Deka EURO STOXX 50 UCITS ETF

ISINDE000ETFL029
TickerEL4B
Backtest this ETF
Category
ETF
Data available from
Mar 31, 2008
Underlying assets
50

Metrics at a glance

CAGR
+5.83%
Volatility
17.59%
Sharpe
0.22
Sortino
0.21
Calmar
0.08
Ulcer Index
14.71
Max Drawdown
46.84%
VaR 95%
7.09%
VaR 99%
13.08%
% Positive Months
56.73%

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.

Deka EURO STOXX 50 UCITS ETF

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

29.7%
29.6%
18.7%
10.5%
7.0%
1.8%
1.4%
1.3%

Top holdings

Top 10 Weight

41.1%

Total Assets

50

HHI

0.000

  1. ASML Holding
    9.9%
  2. TotalEnergies
    4.3%
  3. Siemens
    3.9%
  4. SAP
    3.7%
  5. Banco Santander
    3.5%
  6. Allianz
    3.4%
  7. Schneider Electric
    3.3%
  8. Iberdrola
    3.1%
  9. Lvmh Moet Hennessy Louis Vuitton
    2.9%
  10. Siemens Energy AG Ordinary Shares
    2.8%

Explore this ETF in the Backtester

Compare it with other assets, change the time horizon, and explore the full analysis.

Backtest this ETF