ORLEN SA
ISIN PLPKN0000018
|WKN 929424
Overview
Quote
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Description
ORLEN SA engages in the production and distribution of refining products, electricity, petrochemicals and natural gas. The company products include aviation fuel, marine fuel, heating and technological fuels, petrochemical products, natural gas, asphalt, solvents and paraffins, oils, disinfection liquids, liquid gas, salt and related products. It operates through the following business segments: Refining, Petrochemical, Energy, Retail, and Mining. The Refining segment deals with refinery product processing and oil production. The Petrochemical segment includes the production and sale of petrochemicals and chemicals. The Energy segment refers to electricity and heat distribution, and electricity trading. The Retail segment focuses on petrol stations and the activities of the RUCH group. The Mining segment activities include exploration and extraction of mineral resources. The company was founded on September 7, 1999 and is headquartered in Plock, Poland.
Energy Downstream and Midstream Energy Downstream Energy Poland
Chart
Financials
Key metrics
| Market capitalisation, EUR | 12,756.64 m |
| EPS, EUR | 2.05 |
| P/B ratio | 0.37 |
| P/E ratio | 5.29 |
| Dividend yield | 8.85% |
Income statement (2023)
| Revenue, EUR | 82,173.51 m |
| Net income, EUR | 4,558.74 m |
| Profit margin | 5.55% |
What ETF is ORLEN SA in?
There are 93 ETFs which contain ORLEN SA. All of these ETFs are listed in the table below. The ETF with the largest weighting of ORLEN SA is the Expat Poland WIG20 UCITS ETF.
| ETF | Weight | Investment focus | Holdings | TER | Fund size (in m EUR) | Return 1Y | WKN | ISIN |
|---|---|---|---|---|---|---|---|---|
| VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 0.30% | Equity World Dividend | 100 | 0.38% | 1,189 | +15.78% | A2JAHJ | NL0011683594 |
| iShares STOXX Europe 600 UCITS ETF (DE) EUR (Acc) | 0.07% | Equity Europe | 600 | 0.20% | 638 | +9.01% | A2QP4B | DE000A2QP4B6 |
| First Trust Global Equity Income UCITS ETF Acc | 0.13% | Equity World Fundamental/Quality | 311 | 0.60% | 2 | +10.97% | A14X87 | IE00BYTH6121 |
| iShares MSCI EM UCITS ETF (Dist) | 0.10% | Equity Emerging Markets | 1,260 | 0.18% | 4,482 | +16.47% | A0HGWC | IE00B0M63177 |
| iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc) | 1.01% | Equity Emerging Markets Value | 171 | 0.40% | 314 | +23.60% | A2JJAQ | IE00BG0SKF03 |
| Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 0.01% | Equity World | 3,599 | 0.22% | 15,784 | +25.76% | A2PKXG | IE00BK5BQT80 |
| Amundi MSCI Emerging ESG Leaders - UCITS ETF DR (C) | 0.21% | Equity Emerging Markets Social/Environmental | 473 | 0.18% | 1,087 | +15.00% | A2PZDB | LU2109787551 |
| iShares STOXX Europe 600 UCITS ETF (DE) | 0.07% | Equity Europe | 600 | 0.20% | 6,005 | +8.97% | 263530 | DE0002635307 |
| Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Dist | 4.09% | Equity Europe Energy Social/Environmental | 17 | 0.30% | 19 | -3.41% | LYX04M | LU2082998167 |
| HSBC MSCI Emerging Markets UCITS ETF USD | 0.10% | Equity Emerging Markets | 1,284 | 0.15% | 2,560 | +15.18% | A1JCMZ | IE00B5SSQT16 |
