Xtrackers FTSE 100 UCITS ETF 1C

ISINLU0838780707
TickerXDUK
Backtest this ETF
Category
ETF
Data available from
Dec 31, 2012
Underlying assets
101

Metrics at a glance

CAGR
+6.46%
Volatility
13.46%
Sharpe
0.33
Sortino
0.31
Calmar
0.16
Ulcer Index
8.56
Max Drawdown
28.61%
VaR 95%
5.50%
VaR 99%
10.26%
% Positive Months
60.93%

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 FTSE 100 UCITS ETF 1C

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

96.2%
1.8%
0.8%
0.3%
0.3%
0.2%
0.1%
0.1%
0.0%
0.0%

Top holdings

Top 10 Weight

48.5%

Total Assets

101

HHI

0.000

  1. HSBC Holdings
    9.0%
  2. AstraZeneca
    8.8%
  3. Shell
    6.7%
  4. Unilever
    4.4%
  5. Rolls-Royce Holdings
    4.3%
  6. British American Tobacco
    3.7%
  7. GSK
    3.3%
  8. Rio Tinto PLC Ordinary Shares
    2.9%
  9. BP
    2.8%
  10. National Grid
    2.6%

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