iShares Euro Government Bond Capped 1.5-10.5yr UCITS ETF (DE)

ISINDE000A0H0785
TickerEXHF.XETRA
Backtest this ETF
Category
ETF
Data available from
Jul 31, 2006
Underlying assets
25

Metrics at a glance

CAGR
+2.33%
Volatility
4.68%
Sharpe
0.07
Sortino
0.07
Calmar
0.02
Ulcer Index
6.55
Max Drawdown
19.85%
VaR 95%
1.89%
VaR 99%
3.74%
% Positive Months
59.21%

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 Government Bond Capped 1.5-10.5yr UCITS ETF (DE)

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

20.1%
20.0%
20.0%
19.9%
9.1%
7.5%
3.4%

Top holdings

Top 10 Weight

42.7%

Total Assets

25

HHI

0.000

  1. Belgium (Kingdom Of) 3%
    5.0%
  2. France (Republic Of) 2.75%
    4.3%
  3. Italy (Republic Of) 3.85%
    4.3%
  4. Austria (Republic of) 2.9%
    4.3%
  5. Spain (Kingdom of) 3.5%
    4.2%
  6. Belgium (Kingdom Of) 2.85%
    4.2%
  7. Spain (Kingdom of) 3.55%
    4.1%
  8. Germany (Federal Republic Of) 2.6%
    4.1%
  9. Germany (Federal Republic Of) 2.3%
    4.1%
  10. Spain (Kingdom of) 3.2%
    4.1%

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