Xtrackers MSCI World Minimum Volatility UCITS ETF 1C
ISINIE00BL25JN58
TickerXDEB
- Total annual cost
- 0.27%
- Category
- ETF
- Data available from
- Oct 31, 2014
- Underlying assets
- 275
TER 0.25% + transaction cost 0.02%
Metrics at a glance
CAGR
+8.24%
Volatility
10.67%
Sharpe
0.58
Sortino
0.62
Calmar
0.40
Ulcer Index
4.72
Max Drawdown
15.53%
VaR 95%
4.18%
VaR 99%
7.32%
% Positive Months
58.16%
Performance over time
Portfolio value over time. Select a period on the chart to see its return.
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 Minimum Volatility UCITS ETF 1C
Click a row name to exclude it from the calculation (remaining slices are renormalized).
65.9%
10.6%
4.7%
4.4%
2.5%
2.2%
1.3%
1.2%
1.2%
1.2%
Top holdings
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