UBS (Irl) ETF plc - MSCI Australia UCITS ETF (hedged to EUR) A-acc

ISINIE00BWT3KS11
TickerAUHEUA.SW
Backtest this ETF
Category
ETF
Data available from
Dec 31, 2015
Underlying assets
46

Metrics at a glance

CAGR
+7.77%
Volatility
13.20%
Sharpe
0.44
Sortino
0.38
Calmar
0.24
Ulcer Index
5.63
Max Drawdown
23.61%
VaR 95%
5.70%
VaR 99%
9.64%
% Positive Months
61.74%

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.

UBS (Irl) ETF plc - MSCI Australia UCITS ETF (hedged to EUR) A-acc

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

100.0%

Top holdings

Top 10 Weight

64.0%

Total Assets

46

HHI

0.000

  1. Commonwealth Bank of Australia
    14.4%
  2. BHP Group
    13.0%
  3. Westpac Banking
    6.8%
  4. National Australia Bank
    6.4%
  5. ANZ Group Holdings
    5.5%
  6. Wesfarmers
    4.2%
  7. Macquarie Group
    3.7%
  8. CSL
    3.5%
  9. Woodside Energy Group
    3.4%
  10. Rio Tinto
    3.0%

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