Xtrackers Global Inflation-Linked Bond UCITS ETF 5C

ISINLU0908508814
TickerXGIU
Backtest this ETF
Category
ETF
Data available from
Aug 31, 2013
Underlying assets
154

Metrics at a glance

CAGR
+2.30%
Volatility
7.07%
Sharpe
0.04
Sortino
0.04
Calmar
0.01
Ulcer Index
9.47
Max Drawdown
19.99%
VaR 95%
2.83%
VaR 99%
5.10%
% Positive Months
52.90%

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 Global Inflation-Linked Bond UCITS ETF 5C

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

51.0%
22.4%
9.7%
6.7%
3.1%
1.9%
1.5%
1.4%
1.0%
0.5%

Top holdings

Top 10 Weight

16.3%

Total Assets

154

HHI

0.000

  1. United States Treasury Notes 1.875%
    1.8%
  2. United States Treasury Notes 2.125%
    1.8%
  3. United States Treasury Notes 1.875%
    1.7%
  4. United States Treasury Notes 1.75%
    1.6%
  5. United States Treasury Notes 0.125%
    1.6%
  6. United States Treasury Notes 1.125%
    1.6%
  7. United States Treasury Notes 1.625%
    1.6%
  8. United States Treasury Notes 1.125%
    1.5%
  9. United States Treasury Notes 0.125%
    1.5%
  10. United States Treasury Notes 0.125%
    1.5%

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