iShares S&P 500 Swap UCITS ETF USD (Acc)

ISINIE00BMTX1Y45
TickerI500
Backtest this ETF
Total annual cost
0.05%

TER 0.05% + transaction cost 0.00%

Category
ETF
Data available from
Sep 30, 2020
Underlying assets
505

Metrics at a glance

CAGR
+13.33%
Volatility
15.18%
Sharpe
0.75
Sortino
0.79
Calmar
0.51
Ulcer Index
7.85
Max Drawdown
22.31%
VaR 95%
7.19%
VaR 99%
8.58%
% Positive Months
60.00%

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.

iShares S&P 500 Swap UCITS ETF USD (Acc)

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

99.5%
0.3%
0.1%
0.1%
0.0%
0.0%

Top holdings

Top 10 Weight

27.6%

Total Assets

505

HHI

0.000

  1. Apple
    6.9%
  2. Microsoft
    5.7%
  3. Amazon.com
    3.3%
  4. Tesla
    2.3%
  5. Alphabet Inc Class A
    1.9%
  6. Alphabet Inc Class C
    1.7%
  7. Berkshire Hathaway Inc Class B
    1.6%
  8. UnitedHealth Group
    1.6%
  9. Johnson & Johnson
    1.4%
  10. Exxon Mobil
    1.2%

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