iShares Euro Corporate Bond ex-Financials UCITS

ISINIE00B4L5ZG21
TickerEUNR.XETRA
Backtest this ETF
Category
ETF
Data available from
Dec 31, 2009
Underlying assets
2,439

Metrics at a glance

CAGR
+1.87%
Volatility
4.63%
Sharpe
-0.03
Sortino
-0.03
Calmar
-0.01
Ulcer Index
5.24
Max Drawdown
16.28%
VaR 95%
1.89%
VaR 99%
3.76%
% Positive Months
58.82%

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.

iShares Euro Corporate Bond ex-Financials UCITS

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

19.9%
18.3%
17.3%
10.3%
6.8%
4.5%
4.3%
4.1%
2.8%
2.3%

Top holdings

Top 10 Weight

1.4%

Total Assets

2,439

HHI

0.000

  1. Anheuser-Busch Inbev SA/NV 2%
    0.2%
  2. Blk Ics Eur As Liq EnvirtlyAwrAgcyAccTo€
    0.2%
  3. Volkswagen International Finance N.V. 1.875%
    0.2%
  4. Anheuser-Busch Inbev SA/NV 2.75%
    0.1%
  5. BP Capital Markets PLC 3.625%
    0.1%
  6. Verizon Communications Inc. 3.9962%
    0.1%
  7. Verizon Communications Inc. 4.2462%
    0.1%
  8. Volkswagen International Finance N.V. 3.875%
    0.1%
  9. Sanofi SA 1.375%
    0.1%
  10. Orange SA 8.125%
    0.1%

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