iShares MSCI Europe SRI UCITS ETF EUR (Acc)

ISINIE00B52VJ196
TickerIUSK.XETRA
Backtest this ETF
Category
ETF
Data available from
Jul 31, 2011
Underlying assets
128

Metrics at a glance

CAGR
+8.18%
Volatility
13.68%
Sharpe
0.45
Sortino
0.42
Calmar
0.28
Ulcer Index
6.79
Max Drawdown
22.30%
VaR 95%
6.18%
VaR 99%
9.35%
% Positive Months
61.67%

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 MSCI Europe SRI UCITS ETF EUR (Acc)

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

18.8%
18.4%
12.8%
10.9%
10.8%
8.7%
5.1%
3.6%
2.7%
2.2%

Top holdings

Top 10 Weight

32.6%

Total Assets

128

HHI

0.000

  1. ASML Holding
    5.8%
  2. Schneider Electric
    4.1%
  3. ABB
    3.9%
  4. Zurich Insurance Group
    3.3%
  5. Novo Nordisk AS Class B
    3.3%
  6. L'Oreal
    3.2%
  7. Munchener Ruckversicherungs-Gesellschaft
    2.6%
  8. AXA
    2.5%
  9. Essilorluxottica
    2.1%
  10. Prosus NV Ordinary Shares - Class N
    1.9%

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