iShares Euro Government Bond 1-3yr UCITS ETF (Dist)

ISINIE00B14X4Q57
TickerIBCA
Backtest this ETF
Total annual cost
0.17%

TER 0.15% + transaction cost 0.02%

Category
ETF
Data available from
Sep 30, 2006
Underlying assets
17

Metrics at a glance

CAGR
+0.38%
Volatility
1.72%
Sharpe
-0.94
Sortino
-0.85
Calmar
-0.28
Ulcer Index
1.75
Max Drawdown
5.87%
VaR 95%
0.95%
VaR 99%
1.29%
% Positive Months
57.98%

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 Government Bond 1-3yr UCITS ETF (Dist)

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

30.3%
28.4%
24.6%
16.7%

Top holdings

Top 10 Weight

78.0%

Total Assets

17

HHI

0.000

  1. France (Republic Of) 2.4%
    14.8%
  2. France (Republic Of) 2.5%
    13.6%
  3. Spain (Kingdom of) 2.5%
    7.5%
  4. Spain (Kingdom of) 2.4%
    7.0%
  5. Germany (Federal Republic Of) 2%
    6.8%
  6. Germany (Federal Republic Of) 1.9%
    6.7%
  7. Germany (Federal Republic Of) 2.1%
    6.3%
  8. Italy (Republic Of) 2.35%
    5.1%
  9. Italy (Republic Of) 2.1%
    5.1%
  10. Italy (Republic Of) 2.65%
    5.1%

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