SPDR MSCI Europe UCITS ETF

ISINIE00BKWQ0Q14
TickerERO
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Category
ETF
Data available from
Jun 30, 2001
Underlying assets
405

Metrics at a glance

CAGR
+4.56%
Volatility
14.96%
Sharpe
0.17
Sortino
0.16
Calmar
0.05
Ulcer Index
18.34
Max Drawdown
54.41%
VaR 95%
7.65%
VaR 99%
11.62%
% Positive Months
57.79%

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 UCITS ETF

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

21.8%
14.7%
14.6%
14.6%
8.5%
5.7%
5.4%
4.5%
2.9%
1.9%

Top holdings

Top 10 Weight

20.4%

Total Assets

405

HHI

0.000

  1. ASML Holding
    3.8%
  2. Roche Holding
    2.3%
  3. Novartis AG Registered Shares
    2.2%
  4. AstraZeneca
    2.2%
  5. HSBC Holdings
    2.2%
  6. Nestle
    1.9%
  7. Shell
    1.6%
  8. Siemens
    1.5%
  9. SAP
    1.4%
  10. Banco Santander
    1.3%

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