Vanguard FTSE Emerging Markets UCITS ETF Distributing

ISINIE00B3VVMM84
TickerVDEM
Backtest this ETF
Category
ETF
Data available from
Jan 31, 2015
Underlying assets
2,268

Metrics at a glance

CAGR
+2.91%
Volatility
14.74%
Sharpe
0.06
Sortino
0.06
Calmar
0.03
Ulcer Index
11.94
Max Drawdown
32.20%
VaR 95%
6.04%
VaR 99%
14.30%
% 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.

Vanguard FTSE Emerging Markets UCITS ETF Distributing

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

34.7%
24.1%
20.5%
4.5%
4.5%
2.5%
1.8%
1.6%
1.4%
1.0%

Top holdings

Top 10 Weight

28.4%

Total Assets

2,268

HHI

0.000

  1. Taiwan Semiconductor Manufacturing Co
    15.0%
  2. Tencent Holdings
    3.9%
  3. Alibaba Group Holding Ltd Ordinary Shares
    3.1%
  4. HDFC Bank
    1.1%
  5. Reliance Industries
    1.0%
  6. Hon Hai Precision Industry Co
    0.9%
  7. MediaTek
    0.9%
  8. China Construction Bank Corp Class H
    0.9%
  9. Delta Electronics
    0.8%
  10. ICICI Bank
    0.8%

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