Xtrackers MSCI Europe UCITS ETF 1C

ISINLU0274209237
TickerDBXA
Backtest this ETF
Total annual cost
0.13%

TER 0.12% + transaction cost 0.01%

Category
ETF
Data available from
Jan 31, 2007
Underlying assets
405

Metrics at a glance

CAGR
+5.66%
Volatility
14.73%
Sharpe
0.25
Sortino
0.23
Calmar
0.07
Ulcer Index
16.66
Max Drawdown
54.09%
VaR 95%
7.01%
VaR 99%
11.61%
% Positive Months
58.55%

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.

Xtrackers MSCI Europe UCITS ETF 1C

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

23.4%
14.8%
14.4%
14.1%
7.8%
5.8%
5.3%
4.9%
2.4%
1.8%

Top holdings

Top 10 Weight

20.5%

Total Assets

405

HHI

0.000

  1. ASML Holding
    3.8%
  2. Roche Holding
    2.3%
  3. AstraZeneca
    2.2%
  4. Novartis AG Registered Shares
    2.2%
  5. HSBC Holdings
    2.2%
  6. Nestle
    1.9%
  7. Shell
    1.6%
  8. Siemens
    1.5%
  9. SAP
    1.4%
  10. Banco Santander
    1.3%

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