iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)

ISINIE00BG0SKF03
Ticker5MVL
Backtest this ETF
Total annual cost
0.51%

TER 0.40% + transaction cost 0.11%

Category
ETF
Data available from
Dec 31, 2018
Underlying assets
155

Metrics at a glance

CAGR
+14.62%
Volatility
17.35%
Sharpe
0.73
Sortino
0.83
Calmar
0.54
Ulcer Index
7.56
Max Drawdown
23.41%
VaR 95%
7.03%
VaR 99%
9.25%
% Positive Months
58.24%

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 Edge MSCI EM Value Factor UCITS ETF USD(Acc)

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

24.7%
22.2%
21.5%
9.8%
9.4%
3.7%
1.6%
1.6%
1.5%
1.3%

Top holdings

Top 10 Weight

39.1%

Total Assets

155

HHI

0.000

  1. Taiwan Semiconductor Manufacturing Co
    10.3%
  2. SK Hynix
    5.0%
  3. Petroleo Brasileiro SA Petrobras
    3.4%
  4. Petroleo Brasileiro SA Petrobras ADR
    3.3%
  5. Hyundai Motor
    3.3%
  6. Samsung Electronics Co Ltd Participating Preferred
    3.2%
  7. Vale SA ADR
    3.0%
  8. China Construction Bank Corp Class H
    2.8%
  9. Industrial And Commercial Bank Of China Ltd Class H
    2.5%
  10. Bank Of China Ltd Class H
    2.4%

Explore this ETF in the Backtester

Compare it with other assets, change the time horizon, and explore the full analysis.

Backtest this ETF