SPDR MSCI World Small Cap UCITS ETF

ISINIE00BCBJG560
TickerWDSC
Backtest this ETF
Total annual cost
0.46%

TER 0.45% + transaction cost 0.01%

Category
ETF
Data available from
Nov 30, 2013
Underlying assets
3,492

Metrics at a glance

CAGR
+10.03%
Volatility
16.05%
Sharpe
0.50
Sortino
0.49
Calmar
0.29
Ulcer Index
6.76
Max Drawdown
27.85%
VaR 95%
7.16%
VaR 99%
9.88%
% Positive Months
59.87%

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 World Small Cap UCITS ETF

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

60.4%
12.5%
4.5%
4.2%
3.8%
1.8%
1.7%
1.5%
1.5%
1.3%

Top holdings

Top 10 Weight

3.5%

Total Assets

3,492

HHI

0.000

  1. SanDisk Corp Ordinary Shares
    0.8%
  2. Lumentum Holdings
    0.5%
  3. Coherent
    0.4%
  4. FTAI Aviation
    0.3%
  5. TechnipFMC
    0.3%
  6. Royal Gold
    0.3%
  7. Casey's General Stores
    0.2%
  8. Curtiss-Wright
    0.2%
  9. XPO
    0.2%
  10. Woodward
    0.2%

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