L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF EUR

ISINIE00BMYDM919
TickerLDEU.LSE
Backtest this ETF
Category
ETF
Data available from
Apr 30, 2021
Underlying assets
161

Metrics at a glance

CAGR
+16.40%
Volatility
11.71%
Sharpe
1.23
Sortino
1.19
Calmar
0.90
Ulcer Index
3.59
Max Drawdown
16.00%
VaR 95%
4.37%
VaR 99%
6.89%
% Positive Months
69.84%

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.

L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF EUR

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

15.7%
12.1%
12.1%
9.9%
9.1%
8.6%
5.9%
4.9%
4.8%
4.3%

Top holdings

Top 10 Weight

10.4%

Total Assets

161

HHI

0.000

  1. Equinor A
    1.3%
  2. Repsol
    1.1%
  3. TotalEnergies
    1.1%
  4. Norsk Hydro A
    1.0%
  5. Orlen
    1.0%
  6. OMV
    1.0%
  7. Deutsche Boerse
    1.0%
  8. Orion Oyj Class B
    1.0%
  9. Gaztransport et technigaz
    0.9%
  10. Basf
    0.9%

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