| iShares Core MSCI Emerging Markets IMI UCITS ETF | 0.08% | Equity Emerging Markets | 3,234 | 0.18% | 1,287 | +15.83% | A2JDYF | IE00BD45KH83 |
| L&G Gerd Kommer Multifactor Equity UCITS ETF USD Distributing | 0.01% | Equity World Multi-Factor Strategy | 3,647 | 0.50% | 68 | +20.31% | WELT0B | IE000FPWSL69 |
| Invesco FTSE All-World UCITS ETF GBP PfHdg Dist | 0.00% | Equity World | 2,396 | 0.20% | 4 | +26.28% | A3EC3G | IE000UJC4MR1 |
| L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF | 0.85% | Equity Europe Dividend | 144 | 0.25% | 40 | +13.38% | A2QK9U | IE00BMYDM919 |
| iShares MSCI EM UCITS ETF (Acc) | 0.10% | Equity Emerging Markets | 1,283 | 0.18% | 3,309 | +16.48% | A0RPWJ | IE00B4L5YC18 |
| Xtrackers MSCI Emerging Markets UCITS ETF 1C | 0.09% | Equity Emerging Markets | 1,294 | 0.18% | 5,494 | +15.80% | A12GVR | IE00BTJRMP35 |
| Xtrackers STOXX Europe 600 UCITS ETF 1C | 0.07% | Equity Europe | 603 | 0.20% | 2,460 | +8.86% | DBX1A7 | LU0328475792 |
| Amundi Prime All Country World UCITS ETF UCITS ETF Acc | 0.01% | Equity World | 2,229 | 0.07% | 78 | - | ETF151 | IE0003XJA0J9 |
| L&G Global Equity UCITS ETF | 0.01% | Equity World Social/Environmental | 1,256 | 0.10% | 235 | +27.18% | A2N4PQ | IE00BFXR5S54 |
| Vanguard FTSE Developed World UCITS ETF Acc | 0.01% | Equity World | 2,013 | 0.12% | 3,370 | +26.38% | A2PLS9 | IE00BK5BQV03 |
| UBS ETF (IE) MSCI ACWI ESG Universal UCITS ETF (hedged to CHF) A-dis | 0.01% | Equity World Social/Environmental | 1,911 | 0.26% | 56 | +20.36% | A2H5B6 | IE00BDQZN667 |
| First Trust Emerging Markets AlphaDEX UCITS ETF Acc | 1.04% | Equity Emerging Markets Multi-Factor Strategy | 150 | 0.80% | 11 | +11.60% | A1T861 | IE00B8X9NX34 |
| iShares MSCI Emerging Markets Islamic UCITS ETF | 0.43% | Equity Emerging Markets Islamic Investing | 303 | 0.35% | 245 | +3.03% | A0NA47 | IE00B27YCP72 |
| HSBC Multi-Factor Worldwide Equity UCITS ETF USD | 0.15% | Equity World Multi-Factor Strategy | 485 | 0.25% | 1,277 | +23.68% | A116RM | IE00BKZGB098 |
| Invesco FTSE RAFI Europe UCITS ETF Dist | 0.08% | Equity Europe Fundamental/Quality | 486 | 0.39% | 10 | +10.93% | A0M2EC | IE00B23D8X81 |
| Xtrackers MSCI AC World ESG Screened UCITS ETF 5C USD Hedged | 0.01% | Equity World Social/Environmental | 2,020 | 0.37% | 6 | +29.64% | DBX0R8 | IE000WGF1X01 |
| UBS ETF (IE) MSCI ACWI ESG Universal UCITS ETF (hedged to CHF) A-acc | 0.01% | Equity World Social/Environmental | 1,911 | 0.26% | 868 | +20.31% | A2H5B5 | IE00BDQZN774 |
| Xtrackers MSCI Emerging Markets UCITS ETF 1D | 0.09% | Equity Emerging Markets | 1,294 | 0.18% | 204 | +15.81% | DBX0RB | IE000GWA2J58 |
| UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-UKdis | 0.09% | Equity Emerging Markets | 1,164 | 0.23% | 75 | +18.83% | A12DVN | LU1126036976 |
| SPDR MSCI ACWI IMI UCITS ETF USD Unhedged (Acc) | 0.00% | Equity World | 3,576 | 0.17% | 2,239 | +24.43% | A1JJTD | IE00B3YLTY66 |
| Xtrackers MSCI AC World ESG Screened UCITS ETF 2C EUR Hedged | 0.01% | Equity World Social/Environmental | 2,020 | 0.37% | 26 | +20.80% | DBX0R5 | IE000VXC51U5 |
| iShares MSCI ACWI UCITS ETF USD (Acc) | 0.01% | Equity World | 2,355 | 0.20% | 16,037 | +25.93% | A1JMDF | IE00B6R52259 |
