Xtrackers MSCI World Value Factor UCITS ETF 1C

ISINIE00BL25JM42
TickerXDEV
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
402

Metrics at a glance

CAGR
+11.36%
Volatility
15.01%
Sharpe
0.62
Sortino
0.64
Calmar
0.38
Ulcer Index
7.03
Max Drawdown
24.85%
VaR 95%
6.53%
VaR 99%
8.84%
% Positive Months
60.56%

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 Value Factor UCITS ETF 1C

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

42.7%
21.4%
8.5%
6.1%
6.0%
2.0%
1.9%
1.9%
1.7%
1.2%

Top holdings

Top 10 Weight

23.7%

Total Assets

402

HHI

0.000

  1. Micron Technology
    6.1%
  2. Cisco Systems
    3.3%
  3. Intel
    2.7%
  4. Verizon Communications
    2.2%
  5. Toyota Motor
    1.9%
  6. AT&T
    1.8%
  7. Qualcomm
    1.7%
  8. Comcast Corp Class A
    1.5%
  9. British American Tobacco
    1.3%
  10. Merck & Co
    1.2%

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