UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-acc

ISINLU0950668870
TickerEMUAA
Backtest this ETF
Category
ETF
Data available from
Nov 30, 2023
Underlying assets
226

Metrics at a glance

CAGR
+18.92%
Volatility
13.25%
Sharpe
1.28
Sortino
1.40
Calmar
1.51
Ulcer Index
3.23
Max Drawdown
11.18%
VaR 95%
3.20%
VaR 99%
7.11%
% Positive Months
68.75%

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.

UBS ETF (LU) MSCI EMU UCITS ETF (EUR) A-acc

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

26.9%
26.2%
16.9%
10.4%
8.2%
2.5%
2.5%
2.3%
1.3%
0.8%

Top holdings

Top 10 Weight

27.5%

Total Assets

226

HHI

0.000

  1. ASML Holding
    7.1%
  2. TotalEnergies
    2.7%
  3. Siemens
    2.6%
  4. SAP
    2.5%
  5. Banco Santander
    2.3%
  6. Allianz
    2.3%
  7. Iberdrola
    2.1%
  8. Schneider Electric
    2.1%
  9. Deutsche Telekom
    2.0%
  10. Lvmh Moet Hennessy Louis Vuitton
    1.9%

Explore this ETF in the Backtester

Compare it with other assets, change the time horizon, and explore the full analysis.

Backtest this ETF