SPDR® MSCI World Financials UCITS ETF USD Acc

ISINIE00BYTRR970
TickerWFIN.AS
Backtest this ETF
Category
ETF
Data available from
Jan 31, 2008
Underlying assets
233

Metrics at a glance

CAGR
+4.50%
Volatility
21.28%
Sharpe
0.12
Sortino
0.11
Calmar
0.04
Ulcer Index
22.23
Max Drawdown
66.56%
VaR 95%
10.05%
VaR 99%
17.60%
% Positive Months
56.19%

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® MSCI World Financials UCITS ETF USD Acc

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

54.2%
7.9%
6.2%
5.5%
4.4%
3.1%
2.9%
2.8%
2.3%
2.0%

Top holdings

Top 10 Weight

30.3%

Total Assets

233

HHI

0.000

  1. JPMorgan Chase &
    6.2%
  2. Berkshire Hathaway Inc Class B
    5.1%
  3. Visa Inc Class A
    3.9%
  4. Mastercard Inc Class A
    3.3%
  5. Bank of America
    2.6%
  6. HSBC Holdings
    2.1%
  7. The Goldman Sachs Group
    1.9%
  8. Wells Fargo &
    1.9%
  9. Royal Bank of Canada
    1.7%
  10. Citigroup
    1.6%

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