SPDR MSCI World Health Care UCITS ETF

ISINIE00BYTRRB94
TickerWHEA
Backtest this ETF
Category
ETF
Data available from
Feb 28, 2009
Underlying assets
117

Metrics at a glance

CAGR
+10.75%
Volatility
12.43%
Sharpe
0.70
Sortino
0.70
Calmar
0.39
Ulcer Index
7.00
Max Drawdown
22.20%
VaR 95%
5.16%
VaR 99%
8.57%
% Positive Months
63.59%

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 Health Care UCITS ETF

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

70.9%
9.7%
6.1%
4.0%
2.6%
1.9%
1.6%
1.1%
1.0%
0.5%

Top holdings

Top 10 Weight

45.4%

Total Assets

117

HHI

0.000

  1. Eli Lilly and Co
    9.6%
  2. Johnson & Johnson
    7.7%
  3. AbbVie
    5.0%
  4. AstraZeneca
    3.9%
  5. Merck & Co
    3.9%
  6. Novartis AG Registered Shares
    3.7%
  7. Roche Holding AG Ordinary Shares new
    3.6%
  8. UnitedHealth Group
    3.2%
  9. Amgen
    2.5%
  10. Thermo Fisher Scientific
    2.4%

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