iShares EURO STOXX UCITS ETF (DE)

ISINDE000A0D8Q07
TickerEXSI
Backtest this ETF
Category
ETF
Data available from
May 31, 2005
Underlying assets
297

Metrics at a glance

CAGR
+6.39%
Volatility
16.66%
Sharpe
0.26
Sortino
0.25
Calmar
0.08
Ulcer Index
19.12
Max Drawdown
55.92%
VaR 95%
6.58%
VaR 99%
13.66%
% Positive Months
58.68%

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 EURO STOXX UCITS ETF (DE)

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

27.3%
26.0%
16.2%
10.2%
8.9%
2.8%
2.7%
1.8%
1.3%
1.0%

Top holdings

Top 10 Weight

26.3%

Total Assets

297

HHI

0.000

  1. ASML Holding
    6.9%
  2. TotalEnergies
    2.7%
  3. Siemens
    2.5%
  4. SAP
    2.3%
  5. Banco Santander
    2.2%
  6. Allianz
    2.1%
  7. Schneider Electric
    2.1%
  8. Iberdrola
    1.9%
  9. Lvmh Moet Hennessy Louis Vuitton
    1.8%
  10. Siemens Energy AG Ordinary Shares
    1.8%

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