SPDR Bloomberg Global Aggregate Bond UCITS ETF

ISINIE00B43QJJ40
TickerGLAG
Backtest this ETF
Category
ETF
Data available from
Feb 28, 2018
Underlying assets
10,000

Metrics at a glance

CAGR
-0.65%
Volatility
5.75%
Sharpe
-0.46
Sortino
-0.49
Calmar
-0.13
Ulcer Index
10.90
Max Drawdown
19.72%
VaR 95%
2.42%
VaR 99%
3.17%
% Positive Months
45.98%

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.

SPDR Bloomberg Global Aggregate Bond UCITS ETF

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

41.4%
10.6%
8.5%
5.4%
4.4%
4.2%
3.6%
3.1%
2.3%
1.8%

Top holdings

Top 10 Weight

2.0%

Total Assets

10,000

HHI

0.000

  1. United States Treasury Bills
    0.4%
  2. United States Treasury Notes
    0.2%
  3. United States Treasury Notes
    0.2%
  4. Federal Home Loan Mortgage Corp.
    0.2%
  5. United States Treasury Notes
    0.2%
  6. United States Treasury Notes
    0.2%
  7. United States Treasury Notes
    0.2%
  8. United States Treasury Notes
    0.2%
  9. United States Treasury Notes
    0.2%
  10. United States Treasury Notes
    0.2%

Explore this ETF in the Backtester

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

Backtest this ETF