SPDR® MSCI Europe Energy UCITS ETF

ISINIE00BKWQ0F09
TickerENGY.LSE
Backtest this ETF
Category
ETF
Data available from
Feb 28, 2015
Underlying assets
12

Metrics at a glance

CAGR
+5.37%
Volatility
22.40%
Sharpe
0.15
Sortino
0.17
Calmar
0.06
Ulcer Index
16.43
Max Drawdown
53.37%
VaR 95%
8.30%
VaR 99%
14.90%
% Positive Months
51.24%

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 Europe Energy UCITS ETF

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

52.5%
18.8%
9.4%
6.3%
5.1%
2.3%
2.0%
1.8%
1.7%
0.0%

Top holdings

Top 10 Weight

96.6%

Total Assets

12

HHI

0.000

  1. Shell
    32.4%
  2. TotalEnergies
    19.4%
  3. BP
    17.2%
  4. Eni SpA
    9.7%
  5. Repsol
    5.2%
  6. Equinor A
    4.6%
  7. Neste OYJ
    2.2%
  8. Tenaris
    2.1%
  9. OMV
    1.9%
  10. Aker BP A
    1.9%

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