SPDR® MSCI Europe Industrials UCITS ETF

ISINIE00BKWQ0J47
TickerSTQ.PA
Backtest this ETF
Category
ETF
Data available from
Nov 30, 2001
Underlying assets
91

Metrics at a glance

CAGR
+9.04%
Volatility
19.51%
Sharpe
0.36
Sortino
0.33
Calmar
0.12
Ulcer Index
18.23
Max Drawdown
59.17%
VaR 95%
9.43%
VaR 99%
15.89%
% Positive Months
61.15%

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 Industrials UCITS ETF

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

21.4%
20.4%
16.2%
12.9%
8.5%
8.0%
3.8%
2.1%
2.0%
1.7%

Top holdings

Top 10 Weight

47.1%

Total Assets

91

HHI

0.000

  1. Siemens
    7.3%
  2. Schneider Electric
    5.9%
  3. Siemens Energy AG Ordinary Shares
    5.1%
  4. Rolls-Royce Holdings
    5.1%
  5. ABB
    5.0%
  6. Safran
    4.6%
  7. Airbus
    4.5%
  8. BAE Systems
    3.5%
  9. Rheinmetall
    3.1%
  10. Vinci
    3.0%

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