iShares STOXX Europe Small 200 UCITS ETF (DE)

ISINDE000A0D8QZ7
TickerEXSE.XETRA
Backtest this ETF
Category
ETF
Data available from
Apr 30, 2005
Underlying assets
200

Metrics at a glance

CAGR
+7.12%
Volatility
17.46%
Sharpe
0.29
Sortino
0.27
Calmar
0.09
Ulcer Index
17.85
Max Drawdown
59.30%
VaR 95%
8.12%
VaR 99%
12.54%
% Positive Months
60.08%

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 Small 200 UCITS ETF (DE)

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

19.7%
11.1%
9.3%
9.3%
8.9%
7.4%
5.7%
5.7%
5.4%
4.6%

Top holdings

Top 10 Weight

8.1%

Total Assets

200

HHI

0.000

  1. Aedifica
    0.9%
  2. Nordex SE Akt. nach Kapitalherabsetzung
    0.9%
  3. IG Group Holdings
    0.9%
  4. Saipem SpA
    0.8%
  5. Amundi
    0.8%
  6. Galenica
    0.8%
  7. SCOR SE Act. Prov. Regpt.
    0.8%
  8. Jyske Bank AS
    0.8%
  9. Raiffeisen Bank International
    0.8%
  10. AL Sydbank A/S
    0.8%

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