iShares Core FTSE 100 UCITS ETF (Dist)

ISINIE0005042456
TickerISF
Backtest this ETF
Total annual cost
0.10%

TER 0.07% + transaction cost 0.03%

Category
ETF
Data available from
Sep 30, 2016
Underlying assets
102

Metrics at a glance

CAGR
+4.70%
Volatility
13.85%
Sharpe
0.19
Sortino
0.17
Calmar
0.09
Ulcer Index
9.10
Max Drawdown
30.60%
VaR 95%
5.65%
VaR 99%
10.52%
% Positive Months
61.86%

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 Core FTSE 100 UCITS ETF (Dist)

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

96.0%
2.1%
0.8%
0.3%
0.3%
0.2%
0.1%
0.1%
0.0%
0.0%

Top holdings

Top 10 Weight

49.8%

Total Assets

102

HHI

0.000

  1. AstraZeneca
    8.9%
  2. HSBC Holdings
    8.5%
  3. Shell
    8.3%
  4. Rolls-Royce Holdings
    3.9%
  5. BP
    3.9%
  6. British American Tobacco
    3.7%
  7. Unilever
    3.7%
  8. GSK
    3.3%
  9. Rio Tinto PLC Ordinary Shares
    2.9%
  10. BAE Systems
    2.7%

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