Deka STOXX Europe 50 UCITS ETF

ISINDE000ETFL250
TickerEL4Y
Backtest this ETF
Category
ETF
Data available from
Apr 30, 2009
Underlying assets
50

Metrics at a glance

CAGR
+5.42%
Volatility
13.12%
Sharpe
0.26
Sortino
0.26
Calmar
0.15
Ulcer Index
9.05
Max Drawdown
22.78%
VaR 95%
5.69%
VaR 99%
9.24%
% Positive Months
58.03%

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 STOXX Europe 50 UCITS ETF

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

24.3%
19.3%
18.0%
12.6%
11.5%
6.3%
4.4%
2.6%
1.0%

Top holdings

Top 10 Weight

39.3%

Total Assets

50

HHI

0.000

  1. ASML Holding
    7.4%
  2. AstraZeneca
    4.5%
  3. Novartis AG Registered Shares
    4.2%
  4. HSBC Holdings
    4.1%
  5. Roche Holding AG Ordinary Shares new
    4.0%
  6. Shell
    3.8%
  7. Nestle
    3.6%
  8. TotalEnergies
    2.8%
  9. Siemens
    2.6%
  10. SAP
    2.5%

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