| Xtrackers MSCI Emerging Markets ex China UCITS ETF 1C | 0.13% | Equity Emerging Markets | 670 | 0.16% | 54 | +9.08% | A113FC | IE00BM67HJ62 |
| Expat Poland WIG20 UCITS ETF | 14.30% | Equity Poland | 18 | 1.38% | 0 | -4.48% | A2JAHA | BGPLWIG04173 |
| iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE) | 1.60% | Equity Europe Energy | 22 | 0.47% | 428 | -3.56% | A0H08M | DE000A0H08M3 |
| iShares STOXX Global Select Dividend 100 UCITS ETF (DE) | 1.11% | Equity World Dividend | 100 | 0.46% | 2,549 | +13.83% | A0F5UH | DE000A0F5UH1 |
| Vanguard FTSE Developed Europe ex UK UCITS ETF Distributing | 0.09% | Equity Europe | 431 | 0.10% | 2,019 | +7.43% | A12CXZ | IE00BKX55S42 |
| HSBC MSCI Emerging Markets UCITS ETF USD (Acc) | 0.10% | Equity Emerging Markets | 1,284 | 0.15% | 321 | +16.08% | A3DN5N | IE000KCS7J59 |
| iShares MSCI EM IMI ESG Screened UCITS ETF USD (Dist) | 0.09% | Equity Emerging Markets Social/Environmental | 2,807 | 0.18% | 809 | +16.62% | A2N6TJ | IE00BFNM3N12 |
| SPDR MSCI ACWI IMI UCITS ETF USD Unhedged (Dist) | 0.00% | Equity World | 3,576 | 0.17% | 16 | - | A40F93 | IE000DD75KQ5 |
| SPDR MSCI ACWI UCITS ETF EUR Hedged (Acc) | 0.01% | Equity World | 2,293 | 0.17% | 360 | +20.04% | A2JQU5 | IE00BF1B7389 |
| Vanguard FTSE Developed World UCITS ETF Distributing | 0.01% | Equity World | 2,013 | 0.12% | 3,228 | +26.38% | A12CX1 | IE00BKX55T58 |
| UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-acc | 0.09% | Equity Emerging Markets | 1,164 | 0.18% | 2,854 | +18.86% | A1W3CN | LU0950674175 |
| Amundi Stoxx Europe 600 UCITS ETF Acc | 0.06% | Equity Europe | 606 | 0.07% | 8,395 | +8.07% | LYX0Q0 | LU0908500753 |
| L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating | 0.01% | Equity World Multi-Factor Strategy | 3,647 | 0.50% | 364 | +20.69% | WELT0A | IE0001UQQ933 |
| Amundi STOXX Europe 600 ESG UCITS ETF DR EUR (C) | 0.08% | Equity Europe Social/Environmental | 481 | 0.18% | 767 | +8.09% | A2H57X | LU1681040223 |
| Xtrackers Stoxx Europe 600 UCITS ETF 2C - EUR Hedged | 0.07% | Equity Europe | 603 | 0.25% | 9 | +7.92% | DBX0QN | LU1772333404 |
| UBS ETF (IE) MSCI ACWI ESG Universal UCITS ETF (hedged to EUR) A-acc | 0.01% | Equity World Social/Environmental | 1,911 | 0.26% | 389 | +22.48% | A2H5B7 | IE00BDQZN337 |
| Invesco FTSE All-World UCITS ETF Dist | 0.00% | Equity World | 2,396 | 0.15% | 69 | +26.18% | A3D7QY | IE0000QLH0G6 |
| Amundi MSCI Emerging ex China ESG Leaders Select UCITS ETF DR (C) | 0.32% | Equity Emerging Markets Social/Environmental | 307 | 0.35% | 469 | +9.84% | A3CR0S | LU2345046655 |
| UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis | 0.09% | Equity Emerging Markets | 1,164 | 0.18% | 1,382 | +15.21% | UB42AA | LU0480132876 |
| SPDR MSCI ACWI UCITS ETF USD Hedged (Acc) | 0.01% | Equity World | 2,293 | 0.17% | 59 | +28.84% | A2JQU4 | IE00BF1B7272 |
| SPDR MSCI Emerging Markets UCITS ETF | 0.10% | Equity Emerging Markets | 1,216 | 0.18% | 648 | +16.47% | A1JJTE | IE00B469F816 |
| Invesco FTSE All-World UCITS ETF EUR PfHdg Acc | 0.00% | Equity World | 2,396 | 0.20% | 3 | +19.86% | A3EC3H | IE0006VDD4K1 |
