iShares STOXX Global Select Dividend 100 UCITS ETF (DE)

ISINDE000A0F5UH1
TickerISPA
Backtest this ETF
Total annual cost
0.51%

TER 0.46% + transaction cost 0.05%

Category
ETF
Data available from
Oct 31, 2009
Underlying assets
100

Metrics at a glance

CAGR
+5.35%
Volatility
11.82%
Sharpe
0.28
Sortino
0.29
Calmar
0.12
Ulcer Index
8.16
Max Drawdown
27.43%
VaR 95%
4.22%
VaR 99%
8.99%
% Positive Months
53.23%

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 Global Select Dividend 100 UCITS ETF (DE)

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

16.1%
13.7%
12.3%
10.4%
8.6%
7.1%
6.4%
4.7%
4.3%
4.0%

Top holdings

Top 10 Weight

18.0%

Total Assets

100

HHI

0.000

  1. Legal & General Group
    2.2%
  2. SITC International Holdings Co
    2.2%
  3. Taylor Wimpey
    2.0%
  4. Signify
    1.8%
  5. Aker BP A
    1.8%
  6. WH Group Ltd Shs Unitary 144A/Reg S
    1.7%
  7. Teleperformance
    1.7%
  8. Woodside Energy Group
    1.6%
  9. Fortescue
    1.6%
  10. B&M European Value Retail
    1.5%

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