SPDR MSCI World Value UCITS ETF

ISINIE00BJXRT813
TickerWVAL.AS
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Category
ETF
Data available from
Sep 30, 2020
Underlying assets
350

Metrics at a glance

CAGR
+13.26%
Volatility
14.85%
Sharpe
0.76
Sortino
0.95
Calmar
1.02
Ulcer Index
3.21
Max Drawdown
11.09%
VaR 95%
4.59%
VaR 99%
7.10%
% Positive Months
65.52%

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.

SPDR MSCI World Value UCITS ETF

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

44.9%
18.8%
7.6%
5.9%
5.5%
2.3%
2.0%
1.6%
1.4%
1.4%

Top holdings

Top 10 Weight

23.8%

Total Assets

350

HHI

0.000

  1. Cisco Systems
    3.9%
  2. Applied Materials
    3.4%
  3. Lam Research
    3.2%
  4. Verizon Communications
    2.4%
  5. Qualcomm
    2.3%
  6. Toyota Motor
    2.1%
  7. AT&T
    1.8%
  8. Comcast Corp Class A
    1.7%
  9. British American Tobacco
    1.6%
  10. Citigroup
    1.4%

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