iShares Edge MSCI World Size Factor UCITS ETF

ISINIE00BP3QZD73
TickerIS3T
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Total annual cost
0.32%

TER 0.30% + transaction cost 0.02%

Category
ETF
Data available from
Oct 31, 2014
Underlying assets
768

Metrics at a glance

CAGR
+8.52%
Volatility
14.04%
Sharpe
0.46
Sortino
0.42
Calmar
0.26
Ulcer Index
6.35
Max Drawdown
25.38%
VaR 95%
6.54%
VaR 99%
9.08%
% Positive Months
63.12%

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 Edge MSCI World Size Factor UCITS ETF

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

40.1%
15.3%
5.6%
5.4%
3.9%
3.2%
3.0%
2.9%
2.7%
2.4%

Top holdings

Top 10 Weight

2.3%

Total Assets

768

HHI

0.000

  1. Helvetia Baloise Holding
    0.3%
  2. Dow
    0.2%
  3. LyondellBasell Industries NV Class A
    0.2%
  4. Ciena
    0.2%
  5. Kongsberg Gruppen A
    0.2%
  6. EchoStar Corp Class A
    0.2%
  7. Sumitomo Metal Mining Co
    0.2%
  8. JX Advanced Metals
    0.2%
  9. Teradyne
    0.2%
  10. Neste OYJ
    0.2%

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