iShares STOXX Europe 600 UCITS ETF (DE)

ISINDE0002635307
TickerEXSA
Backtest this ETF
Total annual cost
0.21%

TER 0.20% + transaction cost 0.01%

Category
ETF
Data available from
Apr 30, 2005
Underlying assets
600

Metrics at a glance

CAGR
+4.29%
Volatility
14.56%
Sharpe
0.16
Sortino
0.14
Calmar
0.04
Ulcer Index
20.62
Max Drawdown
57.04%
VaR 95%
7.14%
VaR 99%
11.55%
% Positive Months
58.43%

Performance over time

Rolling returns

Return computed over every rolling window of the selected length.

Fund composition

Estimated country, currency, and sector allocation from the underlying holdings.

iShares STOXX Europe 600 UCITS ETF (DE)

Click a row name to exclude it from the calculation (remaining slices are renormalized).

22.1%
14.7%
14.0%
13.9%
8.5%
5.4%
5.4%
4.7%
3.2%
1.4%

Top holdings

Top 10 Weight

19.3%

Total Assets

600

HHI

0.000

  1. ASML Holding
    3.6%
  2. AstraZeneca
    2.2%
  3. Novartis AG Registered Shares
    2.0%
  4. HSBC Holdings
    2.0%
  5. Roche Holding AG Ordinary Shares new
    1.9%
  6. Shell
    1.8%
  7. Nestle
    1.8%
  8. TotalEnergies
    1.4%
  9. Siemens
    1.3%
  10. SAP
    1.2%

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