SPDR MSCI EMU UCITS ETF

ISINIE00B910VR50
TickerEMUE
Backtest this ETF
Total annual cost
0.09%

TER 0.08% + transaction cost 0.01%

Category
ETF
Data available from
Jan 31, 2013
Underlying assets
225

Metrics at a glance

CAGR
+9.72%
Volatility
14.88%
Sharpe
0.52
Sortino
0.51
Calmar
0.30
Ulcer Index
6.85
Max Drawdown
25.42%
VaR 95%
6.30%
VaR 99%
8.71%
% Positive Months
61.73%

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.

SPDR MSCI EMU UCITS ETF

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

27.0%
27.0%
15.7%
10.5%
8.3%
2.5%
2.4%
2.4%
1.4%
0.8%

Top holdings

Top 10 Weight

27.5%

Total Assets

225

HHI

0.000

  1. ASML Holding
    7.2%
  2. Siemens
    2.8%
  3. SAP
    2.7%
  4. Banco Santander
    2.4%
  5. Schneider Electric
    2.3%
  6. Allianz
    2.2%
  7. Lvmh Moet Hennessy Louis Vuitton
    2.0%
  8. TotalEnergies
    2.0%
  9. Iberdrola
    1.9%
  10. Siemens Energy AG Ordinary Shares
    1.9%

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