iShares AEX UCITS ETF EUR (Acc)

ISINIE00BMTX2B82
TickerIAEA
Backtest this ETF
Category
ETF
Data available from
Jul 31, 2020
Underlying assets
30

Metrics at a glance

CAGR
+13.17%
Volatility
14.36%
Sharpe
0.78
Sortino
0.91
Calmar
0.57
Ulcer Index
6.22
Max Drawdown
19.45%
VaR 95%
5.60%
VaR 99%
6.83%
% 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 AEX UCITS ETF EUR (Acc)

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

62.3%
33.8%
1.8%
1.4%
0.4%
0.3%

Top holdings

Top 10 Weight

75.0%

Total Assets

30

HHI

0.000

  1. ASML Holding
    15.2%
  2. Shell
    15.1%
  3. Unilever
    12.1%
  4. ING Groep
    7.7%
  5. RELX
    6.0%
  6. Prosus NV Ordinary Shares - Class N
    5.5%
  7. Koninklijke Ahold Delhaize
    4.2%
  8. ASM International
    3.8%
  9. Adyen
    3.1%
  10. ArcelorMittal SA New Reg.Shs ex-Arcelor
    2.3%

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