Xtrackers MSCI Europe Small Cap UCITS ETF 1C

ISINLU0322253906
TickerDX2J
Backtest this ETF
Total annual cost
0.38%

TER 0.30% + transaction cost 0.08%

Category
ETF
Data available from
Feb 29, 2008
Underlying assets
821

Metrics at a glance

CAGR
+7.72%
Volatility
18.18%
Sharpe
0.31
Sortino
0.29
Calmar
0.11
Ulcer Index
13.38
Max Drawdown
50.59%
VaR 95%
7.69%
VaR 99%
14.95%
% Positive Months
59.73%

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 Small Cap UCITS ETF 1C

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

28.6%
10.8%
10.3%
9.2%
7.9%
6.8%
4.4%
4.4%
3.7%
3.7%

Top holdings

Top 10 Weight

6.2%

Total Assets

821

HHI

0.000

  1. Bawag Group AG Ordinary Shares
    0.8%
  2. Weir Group
    0.8%
  3. Diploma
    0.6%
  4. Beazley
    0.6%
  5. PSP Swiss Property
    0.6%
  6. St James's Place
    0.6%
  7. IMI
    0.6%
  8. Accelleron Industries AG Ordinary Shares
    0.6%
  9. SPIE
    0.6%
  10. Gaztransport et technigaz
    0.5%

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