iShares S&P 500 Consumer Discretionary Sector UCITS ETF USD (Acc) EUR

ISINIE00B4MCHD36
TickerQDVK.XETRA
Backtest this ETF
Category
ETF
Data available from
Dec 31, 2015
Underlying assets
49

Metrics at a glance

CAGR
+11.48%
Volatility
19.88%
Sharpe
0.48
Sortino
0.51
Calmar
0.28
Ulcer Index
10.46
Max Drawdown
33.93%
VaR 95%
9.29%
VaR 99%
11.39%
% Positive Months
59.84%

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 S&P 500 Consumer Discretionary Sector UCITS ETF USD (Acc) EUR

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

99.4%
0.6%

Top holdings

Top 10 Weight

75.1%

Total Assets

49

HHI

0.000

  1. Amazon.com
    32.1%
  2. Tesla
    17.1%
  3. The Home Depot
    6.8%
  4. McDonald's
    4.6%
  5. TJX Companies
    3.7%
  6. Booking Holdings
    2.8%
  7. Lowe's Companies
    2.8%
  8. Starbucks
    2.1%
  9. O'Reilly Automotive
    1.6%
  10. Marriott International Inc Class A
    1.5%

Explore this ETF in the Backtester

Compare it with other assets, change the time horizon, and explore the full analysis.

Backtest this ETF