PowerShares EURO STOXX High Dividend Low Volatility UCITS

ISINIE00BZ4BMM98
TickerEHDV.XETRA
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Category
ETF
Data available from
Jan 31, 2016
Underlying assets
52

Metrics at a glance

CAGR
+8.31%
Volatility
15.54%
Sharpe
0.41
Sortino
0.35
Calmar
0.20
Ulcer Index
8.29
Max Drawdown
31.00%
VaR 95%
4.64%
VaR 99%
9.29%
% Positive Months
61.90%

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.

PowerShares EURO STOXX High Dividend Low Volatility UCITS

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

15.8%
15.1%
13.5%
13.3%
12.8%
10.3%
9.7%
7.8%
1.7%

Top holdings

Top 10 Weight

28.1%

Total Assets

52

HHI

0.000

  1. Evonik Industries
    3.3%
  2. OMV
    3.2%
  3. Telefonica
    3.1%
  4. FDJ United Ordinary Shares
    2.9%
  5. Enagas
    2.8%
  6. Naturgy Energy Group
    2.7%
  7. Banca Mediolanum
    2.6%
  8. Gecina Nom
    2.6%
  9. Mercedes-Benz Group
    2.6%
  10. Cofinimmo SA/
    2.5%

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