iShares Dow Jones Industrial Average UCITS ETF (DE)

ISINDE0006289390
TickerEXI3
Backtest this ETF
Category
ETF
Data available from
Sep 30, 2001
Underlying assets
30

Metrics at a glance

CAGR
+7.16%
Volatility
14.97%
Sharpe
0.35
Sortino
0.33
Calmar
0.11
Ulcer Index
18.14
Max Drawdown
48.62%
VaR 95%
7.04%
VaR 99%
11.18%
% Positive Months
60.14%

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 Dow Jones Industrial Average UCITS ETF (DE)

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

100.0%

Top holdings

Top 10 Weight

55.1%

Total Assets

30

HHI

0.000

  1. The Goldman Sachs Group
    11.4%
  2. Caterpillar
    9.6%
  3. Microsoft
    4.9%
  4. Amgen
    4.7%
  5. The Home Depot
    4.4%
  6. Sherwin-Williams
    4.3%
  7. McDonald's
    4.1%
  8. American Express
    4.0%
  9. Visa Inc Class A
    3.9%
  10. JPMorgan Chase &
    3.9%

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