First Trust Global Equity Income UCITS ETF Class A USD

ISINIE00BYTH6121
TickerFGBL.PA
Backtest this ETF
Category
ETF
Data available from
Aug 31, 2015
Underlying assets
289

Metrics at a glance

CAGR
+6.95%
Volatility
13.46%
Sharpe
0.37
Sortino
0.36
Calmar
0.19
Ulcer Index
7.69
Max Drawdown
25.53%
VaR 95%
6.50%
VaR 99%
7.93%
% Positive Months
58.46%

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.

First Trust Global Equity Income UCITS ETF Class A USD

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

18.5%
8.1%
6.8%
6.8%
5.8%
5.7%
4.5%
4.3%
4.1%
3.4%

Top holdings

Top 10 Weight

23.8%

Total Assets

289

HHI

0.000

  1. TotalEnergies
    3.3%
  2. Verizon Communications
    3.1%
  3. Comcast Corp Class A
    2.8%
  4. Shell
    2.6%
  5. Banco Bilbao Vizcaya Argentaria
    2.4%
  6. UniCredit SpA
    2.2%
  7. Allianz
    2.0%
  8. Iberdrola
    1.9%
  9. Munchener Ruckversicherungs-Gesellschaft
    1.8%
  10. Kia
    1.6%

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