Xtrackers EUR High Yield Corporate Bond UCITS ETF 1D

ISINLU1109942653
TickerXHYG
Backtest this ETF
Category
ETF
Data available from
Jan 31, 2015
Underlying assets
640

Metrics at a glance

CAGR
-0.74%
Volatility
6.95%
Sharpe
-0.39
Sortino
-0.35
Calmar
-0.13
Ulcer Index
10.03
Max Drawdown
21.14%
VaR 95%
2.70%
VaR 99%
6.26%
% Positive Months
51.45%

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 EUR High Yield Corporate Bond UCITS ETF 1D

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

18.3%
16.4%
12.1%
11.0%
9.7%
7.2%
5.3%
2.3%
2.3%
2.0%

Top holdings

Top 10 Weight

4.8%

Total Assets

640

HHI

0.000

  1. Deutsche Managed Euro Z EUR Acc
    1.2%
  2. VMED O2 UK Financing I PLC 5.625%
    0.5%
  3. Teva Pharmaceutical Finance Netherlands II B.V 4.375%
    0.4%
  4. Grifols S.A. 3.875%
    0.4%
  5. ZF Europe Finance B.V. 7%
    0.4%
  6. Zegona Finance PLC 6.75%
    0.4%
  7. Opal Bidco SAS 5.5%
    0.4%
  8. Organon & Co 2.875%
    0.4%
  9. Fibercop S.p.A. 4.75%
    0.4%
  10. Ardagh Group S A 12%
    0.3%

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