iShares MDAX® UCITS ETF (DE) EUR (Dist)

ISINDE000A2QP349
TickerEXID
Backtest this ETF
Category
ETF
Data available from
Apr 30, 2021
Underlying assets
50

Metrics at a glance

CAGR
-3.70%
Volatility
18.47%
Sharpe
-0.31
Sortino
-0.30
Calmar
-0.14
Ulcer Index
25.22
Max Drawdown
39.34%
VaR 95%
7.83%
VaR 99%
13.26%
% Positive Months
48.98%

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 MDAX® UCITS ETF (DE) EUR (Dist)

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

99.3%
0.7%

Top holdings

Top 10 Weight

37.9%

Total Assets

50

HHI

0.000

  1. Deutsche Lufthansa
    5.2%
  2. Hochtief
    4.7%
  3. Knorr-Bremse AG Bearer Shares
    4.4%
  4. Talanx
    4.3%
  5. Nordex SE Akt. nach Kapitalherabsetzung
    3.7%
  6. Sartorius AG Participating Preferred
    3.5%
  7. Hensoldt AG Ordinary Shares
    3.3%
  8. RENK Group
    3.0%
  9. Dr. Ing. h.c. F. Porsche AG Bearer Shares
    2.9%
  10. LEG Immobilien
    2.9%

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