institutions providing services such as safekeeping of assets or acting as counterparty to derivatives or other instruments, may expose the Fund to financial loss.
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Performance

Performance

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Reinvestments

This product does not have any distributions data as of now.
  From
31-Mar-2016
To
31-Mar-2017
From
31-Mar-2017
To
31-Mar-2018
From
31-Mar-2018
To
31-Mar-2019
From
31-Mar-2019
To
31-Mar-2020
From
31-Mar-2020
To
31-Mar-2021
Total Return (%)

as of 31-Mar-21

13.37 13.33 1.26 -11.87 56.54
Benchmark (%)

as of 31-Mar-21

14.77 13.59 4.01 -10.39 54.03
  1y 3y 5y 10y Incept.
42.59 13.20 13.44 - 12.50
Benchmark (%)

as of 31-May-21

40.63 14.41 14.23 - 13.30
  YTD 1m 3m 1y 3y 5y 10y Incept.
12.82 1.58 10.50 42.59 45.05 87.90 - 96.69
Benchmark (%)

as of 31-May-21

11.39 1.44 9.69 40.63 49.75 94.51 - 104.86

The figures shown relate to past performance. Past performance is not a reliable indicator of current or future results and should not be the sole factor of consideration when selecting a product or strategy.

Share Class and Benchmark performance displayed in JPY, hedged Share Class Benchmark performance is displayed in USD.

Performance is shown on a Net Asset Value (NAV) basis, with gross income reinvested where applicable. The return of your investment may increase or decrease as a result of currency fluctuations if your investment is made in a currency other than that used in the past performance calculation. Source: Blackrock

Key Facts

Key Facts

Size of Fund (Millions) as of 24-Jun-21 USD 372.730
12m Trailing Yield -
Number of Holdings as of 28-May-21 506
Base Currency U.S. Dollar
Fund Launch Date 20-Aug-15
Inception Date 02-Sep-15
Asset Class Equity
Morningstar Category Other Equity
Benchmark Index MSCI World Net TR Index
SFDR Classification Article 8
Domicile Luxembourg
Regulatory Structure UCITS
Management Company BlackRock (Luxembourg) S.A.
Ongoing Charges Figures 0.49%
ISIN LU1278844987
Bloomberg Ticker BSII2JH
Annual Management Fee 0.40%
Initial Charge 0.00%
Performance Fee 0.00%
SEDOL BYXWSN9
Bloomberg Benchmark Ticker NDDUWI
Dealing Settlement Trade Date + 3 days
Dealing Frequency Daily, forward pricing basis
Minimum Initial Investment JPY 10000000
Minimum Subsequent Investment JPY 10000
Use of Income Accumulating

Portfolio Characteristics

Portfolio Characteristics

3y Volatility - Benchmark as of 31-May-21 18.23
3y Beta as of 31-May-21 1.013
5y Volatility - Benchmark as of 31-May-21 14.71
5y Beta as of 31-May-21 1.020

Sustainability Characteristics

Sustainability Characteristics

Sustainability Characteristics can help investors integrate non-financial, sustainability considerations into their investment process. These metrics enable investors to evaluate funds based on their environmental, social, and governance (ESG) risks and opportunities. This analysis can provide insight into the effective management and long-term financial prospects of a fund.


The metrics below have been provided for transparency and informational purposes only. The existence of an ESG rating is not indicative of how or whether ESG factors will be integrated into a fund. The metrics are based on MSCI ESG Fund Ratings and, unless otherwise stated in fund documentation and included within a fund’s investment objective, do not change a fund’s investment objective or constrain the fund’s investable universe, and there is no indication that an ESG or Impact focused investment strategy or exclusionary screens will be adopted by a fund. For more information regarding a fund's investment strategy, please see the fund's prospectus.


Review the MSCI methodology behind Sustainability Characteristics, using links below.

MSCI ESG Fund Rating (AAA-CCC) as of 07-Jun-21 AA
MSCI ESG Quality Score (0-10) as of 07-Jun-21 7.54
MSCI ESG Quality Score - Peer Percentile as of 07-Jun-21 86.23
MSCI ESG % Coverage as of 07-Jun-21 99.69
Fund Lipper Global Classification as of 07-Jun-21 Equity Global
MSCI Weighted Average Carbon Intensity (Tons CO2E/$M SALES) as of 07-Jun-21 69.69
Funds in Peer Group as of 07-Jun-21 4
All data is from MSCI ESG Fund Ratings as of 07-Jun-21, based on holdings as of 31-Dec-20. As such, the fund’s sustainable characteristics may differ from MSCI ESG Fund Ratings from time to time.

To be included in MSCI ESG Fund Ratings, 65% of the fund’s gross weight must come from securities covered by MSCI ESG Research (certain cash positions and other asset types deemed not relevant for ESG analysis by MSCI are removed prior to calculating a fund’s gross weight; the absolute values of short positions are included but treated as uncovered), the fund’s holdings date must be less than one year old, and the fund must have at least ten securities. For newly launched funds, sustainability characteristics are typically available 6 months after launch.

