iShares Euro Corporate Bond 1-5yr UCITS ETF

ISINIE00B4L60045
TickerEUNT
Backtest this ETF
Total annual cost
0.22%

TER 0.20% + transaction cost 0.02%

Category
ETF
Data available from
Sep 30, 2009
Underlying assets
2,504

Metrics at a glance

CAGR
+0.42%
Volatility
3.00%
Sharpe
-0.53
Sortino
-0.44
Calmar
-0.15
Ulcer Index
3.39
Max Drawdown
10.30%
VaR 95%
1.50%
VaR 99%
2.27%
% Positive Months
59.41%

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 1-5yr UCITS ETF

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

19.0%
14.5%
14.3%
9.3%
6.5%
5.9%
5.8%
3.1%
2.9%
1.8%

Top holdings

Top 10 Weight

1.3%

Total Assets

2,504

HHI

0.000

  1. Anheuser-Busch Inbev SA/NV 2%
    0.2%
  2. JPMorgan Chase & Co. 1.963%
    0.1%
  3. BP Capital Markets PLC 3.625%
    0.1%
  4. Volkswagen International Finance N.V. 1.875%
    0.1%
  5. Morgan Stanley 3.383%
    0.1%
  6. UBS Group AG 7.75%
    0.1%
  7. JPMorgan Chase & Co. 4.457%
    0.1%
  8. Axa SA 3.25%
    0.1%
  9. Banco Santander SA 3.25%
    0.1%
  10. Volkswagen International Finance N.V. 3.875%
    0.1%

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