iShares Edge MSCI EM Minimum Volatility UCITS ETF

ISINIE00B8KGV557
TickerEMLV
Backtest this ETF
Total annual cost
0.46%

TER 0.40% + transaction cost 0.06%

Category
ETF
Data available from
Feb 28, 2013
Underlying assets
312

Metrics at a glance

CAGR
+4.27%
Volatility
10.49%
Sharpe
0.22
Sortino
0.21
Calmar
0.11
Ulcer Index
7.50
Max Drawdown
20.86%
VaR 95%
4.76%
VaR 99%
7.62%
% Positive Months
59.49%

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 EM Minimum Volatility UCITS ETF

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

27.6%
22.8%
18.2%
10.3%
4.4%
3.5%
2.1%
1.9%
1.6%
1.3%

Top holdings

Top 10 Weight

14.3%

Total Assets

312

HHI

0.000

  1. Delta Electronics
    1.8%
  2. Bank Of China Ltd Class H
    1.5%
  3. Taiwan Semiconductor Manufacturing Co
    1.5%
  4. Industrial And Commercial Bank Of China Ltd Class H
    1.4%
  5. Advanced Info Service PCL Units Non-Voting Depository Receipt
    1.4%
  6. Saudi Telecom
    1.4%
  7. SK Hynix
    1.4%
  8. Chunghwa Telecom Co
    1.4%
  9. Samsung Electronics Co
    1.2%
  10. Bharti Airtel
    1.2%

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