Xtrackers MSCI World Quality Factor UCITS ETF 1C

ISINIE00BL25JL35
TickerXDEQ
Backtest this ETF
Total annual cost
0.26%

TER 0.25% + transaction cost 0.01%

Category
ETF
Data available from
Sep 30, 2014
Underlying assets
301

Metrics at a glance

CAGR
+11.86%
Volatility
13.31%
Sharpe
0.74
Sortino
0.70
Calmar
0.59
Ulcer Index
5.51
Max Drawdown
16.81%
VaR 95%
5.69%
VaR 99%
8.45%
% Positive Months
65.49%

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.

Xtrackers MSCI World Quality Factor UCITS ETF 1C

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

73.6%
5.2%
4.1%
2.8%
2.8%
2.4%
1.6%
1.4%
1.4%
1.4%

Top holdings

Top 10 Weight

30.9%

Total Assets

301

HHI

0.000

  1. Apple
    4.9%
  2. NVIDIA
    4.6%
  3. Microsoft
    3.9%
  4. Meta Platforms Inc Class A
    3.3%
  5. Visa Inc Class A
    3.3%
  6. ASML Holding
    3.0%
  7. Eli Lilly and Co
    2.3%
  8. TJX Companies
    1.9%
  9. Mastercard Inc Class A
    1.9%
  10. Alphabet Inc Class A
    1.8%

Explore this ETF in the Backtester

Compare it with other assets, change the time horizon, and explore the full analysis.

Backtest this ETF