UBS (Lux) Fund Solutions - Factor MSCI EMU Low Volatility UCITS ETF

ISINLU1215454460
TickerELOVD.SW
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Total annual cost
0.31%

TER 0.25% + transaction cost 0.06%

Category
ETF
Data available from
Oct 31, 2015
Underlying assets
65

Metrics at a glance

CAGR
+3.54%
Volatility
12.93%
Sharpe
0.12
Sortino
0.11
Calmar
0.06
Ulcer Index
8.39
Max Drawdown
24.52%
VaR 95%
5.71%
VaR 99%
9.38%
% Positive Months
60.47%

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 (Lux) Fund Solutions - Factor MSCI EMU Low Volatility UCITS ETF

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

26.2%
18.6%
14.0%
12.0%
11.2%
5.2%
5.0%
2.2%
1.9%
1.3%

Top holdings

Top 10 Weight

23.9%

Total Assets

65

HHI

0.000

  1. Koninklijke KPN
    3.9%
  2. Iberdrola
    2.5%
  3. Snam SpA
    2.4%
  4. Koninklijke Ahold Delhaize
    2.3%
  5. Terna SpA
    2.2%
  6. Groupe Bruxelles Lambert
    2.2%
  7. Elisa Oyj Class A
    2.2%
  8. Danone
    2.1%
  9. Deutsche Boerse
    2.1%
  10. E.ON
    2.0%

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