iShares MSCI EMU ESG Enhanced UCITS ETF EUR Acc

ISINIE00BHZPJ015
TickerEDM4.XETRA
Backtest this ETF
Category
ETF
Data available from
Apr 30, 2019
Underlying assets
208

Metrics at a glance

CAGR
+8.84%
Volatility
16.70%
Sharpe
0.41
Sortino
0.41
Calmar
0.28
Ulcer Index
8.01
Max Drawdown
24.60%
VaR 95%
6.19%
VaR 99%
10.91%
% Positive Months
58.67%

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 EMU ESG Enhanced UCITS ETF EUR Acc

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

27.0%
26.6%
14.1%
10.5%
8.3%
3.3%
3.0%
2.6%
1.7%
0.8%

Top holdings

Top 10 Weight

30.4%

Total Assets

208

HHI

0.000

  1. ASML Holding
    7.7%
  2. Schneider Electric
    3.0%
  3. Iberdrola
    2.8%
  4. SAP
    2.7%
  5. Allianz
    2.7%
  6. Siemens
    2.7%
  7. Banco Santander
    2.6%
  8. Rheinmetall
    2.1%
  9. TotalEnergies
    2.0%
  10. Lvmh Moet Hennessy Louis Vuitton
    2.0%

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