SPDR® MSCI Europe Value UCITS ETF EUR Acc

ISINIE00BSPLC306
TickerZPRW.XETRA
Backtest this ETF
Category
ETF
Data available from
Feb 28, 2015
Underlying assets
126

Metrics at a glance

CAGR
+8.53%
Volatility
16.41%
Sharpe
0.40
Sortino
0.37
Calmar
0.23
Ulcer Index
8.61
Max Drawdown
28.78%
VaR 95%
7.14%
VaR 99%
9.54%
% Positive Months
63.50%

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® MSCI Europe Value UCITS ETF EUR Acc

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

23.9%
21.9%
15.2%
8.5%
6.4%
5.2%
3.7%
3.0%
2.8%
2.8%

Top holdings

Top 10 Weight

33.1%

Total Assets

126

HHI

0.000

  1. BNP Paribas Act. Cat.A
    4.6%
  2. British American Tobacco
    4.6%
  3. Roche Holding
    4.1%
  4. Novartis AG Registered Shares
    3.4%
  5. Nokia Oyj
    3.2%
  6. Rio Tinto PLC Ordinary Shares
    2.9%
  7. Banco Bilbao Vizcaya Argentaria
    2.9%
  8. Volvo AB Class B
    2.5%
  9. Deutsche Post
    2.4%
  10. Vinci
    2.3%

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