| Amundi STOXX Europe 600 Energy ESG Screened UCITS ETF Acc | 4.09% | Equity Europe Energy Social/Environmental | 17 | 0.30% | 88 | -3.21% | LYX02P | LU1834988278 |
| Xtrackers MSCI AC World ESG Screened UCITS ETF 1C | 0.01% | Equity World Social/Environmental | 2,020 | 0.25% | 4,494 | +27.22% | A1W8SB | IE00BGHQ0G80 |
| Xtrackers Stoxx Europe 600 UCITS ETF 1D | 0.07% | Equity Europe | 603 | 0.07% | 370 | +9.03% | DBX0TR | LU2581375156 |
| Invesco FTSE All-World UCITS ETF Acc | 0.00% | Equity World | 2,396 | 0.15% | 726 | +26.34% | A3D7QX | IE000716YHJ7 |
| Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (D) | 0.10% | Equity Emerging Markets | 1,285 | 0.18% | 156 | +14.53% | A2QLH9 | LU2277591868 |
| iShares MSCI Poland UCITS ETF USD (Acc) | 11.30% | Equity Poland | 14 | 0.74% | 84 | -1.40% | A1H5UP | IE00B4M7GH52 |
| iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 0.08% | Equity Emerging Markets | 3,234 | 0.18% | 21,354 | +15.90% | A111X9 | IE00BKM4GZ66 |
| iShares STOXX Europe Select Dividend 30 UCITS ETF (DE) | 3.17% | Equity Europe Dividend | 30 | 0.32% | 359 | +5.69% | 263529 | DE0002635299 |
| Xtrackers MSCI Emerging Markets Climate Transition UCITS ETF 1C | 0.05% | Equity Emerging Markets Social/Environmental Climate Change | 640 | 0.19% | 90 | +16.52% | DBX0TK | IE000DNSAS54 |
| Franklin Emerging Markets UCITS ETF | 0.72% | Equity Emerging Markets Multi-Factor Strategy | 314 | 0.45% | 45 | +14.74% | A2DTF1 | IE00BF2B0K52 |
| Amundi Prime All Country World UCITS ETF UCITS ETF Dist | 0.01% | Equity World | 2,229 | 0.07% | 1,996 | - | ETF150 | IE0009HF1MK9 |
| iShares STOXX Europe Mid 200 UCITS ETF (DE) | 0.54% | Equity Europe Mid Cap | 200 | 0.21% | 384 | +5.53% | 593399 | DE0005933998 |
| iShares MSCI EM ex-China UCITS ETF USD (Dist) | 0.14% | Equity Emerging Markets | 679 | 0.18% | 8 | - | A40BZQ | IE000W8RYVC0 |
| Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 0.07% | Equity Europe | 530 | 0.10% | 954 | +9.43% | A2PLBK | IE00BK5BQX27 |
| First Trust Global Equity Income UCITS ETF Dist | 0.13% | Equity World Fundamental/Quality | 311 | 0.60% | 25 | +9.84% | A2DGY5 | IE00BD842Y21 |
| Vanguard FTSE All-World UCITS ETF (USD) Distributing | 0.01% | Equity World | 3,599 | 0.22% | 15,611 | +25.75% | A1JX52 | IE00B3RBWM25 |
| UBS ETF (IE) MSCI ACWI ESG Universal UCITS ETF (USD) A-dis | 0.01% | Equity World Social/Environmental | 1,911 | 0.23% | 1,615 | +27.92% | A2PL57 | IE00BDQZMX67 |
| UBS ETF (IE) MSCI ACWI ESG Universal UCITS ETF (hedged to USD) A-acc | 0.01% | Equity World Social/Environmental | 1,911 | 0.26% | 813 | +31.09% | A2H5B8 | IE00BDQZN113 |
| Amundi Index MSCI Emerging Markets UCITS ETF DR (C) | 0.10% | Equity Emerging Markets | 1,285 | 0.18% | 3,067 | +16.41% | A2ATYY | LU1437017350 |
| SPDR MSCI ACWI UCITS ETF | 0.01% | Equity World | 2,293 | 0.12% | 3,716 | +25.95% | A1JJTC | IE00B44Z5B48 |
| HSBC Multi Factor Worldwide Equity UCITS ETF USD (Acc) | 0.15% | Equity World Multi-Factor Strategy | 485 | 0.25% | 5 | +23.57% | A3DRF6 | IE0000378O66 |
| UBS ETF (IE) MSCI ACWI ESG Universal UCITS ETF (hedged to GBP) A-acc | 0.01% | Equity World Social/Environmental | 1,911 | 0.26% | 167 | +28.99% | A2JHVY | IE00BDQZN550 |
| iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | 0.09% | Equity Emerging Markets Social/Environmental | 2,807 | 0.18% | 3,239 | +16.79% | A2N6TH | IE00BFNM3P36 |
| Amundi STOXX Europe 600 ESG II UCITS ETF Dist | 0.07% | Equity Europe Social/Environmental | 478 | 0.19% | 34 | +8.39% | ETF960 | DE000ETF9603 |
| iShares MSCI EM ex-China UCITS ETF USD (Acc) | 0.14% | Equity Emerging Markets | 679 | 0.18% | 1,607 | +11.46% | A2QAFK | IE00BMG6Z448 |
| iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist) | 0.15% | Equity Emerging Markets Social/Environmental | 1,028 | 0.18% | 719 | +16.58% | A2PDNR | IE00BHZPJ122 |
| UBS ETF (LU) MSCI Emerging Markets ex China UCITS ETF (USD) A-acc | 0.14% | Equity Emerging Markets | 681 | 0.16% | 21 | +11.94% | A2PRUG | LU2050966394 |
| Amundi Prime Europe UCITS ETF DR (D) | 0.08% | Equity Europe | 415 | 0.05% | 64 | +8.31% | A2PBLF | LU1931974262 |
| Amundi Stoxx Europe 600 UCITS ETF - EUR Hedged Dist | 0.06% | Equity Europe | 606 | 0.15% | 105 | +7.23% | LYX0WH | LU1574142243 |
| Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF DR (C) | 0.13% | Equity Emerging Markets Social/Environmental Climate Change | 938 | 0.18% | 435 | +16.19% | A2PZC5 | LU2109787049 |
| UBS ETF (IE) MSCI ACWI ESG Universal UCITS ETF (hedged to JPY) A-acc | 0.01% | Equity World Social/Environmental | 1,911 | 0.26% | 88 | +13.80% | A2H9EJ | IE00BYVHJM24 |
| Vanguard FTSE Developed Europe UCITS ETF Distributing | 0.07% | Equity Europe | 530 | 0.10% | 3,033 | +9.41% | A1T8FS | IE00B945VV12 |
| iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) | 0.15% | Equity Emerging Markets Social/Environmental | 1,028 | 0.18% | 4,437 | +16.53% | A2PCB0 | IE00BHZPJ239 |
| Invesco FTSE All-World UCITS ETF CHF PfHdg Acc | 0.00% | Equity World | 2,396 | 0.20% | 3 | - | A3EKP3 | IE000SHR0UX9 |
| Amundi Index MSCI Emerging Markets UCITS ETF DR (D) | 0.10% | Equity Emerging Markets | 1,285 | 0.18% | 527 | +16.41% | A2H9Q0 | LU1737652583 |
| L&G Europe ex UK Equity UCITS ETF | 0.09% | Equity Europe Social/Environmental | 322 | 0.10% | 318 | +7.10% | A2N4PS | IE00BFXR5V83 |
| Invesco MSCI Emerging Markets ESG Universal Screened UCITS ETF Acc | 0.07% | Equity Emerging Markets Social/Environmental | 470 | 0.19% | 49 | +14.77% | A2QGUZ | IE00BMDBMY19 |
| Vanguard FTSE Developed Europe ex UK UCITS ETF (EUR) Accumulating | 0.09% | Equity Europe | 431 | 0.10% | 551 | +7.44% | A2PLBL | IE00BK5BQY34 |
| Amundi Prime Europe UCITS ETF DR (C) | 0.08% | Equity Europe | 415 | 0.05% | 56 | +8.30% | A2PWMH | LU2089238039 |
Order fees
Here you can find information about different brokers that allow you to trade stocks. Select your preferred order volume to compare the fees charged by the respective brokers.
Order volume:
| Broker | Rating | Order fee | Stock savings plans | |
|---|---|---|---|---|
 | 0.99€ | 1000 | View offer* | |
 | 0.00€ | 2500 | View offer* | |
 | 0.00€ | 500 | View offer* | |
 | 0.00€ | 400 | View offer* | |
 | 5.90€ | - | View offer* |
Source: justETF Research; As of 12/2024; *Affiliate link
— The offers are sorted in the following way: 1. Rating 2. Order fee 3. Number of stock savings plans. The number of stock savings plans is rounded.
