UBS ETF (IE) S&P 500 UCITS ETF (hedged to EUR) A-acc

ISINIE00BD34DK07
TickerSP500E
Backtest this ETF
Category
ETF
Data available from
Nov 30, 2016
Underlying assets
503

Metrics at a glance

CAGR
+10.59%
Volatility
15.24%
Sharpe
0.56
Sortino
0.46
Calmar
0.34
Ulcer Index
8.61
Max Drawdown
25.23%
VaR 95%
7.29%
VaR 99%
9.62%
% Positive Months
69.31%

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.

UBS ETF (IE) S&P 500 UCITS ETF (hedged to EUR) A-acc

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

99.5%
0.2%
0.1%
0.1%
0.0%
0.0%

Top holdings

Top 10 Weight

35.9%

Total Assets

503

HHI

0.000

  1. NVIDIA
    7.4%
  2. Apple
    6.7%
  3. Microsoft
    4.9%
  4. Amazon.com
    3.6%
  5. Alphabet Inc Class A
    2.9%
  6. Broadcom
    2.6%
  7. Alphabet Inc Class C
    2.3%
  8. Meta Platforms Inc Class A
    2.2%
  9. Tesla
    1.8%
  10. Berkshire Hathaway Inc Class B
    1.6%

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