Xtrackers MSCI World Quality ESG UCITS ETF 1C

ISINIE0003NQ0IY5
TickerXWEQ
Backtest this ETF
Category
ETF
Data available from
Jul 31, 2023
Underlying assets
150

Metrics at a glance

CAGR
+12.34%
Volatility
14.55%
Sharpe
0.71
Sortino
0.75
Calmar
0.62
Ulcer Index
5.11
Max Drawdown
16.56%
VaR 95%
4.96%
VaR 99%
8.09%
% Positive Months
59.09%

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.

Xtrackers MSCI World Quality ESG UCITS ETF 1C

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

72.0%
9.6%
5.9%
4.2%
2.1%
1.4%
1.3%
1.0%
0.9%
0.4%

Top holdings

Top 10 Weight

35.5%

Total Assets

150

HHI

0.000

  1. NVIDIA
    6.2%
  2. Apple
    4.6%
  3. Alphabet Inc Class C
    3.8%
  4. Microsoft
    3.6%
  5. ASML Holding
    3.3%
  6. Lam Research
    3.1%
  7. Merck & Co
    2.9%
  8. Roche Holding
    2.8%
  9. Novartis AG Registered Shares
    2.8%
  10. Applied Materials
    2.4%

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