Xtrackers MSCI Emerging Markets UCITS ETF 1C

ISINIE00BTJRMP35
TickerXMME
Backtest this ETF
Total annual cost
0.22%

TER 0.18% + transaction cost 0.04%

Category
ETF
Data available from
Jun 30, 2017
Underlying assets
1,193

Metrics at a glance

CAGR
+7.64%
Volatility
14.82%
Sharpe
0.38
Sortino
0.38
Calmar
0.24
Ulcer Index
9.80
Max Drawdown
23.74%
VaR 95%
6.39%
VaR 99%
8.61%
% Positive Months
58.72%

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.

Xtrackers MSCI Emerging Markets UCITS ETF 1C

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

22.5%
22.0%
18.2%
12.8%
4.4%
4.0%
2.5%
2.0%
1.7%
1.4%

Top holdings

Top 10 Weight

33.3%

Total Assets

1,193

HHI

0.000

  1. Taiwan Semiconductor Manufacturing Co
    13.3%
  2. Samsung Electronics Co
    6.0%
  3. Tencent Holdings
    3.6%
  4. SK Hynix
    3.4%
  5. Alibaba Group Holding Ltd Ordinary Shares
    2.7%
  6. HDFC Bank
    0.9%
  7. China Construction Bank Corp Class H
    0.8%
  8. Hon Hai Precision Industry Co
    0.8%
  9. MediaTek
    0.8%
  10. Reliance Industries
    0.8%

Explore this ETF in the Backtester

Compare it with other assets, change the time horizon, and explore the full analysis.

Backtest this ETF