SPDR® Bloomberg Euro Government Bond UCITS ETF EUR Acc

ISINIE00BMYHQM42
TickerGOVA.AS
Backtest this ETF
Category
ETF
Data available from
Dec 31, 2020
Underlying assets
427

Metrics at a glance

CAGR
-2.56%
Volatility
6.12%
Sharpe
-0.75
Sortino
-0.68
Calmar
-0.21
Ulcer Index
14.14
Max Drawdown
21.39%
VaR 95%
3.60%
VaR 99%
4.50%
% Positive Months
47.76%

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.

SPDR® Bloomberg Euro Government Bond UCITS ETF EUR Acc

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

23.7%
21.8%
19.0%
14.4%
5.1%
4.0%
3.6%
2.0%
1.7%
1.5%

Top holdings

Top 10 Weight

8.0%

Total Assets

427

HHI

0.000

  1. France (Republic Of)
    0.9%
  2. France (Republic Of)
    0.9%
  3. France (Republic Of)
    0.8%
  4. France (Republic Of)
    0.8%
  5. France (Republic Of)
    0.8%
  6. France (Republic Of)
    0.8%
  7. France (Republic Of)
    0.7%
  8. France (Republic Of)
    0.7%
  9. France (Republic Of)
    0.7%
  10. France (Republic Of)
    0.7%

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