iShares MSCI World SRI UCITS ETF USD (Dist)

ISINIE00BDZZTM54
Ticker2B7J
Backtest this ETF
Category
ETF
Data available from
Feb 28, 2019
Underlying assets
367

Metrics at a glance

CAGR
+11.94%
Volatility
14.68%
Sharpe
0.68
Sortino
0.70
Calmar
0.58
Ulcer Index
6.60
Max Drawdown
17.24%
VaR 95%
6.32%
VaR 99%
7.98%
% Positive Months
61.04%

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 MSCI World SRI UCITS ETF USD (Dist)

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

63.3%
7.8%
5.8%
4.9%
3.6%
3.1%
1.9%
1.9%
1.6%
1.3%

Top holdings

Top 10 Weight

28.9%

Total Assets

367

HHI

0.000

  1. NVIDIA
    8.6%
  2. ASML Holding
    3.7%
  3. Tesla
    3.7%
  4. Verizon Communications
    2.3%
  5. Lam Research
    1.9%
  6. Applied Materials
    1.9%
  7. The Walt Disney
    1.9%
  8. Coca-Cola
    1.7%
  9. The Home Depot
    1.6%
  10. Intel
    1.5%

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