iShares (DE) I - iShares STOXX Europe 600 Utilities UCITS ETF (DE)

ISINDE000A0Q4R02
TickerEXH9.XETRA
Backtest this ETF
Category
ETF
Data available from
Aug 31, 2002
Underlying assets
28

Metrics at a glance

CAGR
+6.82%
Volatility
14.96%
Sharpe
0.32
Sortino
0.31
Calmar
0.10
Ulcer Index
21.13
Max Drawdown
48.92%
VaR 95%
6.39%
VaR 99%
10.91%
% Positive Months
58.18%

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 (DE) I - iShares STOXX Europe 600 Utilities UCITS ETF (DE)

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

24.8%
24.7%
17.9%
13.3%
11.6%
2.2%
1.5%
1.5%
1.0%
0.8%

Top holdings

Top 10 Weight

81.0%

Total Assets

28

HHI

0.000

  1. Iberdrola
    20.1%
  2. National Grid
    12.5%
  3. Enel SpA
    12.2%
  4. Engie
    8.6%
  5. E.ON
    7.0%
  6. RWE AG Class A
    6.4%
  7. SSE
    6.1%
  8. Veolia Environnement
    3.6%
  9. EDP-Energias De Portugal
    2.3%
  10. Terna SpA
    2.3%

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