SPDR S&P 500 EUR Hedged UCITS ETF

ISINIE00BYYW2V44
TickerSPPE
Backtest this ETF
Category
ETF
Data available from
Nov 30, 2018
Underlying assets
503

Metrics at a glance

CAGR
+12.63%
Volatility
15.85%
Sharpe
0.67
Sortino
0.61
Calmar
0.43
Ulcer Index
8.68
Max Drawdown
24.54%
VaR 95%
8.44%
VaR 99%
10.10%
% Positive Months
65.12%

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 500 EUR Hedged UCITS ETF

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

99.5%
0.3%
0.1%
0.1%
0.0%
0.0%

Top holdings

Top 10 Weight

36.5%

Total Assets

503

HHI

0.000

  1. NVIDIA
    7.6%
  2. Apple
    6.7%
  3. Microsoft
    4.9%
  4. Amazon.com
    3.6%
  5. Alphabet Inc Class A
    3.0%
  6. Broadcom
    2.6%
  7. Alphabet Inc Class C
    2.4%
  8. Meta Platforms Inc Class A
    2.2%
  9. Tesla
    1.9%
  10. Berkshire Hathaway Inc Class B
    1.6%

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