iShares Edge MSCI Europe Quality Factor UCITS ETF

ISINIE00BQN1K562
TickerCEMQ
Backtest this ETF
Category
ETF
Data available from
Jan 31, 2015
Underlying assets
123

Metrics at a glance

CAGR
+7.47%
Volatility
13.22%
Sharpe
0.41
Sortino
0.40
Calmar
0.28
Ulcer Index
6.20
Max Drawdown
19.33%
VaR 95%
5.77%
VaR 99%
8.64%
% Positive Months
60.14%

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 Europe Quality Factor UCITS ETF

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

24.2%
23.5%
11.7%
11.5%
8.8%
4.8%
4.5%
3.8%
2.1%
1.9%

Top holdings

Top 10 Weight

39.6%

Total Assets

123

HHI

0.000

  1. ASML Holding
    8.2%
  2. Shell
    4.2%
  3. Allianz
    4.1%
  4. ABB
    3.8%
  5. Novartis AG Registered Shares
    3.6%
  6. AstraZeneca
    3.5%
  7. Roche Holding AG Ordinary Shares new
    3.2%
  8. Nestle
    3.1%
  9. Iberdrola
    3.1%
  10. Zurich Insurance Group
    2.8%

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