SPDR MSCI Emerging Markets Small Cap UCITS ETF

ISINIE00B48X4842
TickerEMSD
Backtest this ETF
Total annual cost
0.64%

TER 0.55% + transaction cost 0.09%

Category
ETF
Data available from
May 31, 2011
Underlying assets
1,893

Metrics at a glance

CAGR
+5.92%
Volatility
15.22%
Sharpe
0.26
Sortino
0.24
Calmar
0.12
Ulcer Index
9.30
Max Drawdown
32.85%
VaR 95%
6.74%
VaR 99%
12.48%
% Positive Months
56.59%

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 Small Cap UCITS ETF

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

26.1%
20.9%
14.4%
11.5%
4.4%
3.7%
3.2%
2.6%
2.5%
2.5%

Top holdings

Top 10 Weight

4.9%

Total Assets

1,893

HHI

0.000

  1. Winbond Electronics
    0.7%
  2. Nanya Technology
    0.7%
  3. Phison Electronics
    0.6%
  4. Samchundang Pharm Co
    0.5%
  5. Hyundai Engineering & Construction Co
    0.5%
  6. Powerchip Semiconductor Manufacturing Corp Ordinary Shares
    0.4%
  7. MPI
    0.4%
  8. Compeq Manufaturing Co
    0.4%
  9. United Integrated Services Co
    0.4%
  10. The Federal Bank
    0.4%

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