Xtrackers MSCI World Momentum Factor UCITS ETF 1C

ISINIE00BL25JP72
TickerXDEM
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Total annual cost
0.34%

TER 0.25% + transaction cost 0.09%

Category
ETF
Data available from
Jan 31, 2015
Underlying assets
346

Metrics at a glance

CAGR
+13.40%
Volatility
15.15%
Sharpe
0.75
Sortino
0.76
Calmar
0.65
Ulcer Index
6.58
Max Drawdown
17.44%
VaR 95%
7.63%
VaR 99%
9.45%
% Positive Months
61.59%

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 Momentum Factor UCITS ETF 1C

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

59.4%
8.0%
6.5%
5.3%
3.7%
3.4%
2.4%
2.1%
2.0%
1.6%

Top holdings

Top 10 Weight

27.0%

Total Assets

346

HHI

0.000

  1. Broadcom
    4.3%
  2. NVIDIA
    4.1%
  3. JPMorgan Chase &
    3.5%
  4. Microsoft
    3.3%
  5. Palantir Technologies Inc Ordinary Shares - Class A
    2.8%
  6. GE Vernova
    2.1%
  7. GE Aerospace
    2.0%
  8. Micron Technology
    1.7%
  9. Alphabet Inc Class A
    1.7%
  10. Alphabet Inc Class C
    1.4%

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