iShares MSCI Europe ESG Screened UCITS ETF

ISINIE00BFNM3D14
TickerSLMC.XETRA
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Total annual cost
0.14%

TER 0.12% + transaction cost 0.02%

Category
ETF
Data available from
Oct 31, 2018
Underlying assets
377

Metrics at a glance

CAGR
+10.80%
Volatility
14.14%
Sharpe
0.62
Sortino
0.59
Calmar
0.40
Ulcer Index
6.49
Max Drawdown
22.15%
VaR 95%
6.19%
VaR 99%
9.34%
% Positive Months
62.37%

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 Europe ESG Screened UCITS ETF

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

19.8%
14.7%
14.6%
13.5%
8.9%
6.2%
5.7%
4.8%
3.6%
1.9%

Top holdings

Top 10 Weight

22.3%

Total Assets

377

HHI

0.000

  1. ASML Holding
    4.4%
  2. AstraZeneca
    2.6%
  3. Novartis AG Registered Shares
    2.5%
  4. HSBC Holdings
    2.4%
  5. Roche Holding AG Ordinary Shares new
    2.4%
  6. BlackRock ICS Euro Liq Agcy (Acc T0)EUR
    1.8%
  7. TotalEnergies
    1.6%
  8. Siemens
    1.6%
  9. SAP
    1.5%
  10. Banco Santander
    1.4%

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