iShares Global Corporate Bond UCITS ETF

ISINIE00B7J7TB45
TickerCORP
Backtest this ETF
Category
ETF
Data available from
Nov 30, 2012
Underlying assets
10,000

Metrics at a glance

CAGR
-0.10%
Volatility
6.78%
Sharpe
-0.31
Sortino
-0.31
Calmar
-0.11
Ulcer Index
9.37
Max Drawdown
19.10%
VaR 95%
3.19%
VaR 99%
4.37%
% Positive Months
50.00%

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 Global Corporate Bond UCITS ETF

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

58.7%
6.2%
6.1%
4.8%
4.7%
2.6%
2.5%
1.9%
1.8%
1.5%

Top holdings

Top 10 Weight

0.9%

Total Assets

10,000

HHI

0.000

  1. Japan (Government Of) 0.1%
    0.4%
  2. Japan (Government Of) 1.3%
    0.1%
  3. T-Mobile USA, Inc. 3.875%
    0.1%
  4. Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc 4.9%
    0.1%
  5. CVS Health Corp 5.05%
    0.1%
  6. Anheuser-Busch Companies LLC / Anheuser-Busch InBev Worldwide Inc 4.7%
    0.0%
  7. Goldman Sachs Group, Inc. 6.75%
    0.0%
  8. Meta Platforms Inc 5.625%
    0.0%
  9. Bank of America Corp. 5.288%
    0.0%
  10. Boeing Co. 5.805%
    0.0%

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