iShares Edge MSCI World Multifactor UCITS ETF USD (Acc)
ISINIE00BZ0PKT83
TickerFSWD
- Total annual cost
- 0.33%
- Category
- ETF
- Data available from
- Sep 30, 2015
- Underlying assets
- 0
TER 0.30% + transaction cost 0.03%
Metrics at a glance
CAGR
+11.22%
Volatility
13.37%
Sharpe
0.69
Sortino
0.67
Calmar
0.46
Ulcer Index
5.24
Max Drawdown
19.98%
VaR 95%
6.17%
VaR 99%
8.56%
% Positive Months
62.31%
Performance over time
Portfolio value over time. Select a period on the chart to see its return.
Rolling returns
Return computed over every rolling window of the selected length.
Fund composition
Estimated country, currency, and sector allocation from the underlying holdings.
iShares Edge MSCI World Multifactor UCITS ETF USD (Acc)
No data available
Top holdings
Explore this ETF in the Backtester
Compare it with other assets, change the time horizon, and explore the full analysis.