SPDR® S&P® U.S. Energy Select Sector UCITS ETF EUR

ISINIE00BWBXM492
TickerZPDE.XETRA
Backtest this ETF
Category
ETF
Data available from
Jul 31, 2015
Underlying assets
22

Metrics at a glance

CAGR
+8.24%
Volatility
29.60%
Sharpe
0.21
Sortino
0.22
Calmar
0.10
Ulcer Index
20.16
Max Drawdown
60.41%
VaR 95%
11.43%
VaR 99%
17.24%
% Positive Months
56.82%

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® S&P® U.S. Energy Select Sector UCITS ETF EUR

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

100.0%

Top holdings

Top 10 Weight

79.7%

Total Assets

22

HHI

0.000

  1. Exxon Mobil
    31.6%
  2. Chevron
    17.3%
  3. ConocoPhillips
    7.2%
  4. Williams Companies
    4.0%
  5. EOG Resources
    3.5%
  6. SLB
    3.4%
  7. Valero Energy
    3.4%
  8. Phillips 66
    3.3%
  9. Marathon Petroleum
    3.2%
  10. Kinder Morgan Inc Class P
    2.9%

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