iShares STOXX Europe 600 Banks UCITS ETF (DE)

ISINDE000A0F5UJ7
TickerEXV1
Backtest this ETF
Category
ETF
Data available from
Nov 30, 2001
Underlying assets
55

Metrics at a glance

CAGR
+1.73%
Volatility
24.72%
Sharpe
-0.01
Sortino
-0.01
Calmar
-0.00
Ulcer Index
50.68
Max Drawdown
77.96%
VaR 95%
10.76%
VaR 99%
17.06%
% Positive Months
56.69%

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 Banks UCITS ETF (DE)

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

27.5%
18.8%
14.7%
9.0%
7.5%
5.1%
4.8%
2.6%
2.4%
1.9%

Top holdings

Top 10 Weight

58.8%

Total Assets

55

HHI

0.000

  1. HSBC Holdings
    14.5%
  2. Banco Santander
    8.4%
  3. Banco Bilbao Vizcaya Argentaria
    6.2%
  4. UniCredit SpA
    5.5%
  5. BNP Paribas Act. Cat.A
    5.1%
  6. Intesa Sanpaolo
    4.7%
  7. ING Groep
    3.9%
  8. Lloyds Banking Group
    3.8%
  9. Barclays
    3.7%
  10. NatWest Group
    3.1%

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