iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc)

ISINIE00BHZPJ239
TickerEDG2
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Total annual cost
0.35%

TER 0.18% + transaction cost 0.17%

Category
ETF
Data available from
Oct 31, 2019
Underlying assets
1,035

Metrics at a glance

CAGR
+8.38%
Volatility
15.93%
Sharpe
0.40
Sortino
0.39
Calmar
0.26
Ulcer Index
11.78
Max Drawdown
24.29%
VaR 95%
5.69%
VaR 99%
10.93%
% Positive Months
60.49%

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 EM ESG Enhanced UCITS ETF USD (Acc)

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

26.2%
23.4%
15.1%
14.9%
4.4%
4.0%
2.2%
2.0%
1.4%
1.0%

Top holdings

Top 10 Weight

33.2%

Total Assets

1,035

HHI

0.000

  1. Taiwan Semiconductor Manufacturing Co
    13.5%
  2. Samsung Electronics Co
    4.9%
  3. Tencent Holdings
    3.8%
  4. SK Hynix
    2.9%
  5. Alibaba Group Holding Ltd Ordinary Shares
    2.5%
  6. China Construction Bank Corp Class H
    1.4%
  7. Reliance Industries
    1.3%
  8. Delta Electronics
    1.0%
  9. HDFC Bank
    1.0%
  10. Al Rajhi Bank
    1.0%

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