iShares Euro Inflation Linked Government Bond UCITS ETF

ISINIE00B0M62X26
TickerIBC1
Backtest this ETF
Total annual cost
0.09%

TER 0.09% + transaction cost 0.00%

Category
ETF
Data available from
Jan 31, 2015
Underlying assets
38

Metrics at a glance

CAGR
+1.30%
Volatility
5.81%
Sharpe
-0.12
Sortino
-0.11
Calmar
-0.06
Ulcer Index
4.49
Max Drawdown
12.18%
VaR 95%
2.56%
VaR 99%
5.28%
% Positive Months
55.07%

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 Inflation Linked Government Bond UCITS ETF

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

45.2%
31.2%
14.7%
8.9%

Top holdings

Top 10 Weight

42.5%

Total Assets

38

HHI

0.000

  1. France (Republic Of) 1.85%
    5.6%
  2. France (Republic Of) 0.1%
    4.7%
  3. Germany (Federal Republic Of) 0.5%
    4.5%
  4. France (Republic Of) 3.15%
    4.4%
  5. Spain (Kingdom of) 0.7%
    4.3%
  6. Spain (Kingdom of) 1%
    4.2%
  7. France (Republic Of) 1.8%
    4.0%
  8. Italy (Republic Of) 2.55%
    3.8%
  9. France (Republic Of) 0.7%
    3.6%
  10. Spain (Kingdom of) 0.65%
    3.5%

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