iShares MSCI Europe ex-UK UCITS

ISINIE00B14X4N27
TickerIEUX.AS
Backtest this ETF
Category
ETF
Data available from
Aug 31, 2006
Underlying assets
332

Metrics at a glance

CAGR
+4.53%
Volatility
15.39%
Sharpe
0.16
Sortino
0.15
Calmar
0.04
Ulcer Index
20.74
Max Drawdown
56.29%
VaR 95%
6.31%
VaR 99%
12.80%
% Positive Months
57.27%

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 MSCI Europe ex-UK UCITS

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

18.5%
18.5%
18.2%
11.8%
7.2%
7.0%
5.7%
4.0%
2.3%
1.7%

Top holdings

Top 10 Weight

22.9%

Total Assets

332

HHI

0.000

  1. ASML Holding
    4.9%
  2. Novartis AG Registered Shares
    2.8%
  3. Roche Holding AG Ordinary Shares new
    2.7%
  4. Nestle
    2.5%
  5. TotalEnergies
    1.8%
  6. Siemens
    1.8%
  7. SAP
    1.7%
  8. Banco Santander
    1.6%
  9. Allianz
    1.6%
  10. Iberdrola
    1.4%

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