SPDR MSCI ACWI UCITS ETF

ISINIE00B44Z5B48
TickerACWD
Backtest this ETF
Total annual cost
0.12%

TER 0.12% + transaction cost 0.00%

Category
ETF
Data available from
Jun 30, 2011
Underlying assets
2,262

Metrics at a glance

CAGR
+11.89%
Volatility
12.98%
Sharpe
0.76
Sortino
0.71
Calmar
0.52
Ulcer Index
5.08
Max Drawdown
19.16%
VaR 95%
5.70%
VaR 99%
9.01%
% Positive Months
65.56%

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 MSCI ACWI UCITS ETF

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

62.6%
5.3%
3.5%
3.2%
2.9%
2.7%
2.3%
2.1%
2.1%
2.0%

Top holdings

Top 10 Weight

22.5%

Total Assets

2,262

HHI

0.000

  1. NVIDIA
    4.6%
  2. Apple
    4.1%
  3. Microsoft
    2.8%
  4. Amazon.com
    2.1%
  5. Alphabet Inc Class A
    1.8%
  6. Taiwan Semiconductor Manufacturing Co
    1.6%
  7. Alphabet Inc Class C
    1.5%
  8. Broadcom
    1.5%
  9. Meta Platforms Inc Class A
    1.3%
  10. Tesla
    1.2%

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