Xtrackers II - Global Aggregate Bond Swap UCITS ETF

ISINLU0942970798
TickerXBAE.XETRA
Backtest this ETF
Category
ETF
Data available from
Mar 31, 2014
Underlying assets
5,142

Metrics at a glance

CAGR
+0.28%
Volatility
4.04%
Sharpe
-0.43
Sortino
-0.41
Calmar
-0.09
Ulcer Index
7.99
Max Drawdown
18.50%
VaR 95%
2.00%
VaR 99%
3.01%
% Positive Months
50.68%

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 II - Global Aggregate Bond Swap UCITS ETF

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

45.5%
9.5%
6.2%
5.2%
4.8%
4.4%
3.5%
2.7%
1.9%
1.8%

Top holdings

Top 10 Weight

2.6%

Total Assets

5,142

HHI

0.000

  1. United States Treasury Notes 4.25%
    0.3%
  2. United States Treasury Notes 4.375%
    0.3%
  3. Deutsche Managed Dollar Z
    0.3%
  4. United States Treasury Notes 4.625%
    0.3%
  5. United States Treasury Notes 4.25%
    0.3%
  6. United States Treasury Notes 4.25%
    0.2%
  7. United States Treasury Notes 4%
    0.2%
  8. United States Treasury Notes 3.375%
    0.2%
  9. United States Treasury Notes 4%
    0.2%
  10. United States Treasury Notes 4.5%
    0.2%

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