iShares € Govt Bond 10-15yr UCITS ETF EUR (Dist)

ISINIE00B4WXJH41
TickerEUN8.XETRA
Backtest this ETF
Category
ETF
Data available from
Oct 31, 2009
Underlying assets
34

Metrics at a glance

CAGR
+2.79%
Volatility
7.76%
Sharpe
0.10
Sortino
0.10
Calmar
0.03
Ulcer Index
10.89
Max Drawdown
28.40%
VaR 95%
3.51%
VaR 99%
5.82%
% Positive Months
57.67%

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 € Govt Bond 10-15yr UCITS ETF EUR (Dist)

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

32.7%
22.8%
19.1%
18.3%
7.0%

Top holdings

Top 10 Weight

45.2%

Total Assets

34

HHI

0.000

  1. France (Republic Of) 1.25%
    7.1%
  2. Italy (Republic Of) 4%
    4.9%
  3. Germany (Federal Republic Of) 4%
    4.5%
  4. Italy (Republic Of) 5%
    4.3%
  5. France (Republic Of) 1.75%
    4.2%
  6. France (Republic Of) 4%
    4.2%
  7. Italy (Republic Of) 5%
    4.1%
  8. Spain (Kingdom of) 4.2%
    4.0%
  9. Germany (Federal Republic Of) 4.75%
    4.0%
  10. Germany (Federal Republic Of) 1%
    3.8%

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