SPDR® S&P 500 Low Volatility UCITS ETF
ISINIE00B802KR88
TickerSPY1.XETRA
- Category
- ETF
- Data available from
- Oct 31, 2012
- Underlying assets
- 0
Metrics at a glance
CAGR
+10.41%
Volatility
11.97%
Sharpe
0.70
Sortino
0.76
Calmar
0.43
Ulcer Index
6.39
Max Drawdown
19.60%
VaR 95%
4.74%
VaR 99%
8.18%
% Positive Months
58.79%
Performance over time
Portfolio value over time. Select a period on the chart to see its return.
Rolling returns
Return computed over every rolling window of the selected length.
Fund composition
Estimated country, currency, and sector allocation from the underlying holdings.
SPDR® S&P 500 Low Volatility UCITS ETF
No data available
Top holdings
Explore this ETF in the Backtester
Compare it with other assets, change the time horizon, and explore the full analysis.