iShares Euro Government Bond 15-30yr UCITS ETF

ISINIE00B1FZS913
TickerIBCL
Backtest this ETF
Total annual cost
0.18%

TER 0.15% + transaction cost 0.03%

Category
ETF
Data available from
Apr 30, 2007
Underlying assets
53

Metrics at a glance

CAGR
+0.07%
Volatility
10.98%
Sharpe
-0.18
Sortino
-0.18
Calmar
-0.04
Ulcer Index
19.50
Max Drawdown
45.67%
VaR 95%
5.07%
VaR 99%
8.35%
% Positive Months
49.35%

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 15-30yr UCITS ETF
No data available

Top holdings

Top 10 Weight

32.0%

Total Assets

53

HHI

0.000

  1. France (Republic Of) 4.5%
    5.3%
  2. Germany (Federal Republic Of) 2.5%
    3.7%
  3. Germany (Federal Republic Of) 2.5%
    3.5%
  4. France (Republic Of) 3.25%
    3.2%
  5. Germany (Federal Republic Of) 1.25%
    3.1%
  6. Spain (Kingdom of) 4.7%
    2.9%
  7. Germany (Federal Republic Of) 1.8%
    2.7%
  8. Germany (Federal Republic Of) 2.5%
    2.6%
  9. Germany (Federal Republic Of) 3.25%
    2.6%
  10. France (Republic Of) 3.25%
    2.5%

Explore this ETF in the Backtester

Compare it with other assets, change the time horizon, and explore the full analysis.