Business Involvement

Business Involvement

Business Involvement metrics can help investors gain a more comprehensive view of specific activities in which a fund may be exposed through its investments.


Business Involvement metrics are not indicative of a fund’s investment objective, and, unless otherwise stated in fund documentation and included within a fund’s investment objective, do not change a fund’s investment objective or constrain the fund’s investable universe, and there is no indication that an ESG or Impact focused investment strategy or exclusionary screens will be adopted by a fund. For more information regarding a fund's investment strategy, please see the fund's prospectus.


Review the MSCI methodology behind the Business Involvement metrics, using links below.

MSCI - Controversial Weapons as of 28-May-21 0.00%
MSCI - UN Global Compact Violators as of 28-May-21 0.00%
MSCI - Nuclear Weapons as of 28-May-21 0.00%
MSCI - Thermal Coal as of 28-May-21 0.00%
MSCI - Civilian Firearms as of 28-May-21 0.00%
MSCI - Oil Sands as of 28-May-21 0.00%
MSCI - Tobacco as of 28-May-21 0.00%

Business Involvement Coverage as of 28-May-21 100.02%
Percentage of Fund not covered as of 28-May-21 0.00%
BlackRock business involvement exposures as shown above for Thermal Coal and Oil Sands are calculated and reported for companies that generate more than 5% of revenue from thermal coal or oil sands as defined by MSCI ESG Research. For the exposure to companies that generate any revenue from thermal coal or oil sands (at a 0% revenue threshold), as defined by MSCI ESG Research, it is as follows: Thermal Coal 0.50% and for Oil Sands 1.15%.

Business Involvement metrics are calculated by BlackRock using data from MSCI ESG Research which provides a profile of each company’s specific business involvement. BlackRock leverages this data to provide a summed up view across holdings and translates it to a fund's market value exposure to the listed Business Involvement areas above.


Business Involvement metrics are designed only to identify companies where MSCI has conducted research and identified as having involvement in the covered activity. As a result, it is possible there is additional involvement in these covered activities where MSCI does not have coverage. This information should not be used to produce comprehensive lists of companies without involvement. Business Involvement metrics are only displayed if at least 1% of the fund’s gross weight includes securities covered by MSCI ESG Research.

ESG Integration

ESG Integration

ESG integration is the practice of incorporating material environmental, social and governance (ESG) information or insights alongside traditional measures into the investment decision process to improve long term financial outcomes of portfolios. Unless otherwise stated in Fund documentation or included within the Fund’s investment objective, inclusion of this statement does not imply that the Fund has an ESG-aligned investment objective, but rather describes how ESG information is considered as part of the overall investment process.


The Fund manager designs research, portfolio construction, and decision phases of the investment process to reflect emphasis on relevant, internal ESG research related to assessments of certain characteristics, including, but not limited to, economic and environmental transition, market structure, superior growth, management quality, and risk characteristics associated with environmental, social, and governance matters. ESG insights are combined with other internal research views to achieve active portfolio weighting versus a reference benchmark (or weighting implemented to achieve an absolute return outcome in portfolios without a benchmark) which considers the portfolio’s ESG mandate. The Fund manager conducts regular portfolio reviews with the Risk and Quantitative Analysis group and with the Chief Investment Officers. These reviews include discussion of the portfolio’s exposure to material ESG risks, as well as exposure to sustainability-related business involvements, climate metrics, and other factors.

Risk Indicator

Risk Indicator

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Low Risk High Risk
Typically low rewards Typically high rewards

Ratings

Holdings

Holdings

as of 28-May-21
Name Weight (%)
APPLE INC 3.72
MICROSOFT CORPORATION 2.66
ALPHABET INC 2.18
AMAZON.COM INC 1.96
JOHNSON & JOHNSON 1.11
Name Weight (%)
UNITEDHEALTH GROUP INC 1.03
FACEBOOK INC 1.01
VISA INC 1.01
WALT DISNEY CO 0.90
NVIDIA CORPORATION 0.89
Holdings subject to change

Pricing & Exchange

Investor Class Currency Distribution Frequency NAV NAV Amount Change NAV % Change 52wk High 52wk Low Bid Price ISIN Offer Price TIS
Class I2 Hedged JPY None 19,905.29 188.33 0.96 19,937.29 13,940.74 - LU1278844987 - -
Class I2 Hedged EUR None 176.96 1.67 0.95 177.29 124.70 - LU1538851418 - -
Class E2 EUR None 190.96 1.01 0.53 190.96 142.90 - LU1278928491 - -
Class A2 USD None 198.59 1.86 0.95 198.94 139.30 - LU1254583351 - -
Class I2 JPY None 19,869.96 193.70 0.98 19,869.96 13,470.54 - LU1278844557 - -
Class D2 EUR None 189.72 1.01 0.54 189.72 140.75 - LU1254583435 - -
Class X2 GBP None 235.76 1.69 0.72 235.76 184.79 - LU1264796118 - -

Portfolio Managers

Portfolio Managers

Anna Hawley
Anna Hawley

Literature

Literature