Xtrackers MSCI Europe Value UCITS ETF 1C

ISINLU0486851024
TickerD5BL
Backtest this ETF
Category
ETF
Data available from
May 31, 2010
Underlying assets
151

Metrics at a glance

CAGR
+9.00%
Volatility
15.44%
Sharpe
0.45
Sortino
0.42
Calmar
0.23
Ulcer Index
8.69
Max Drawdown
30.21%
VaR 95%
6.28%
VaR 99%
10.13%
% Positive Months
62.37%

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 Value UCITS ETF 1C

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

23.3%
21.3%
20.4%
6.1%
4.8%
4.5%
4.3%
4.2%
2.2%
2.1%

Top holdings

Top 10 Weight

28.9%

Total Assets

151

HHI

0.000

  1. Novartis AG Registered Shares
    4.0%
  2. British American Tobacco
    3.8%
  3. Siemens
    3.5%
  4. HSBC Holdings
    3.1%
  5. Sanofi
    2.6%
  6. BNP Paribas Act. Cat.A
    2.5%
  7. TotalEnergies
    2.4%
  8. GSK
    2.4%
  9. Banco Santander
    2.3%
  10. Vinci
    2.2%

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