— No guarantee can be given for the completeness and correctness of the information listed. The information provided by the online brokers is decisive. In addition to the indicated broker fees, additional costs (e.g. spreads, gratuities and product costs) may apply.
— The offers are sorted in the following way: 1. Rating 2. Order fee 3. Number of stock savings plans. The number of stock savings plans is rounded.
— No guarantee can be given for the completeness and correctness of the information listed. The information provided by the online brokers is decisive. In addition to the indicated broker fees, additional costs (e.g. spreads, gratuities and product costs) may apply.
Savings plan offers
Here you can find information about the savings plan availability for the stock. You can use the table to compare savings plan offers for the selected savings rate.
Select your savings amount:
| Broker | Rating | Execution fee | Account fee | |
|---|---|---|---|---|
| | 0.00€ | 0.00€ | View offer* | |
 | 1.50€ 1.50% | 0.00€ | View offer* |
Source: justETF Research; As of 12/2024; *Affiliate link
— The offers are sorted in the following way: 1. Rating 2. Execution fee 3. Number of stock savings plans. The number of stock savings plans is rounded.
— No guarantee can be given for the completeness and correctness of the information listed. The information provided by the online brokers is decisive. In addition to the indicated broker fees, additional costs (e.g. spreads, gratuities and product costs) may apply.
— The offers are sorted in the following way: 1. Rating 2. Execution fee 3. Number of stock savings plans. The number of stock savings plans is rounded.
— No guarantee can be given for the completeness and correctness of the information listed. The information provided by the online brokers is decisive. In addition to the indicated broker fees, additional costs (e.g. spreads, gratuities and product costs) may apply.
Performance
Returns overview
| YTD | -28.18% |
| 1 month | -7.40% |
| 3 months | -15.89% |
| 6 months | -29.96% |
| 1 year | -28.18% |
| 3 years | -31.32% |
| 5 years | -44.81% |
| Since inception (MAX) | -9.38% |
| 2023 | +11.57% |
| 2022 | -14.29% |
| 2021 | +22.37% |
| 2020 | -34.34% |
Monthly returns in a heat map
Risk
Risk metrics in this section:
- Volatility, annualised, measured for 1, 3 and 5 year periods. The annualised volatility reflects the degree of price fluctuations during a one year period. The higher the volatility, the more significantly the price of the asset (stock, ETF, etc.) has changed in the past. Assets with higher volatility are generally considered more risky. We calculate the volatility based on the data for the past 1, 3 and 5 years so that you can see if price fluctuations for the ETF became stronger or weaker over time.
- Return per risk for 1, 3 and 5 year periods. This is the annualised (i.e. converted to a one year period) past return divided by the past annualised volatility. The metric puts the historical return of an asset in relation to its historical risk and gives you a retrospective indication of the degree of price fluctuation you had to bear with in order to obtain the return. We calculate this parameter for 1, 3 and 5 year periods to display its evolution over time.
- Maximum drawdown for a period. This shows the worst possible loss an investor could have suffered during the respective period, by first buying and subsequently selling the asset at the least favourable prices. For example, if there was the following sequence of daily ETF prices: 10€, 5€, 12€, 20€, an investor would have suffered the worst loss by buying for 10€ and subsequently selling for 5€. Therefore in this case the maximum drawdown would be (5€ - 10€)/10€ = -50%.
Risk overview
| Volatility 1 year | 28.02% |
| Volatility 3 years | 34.85% |
| Volatility 5 years | 35.87% |
| Return per risk 1 year | -0.96 |
| Return per risk 3 years | -0.32 |
| Return per risk 5 years | -0.31 |
| Maximum drawdown 1 year | -36.65% |
| Maximum drawdown 3 years | -42.84% |
| Maximum drawdown 5 years | -59.19% |
| Maximum drawdown since inception | -73.21% |
Rolling 1 year volatility
— Data provided by Trackinsight, etfinfo, Xignite Inc., gettex, FactSet and justETF GmbH. Quotes are either real-time (gettex) or 15 minutes delayed stock exchange quotes or NAVs (daily published by the fund provider). By default, ETF returns include dividend payments (if applicable). There is no warranty for completeness, accuracy and correctness for the displayed information.