iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)

ISINIE00B8FHGS14
TickerIQQ0
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Total annual cost
0.33%

TER 0.30% + transaction cost 0.03%

Category
ETF
Data available from
Feb 28, 2013
Underlying assets
282

Metrics at a glance

CAGR
+9.16%
Volatility
9.97%
Sharpe
0.72
Sortino
0.81
Calmar
0.47
Ulcer Index
4.39
Max Drawdown
15.14%
VaR 95%
3.80%
VaR 99%
6.82%
% Positive Months
58.39%

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 Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)

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

66.2%
10.7%
4.7%
4.1%
2.4%
2.2%
1.3%
1.2%
1.1%
1.1%

Top holdings

Top 10 Weight

14.3%

Total Assets

282

HHI

0.000

  1. Exxon Mobil
    1.8%
  2. Johnson & Johnson
    1.6%
  3. Duke Energy
    1.5%
  4. Cisco Systems
    1.5%
  5. Southern
    1.4%
  6. AT&T
    1.4%
  7. Cencora
    1.3%
  8. Motorola Solutions
    1.3%
  9. Novartis AG Registered Shares
    1.2%
  10. Verizon Communications
    1.2%

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