SPDR S&P U.S. Materials Select Sector UCITS

ISINIE00BWBXM831
TickerZPDM.XETRA
Backtest this ETF
Category
ETF
Data available from
Jul 31, 2015
Underlying assets
26

Metrics at a glance

CAGR
+8.27%
Volatility
17.87%
Sharpe
0.35
Sortino
0.36
Calmar
0.27
Ulcer Index
6.55
Max Drawdown
22.84%
VaR 95%
7.38%
VaR 99%
11.48%
% Positive Months
57.50%

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 S&P U.S. Materials Select Sector UCITS

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

96.3%
1.9%
1.8%

Top holdings

Top 10 Weight

72.6%

Total Assets

26

HHI

0.000

  1. Linde
    18.8%
  2. Newmont
    11.2%
  3. Freeport-McMoRan
    7.7%
  4. Sherwin-Williams
    6.6%
  5. CRH
    6.4%
  6. Ecolab
    6.2%
  7. Air Products and Chemicals
    4.9%
  8. Corteva
    4.3%
  9. Vulcan Materials
    3.2%
  10. Martin Marietta Materials
    3.2%

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