SPDR STOXX Europe 600 SRI UCITS ETF

ISINIE00BK5H8015
Ticker600X
Backtest this ETF
Category
ETF
Data available from
Oct 31, 2019
Underlying assets
199

Metrics at a glance

CAGR
+10.02%
Volatility
14.80%
Sharpe
0.54
Sortino
0.51
Calmar
0.35
Ulcer Index
6.99
Max Drawdown
23.08%
VaR 95%
5.98%
VaR 99%
9.36%
% Positive Months
62.96%

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 STOXX Europe 600 SRI UCITS ETF

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

20.8%
18.0%
15.9%
12.5%
8.3%
6.5%
5.7%
3.8%
3.2%
1.9%

Top holdings

Top 10 Weight

36.7%

Total Assets

199

HHI

0.000

  1. ASML Holding
    7.7%
  2. AstraZeneca
    4.6%
  3. Novartis AG Registered Shares
    4.4%
  4. Roche Holding AG Ordinary Shares new
    4.2%
  5. Nestle
    3.9%
  6. SAP
    2.7%
  7. Banco Santander
    2.5%
  8. Allianz
    2.4%
  9. Schneider Electric
    2.3%
  10. Deutsche Telekom
    2.0%

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