iShares EUR High Yield Corporate Bond ESG UCITS ETF EUR (Acc)

ISINIE00BJK55C48
TickerAYE2
Backtest this ETF
Category
ETF
Data available from
Nov 30, 2019
Underlying assets
328

Metrics at a glance

CAGR
+2.34%
Volatility
7.62%
Sharpe
0.04
Sortino
0.03
Calmar
0.02
Ulcer Index
5.66
Max Drawdown
14.95%
VaR 95%
2.84%
VaR 99%
7.43%
% Positive Months
66.25%

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 EUR High Yield Corporate Bond ESG UCITS ETF EUR (Acc)

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

24.4%
16.1%
13.5%
8.2%
7.8%
6.0%
4.9%
4.0%
3.6%
2.8%

Top holdings

Top 10 Weight

8.5%

Total Assets

328

HHI

0.000

  1. Blk Ics Eur As Liq EnvirtlyAwrAgcyAccTo€
    2.3%
  2. Stellantis N.V 6.875%
    0.8%
  3. Stellantis N.V 6.25%
    0.8%
  4. Grifols S.A. 3.875%
    0.8%
  5. Organon & Co 2.875%
    0.7%
  6. Iron Mountain Inc. 4.75%
    0.6%
  7. Veolia Environnement S.A. 2.5%
    0.6%
  8. ams OSRAM AG 10.5%
    0.6%
  9. Rossini S.a.r.l. 6.75%
    0.6%
  10. Prysmian S.p.A. 5.25%
    0.6%

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