iShares EURO STOXX Small UCITS ETF

ISINIE00B02KXM00
TickerDJSC
Backtest this ETF
Category
ETF
Data available from
Feb 28, 2005
Underlying assets
95

Metrics at a glance

CAGR
+4.67%
Volatility
17.75%
Sharpe
0.15
Sortino
0.14
Calmar
0.04
Ulcer Index
21.92
Max Drawdown
61.46%
VaR 95%
9.08%
VaR 99%
12.85%
% Positive Months
58.75%

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 EURO STOXX Small UCITS ETF

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

22.5%
18.9%
15.1%
11.6%
11.6%
6.5%
5.2%
4.5%
1.1%
1.1%

Top holdings

Top 10 Weight

16.2%

Total Assets

95

HHI

0.000

  1. Aedifica
    1.9%
  2. Nordex SE Akt. nach Kapitalherabsetzung
    1.8%
  3. Saipem SpA
    1.7%
  4. Amundi
    1.6%
  5. SCOR SE Act. Prov. Regpt.
    1.6%
  6. Raiffeisen Bank International
    1.6%
  7. Financiere de Tubize
    1.5%
  8. SBM Offshore
    1.5%
  9. Nexans
    1.5%
  10. voestalpine
    1.5%

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