Xtrackers MSCI Europe Mid Cap UCITS ETF 1C

ISINLU0322253732
TickerDX2I
Backtest this ETF
Category
ETF
Data available from
Feb 29, 2008
Underlying assets
370

Metrics at a glance

CAGR
+6.56%
Volatility
16.54%
Sharpe
0.28
Sortino
0.25
Calmar
0.09
Ulcer Index
12.99
Max Drawdown
49.65%
VaR 95%
7.27%
VaR 99%
14.61%
% Positive Months
60.87%

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 Mid Cap UCITS ETF 1C

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

20.2%
15.6%
13.9%
13.6%
8.4%
6.4%
5.4%
4.6%
3.4%
2.0%

Top holdings

Top 10 Weight

22.4%

Total Assets

370

HHI

0.000

  1. ASML Holding
    4.2%
  2. Roche Holding
    2.5%
  3. AstraZeneca
    2.4%
  4. Novartis AG Registered Shares
    2.4%
  5. HSBC Holdings
    2.3%
  6. Siemens
    2.1%
  7. Shell
    1.8%
  8. Schneider Electric
    1.7%
  9. SAP
    1.6%
  10. L'Oreal
    1.4%

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