SPDR® MSCI Europe Financials UCITS ETF

ISINIE00BKWQ0G16
TickerFNCL.LSE
Backtest this ETF
Category
ETF
Data available from
Dec 31, 2014
Underlying assets
84

Metrics at a glance

CAGR
+10.95%
Volatility
19.72%
Sharpe
0.45
Sortino
0.41
Calmar
0.24
Ulcer Index
13.11
Max Drawdown
36.76%
VaR 95%
8.51%
VaR 99%
13.79%
% Positive Months
63.31%

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 Financials UCITS ETF

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

23.7%
13.1%
12.1%
11.8%
10.0%
8.4%
5.7%
5.5%
2.6%
1.6%

Top holdings

Top 10 Weight

42.6%

Total Assets

84

HHI

0.000

  1. HSBC Holdings
    9.1%
  2. Banco Santander
    5.3%
  3. Allianz
    5.2%
  4. UBS Group AG Registered Shares
    4.0%
  5. Banco Bilbao Vizcaya Argentaria
    4.0%
  6. Zurich Insurance Group
    3.4%
  7. UniCredit SpA
    3.2%
  8. BNP Paribas Act. Cat.A
    3.1%
  9. Intesa Sanpaolo
    2.7%
  10. Munchener Ruckversicherungs-Gesellschaft
    2.7%

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