Amundi Index MSCI Europe SRI PAB UCITS ETF DR (C)

ISINLU1861137484
TickerESRG
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Category
ETF
Data available from
Nov 30, 2018
Underlying assets
115

Metrics at a glance

CAGR
+9.27%
Volatility
15.07%
Sharpe
0.48
Sortino
0.48
Calmar
0.32
Ulcer Index
7.63
Max Drawdown
22.80%
VaR 95%
6.33%
VaR 99%
8.86%
% Positive Months
60.26%

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 Index MSCI Europe SRI PAB UCITS ETF DR (C)

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

20.4%
20.1%
12.0%
11.4%
9.7%
6.3%
5.6%
5.0%
3.1%
2.2%

Top holdings

Top 10 Weight

36.6%

Total Assets

115

HHI

0.000

  1. ASML Holding
    5.1%
  2. Schneider Electric
    4.9%
  3. ABB
    4.4%
  4. Novo Nordisk AS Class B
    4.0%
  5. Zurich Insurance Group
    3.5%
  6. L'Oreal
    3.5%
  7. Nokia Oyj
    3.2%
  8. Essilorluxottica
    3.2%
  9. AXA
    2.6%
  10. Lonza Group
    2.1%

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