iShares Global Government Bond UCITS ETF USD (Dist)

ISINIE00B3F81K65
TickerEUN3
Backtest this ETF
Total annual cost
0.21%

TER 0.20% + transaction cost 0.01%

Category
ETF
Data available from
Jun 30, 2009
Underlying assets
884

Metrics at a glance

CAGR
+0.09%
Volatility
7.39%
Sharpe
-0.26
Sortino
-0.31
Calmar
-0.07
Ulcer Index
12.94
Max Drawdown
28.95%
VaR 95%
3.06%
VaR 99%
3.56%
% Positive Months
43.41%

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 Global Government Bond UCITS ETF USD (Dist)

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

56.0%
11.3%
8.6%
7.9%
6.8%
6.7%
2.5%

Top holdings

Top 10 Weight

4.7%

Total Assets

884

HHI

0.000

  1. United States Treasury Notes 4.625%
    0.5%
  2. United States Treasury Notes 4.375%
    0.5%
  3. United States Treasury Notes 4.25%
    0.5%
  4. United States Treasury Notes 4.25%
    0.5%
  5. United States Treasury Notes 3.875%
    0.5%
  6. United States Treasury Notes 4%
    0.5%
  7. United States Treasury Notes 4%
    0.5%
  8. United States Treasury Notes 3.875%
    0.4%
  9. United States Treasury Notes 4%
    0.4%
  10. United States Treasury Notes 4.25%
    0.4%

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