SPDR MSCI Emerging Markets UCITS ETF

ISINIE00B469F816
TickerEMRD
Backtest this ETF
Total annual cost
0.20%

TER 0.18% + transaction cost 0.02%

Category
ETF
Data available from
May 31, 2011
Underlying assets
1,169

Metrics at a glance

CAGR
+5.97%
Volatility
14.86%
Sharpe
0.27
Sortino
0.27
Calmar
0.15
Ulcer Index
10.00
Max Drawdown
25.88%
VaR 95%
6.53%
VaR 99%
9.92%
% Positive Months
57.14%

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 Emerging Markets UCITS ETF

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

28.8%
21.7%
16.4%
14.1%
4.6%
4.0%
2.1%
1.3%
1.3%
1.1%

Top holdings

Top 10 Weight

33.4%

Total Assets

1,169

HHI

0.000

  1. Taiwan Semiconductor Manufacturing Co
    13.4%
  2. Samsung Electronics Co
    6.1%
  3. Tencent Holdings
    3.6%
  4. SK Hynix
    3.4%
  5. Alibaba Group Holding Ltd Ordinary Shares
    2.7%
  6. HDFC Bank
    0.9%
  7. China Construction Bank Corp Class H
    0.8%
  8. Hon Hai Precision Industry Co
    0.8%
  9. MediaTek
    0.8%
  10. Reliance Industries
    0.8%

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