Amundi ETF MSCI Europe UCITS ETF DR

ISINLU1437015735
TickerCEU2
Backtest this ETF
Total annual cost
0.20%

TER 0.12% + transaction cost 0.08%

Category
ETF
Data available from
Dec 31, 2016
Underlying assets
414

Metrics at a glance

CAGR
+9.25%
Volatility
13.75%
Sharpe
0.53
Sortino
0.50
Calmar
0.33
Ulcer Index
5.93
Max Drawdown
22.16%
VaR 95%
6.31%
VaR 99%
8.38%
% Positive Months
62.16%

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.

Amundi ETF MSCI Europe UCITS ETF DR

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

21.9%
14.5%
14.5%
14.1%
9.1%
5.6%
5.4%
4.4%
3.0%
1.8%

Top holdings

Top 10 Weight

20.5%

Total Assets

414

HHI

0.000

  1. ASML Holding
    3.9%
  2. AstraZeneca
    2.3%
  3. Novartis AG Registered Shares
    2.2%
  4. HSBC Holdings
    2.1%
  5. Roche Holding AG Ordinary Shares new
    2.1%
  6. Shell
    2.0%
  7. Nestle
    1.9%
  8. Siemens
    1.4%
  9. TotalEnergies
    1.4%
  10. SAP
    1.3%

Explore this ETF in the Backtester

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

Backtest this ETF