Companhia Energética de Minas Gerais SA
ISIN BRCMIGACNPR3
|WKN 899018
Overview
Description
Companhia Energética de Minas Gerais SA engages in the generation, transmission, distribution and sale of electricity, gas distribution, telecommunications and the provision of energy solutions. It operates through the following segments: Generation and Sale, Transmission, Distribution, Gas, and Other Businesses. The Generation and Sale segment engages in the generation of electricity through hydroelectric plants, thermoelectric plants and wind farms. The Transmission segment engages in the electric power transmission business, which consists of transporting electric power from the facilities where it broadcasted to the distribution networks for delivery to final users. The Distribution segment engages in the supply electricity to consumers in the state of Minas Gerais. The Other Businesses segment engages in the telecommunications, national and international energy solutions, and exploitation of natural gas. The company was founded by Juscelino Kubitschek de Oliveira on May 22, 1952 and is headquartered in Belo Horizonte, Brazil.
Utilities Energy Utilities Brazil
Chart
Financials
Key metrics
| Market capitalisation, EUR | 6,096.34 m |
| EPS, EUR | 0.50 |
| P/B ratio | 1.22 |
| P/E ratio | 4.27 |
| Dividend yield | 14.51% |
Income statement (2023)
| Revenue, EUR | 6,829.44 m |
| Net income, EUR | 1,068.30 m |
| Profit margin | 15.64% |
What ETF is Companhia Energética de Minas Gerais SA in?
There are 98 ETFs which contain Companhia Energética de Minas Gerais SA. All of these ETFs are listed in the table below. The ETF with the largest weighting of Companhia Energética de Minas Gerais SA is the Invesco FTSE EM High Dividend Low Volatility UCITS ETF.
| ETF | Weight | Investment focus | Holdings | TER | Fund size (in m EUR) | Return 1Y | WKN | ISIN |
|---|---|---|---|---|---|---|---|---|
| iShares Global Clean Energy UCITS ETF USD (Dist) | 1.46% | Equity World Utilities Social/Environmental Clean Energy | 101 | 0.65% | 2,128 | -11.00% | A0MW0M | IE00B1XNHC34 |
| iShares MSCI EM UCITS ETF (Dist) | 0.05% | Equity Emerging Markets | 1,260 | 0.18% | 4,473 | +17.00% | A0HGWC | IE00B0M63177 |
| iShares MSCI EM SRI UCITS ETF USD (Dist) | 0.23% | Equity Emerging Markets Social/Environmental | 224 | 0.25% | 267 | +12.52% | A2N9LJ | IE00BGDQ0T50 |
| iShares Core MSCI Emerging Markets IMI UCITS ETF | 0.04% | Equity Emerging Markets | 3,229 | 0.18% | 1,238 | +16.07% | A2JDYF | IE00BD45KH83 |
| Invesco FTSE All-World UCITS ETF GBP PfHdg Dist | 0.00% | Equity World | 2,420 | 0.20% | 70 | +30.51% | A3EC3G | IE000UJC4MR1 |
| iShares MSCI EM UCITS ETF (Acc) | 0.05% | Equity Emerging Markets | 1,283 | 0.18% | 3,271 | +17.41% | A0RPWJ | IE00B4L5YC18 |
| Xtrackers MSCI Emerging Markets UCITS ETF 1C | 0.04% | Equity Emerging Markets | 1,294 | 0.18% | 5,432 | +17.19% | A12GVR | IE00BTJRMP35 |
| Amundi Prime All Country World UCITS ETF UCITS ETF Acc | 0.00% | Equity World | 2,229 | 0.07% | 54 | - | ETF151 | IE0003XJA0J9 |
| Xtrackers MSCI Brazil UCITS ETF 1C | 0.93% | Equity Brazil | 52 | 0.25% | 67 | -10.81% | DBX1MR | LU0292109344 |
| First Trust Emerging Markets AlphaDEX UCITS ETF Acc | 1.11% | Equity Emerging Markets Multi-Factor Strategy | 151 | 0.80% | 12 | +12.17% | A1T861 | IE00B8X9NX34 |
| UBS ETF (IE) MSCI Emerging Markets ex China Socially Responsible UCITS ETF (USD) A-acc | 0.28% | Equity Emerging Markets Social/Environmental | 158 | 0.20% | 8 | - | A3CM9W | IE00BNC0MH93 |
| UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-UKdis | 0.04% | Equity Emerging Markets | 1,163 | 0.23% | 73 | +18.07% | A12DVN | LU1126036976 |
| Xtrackers MSCI AC World ESG Screened UCITS ETF 2C EUR Hedged | 0.00% | Equity World Social/Environmental | 2,023 | 0.37% | 45 | +24.12% | DBX0R5 | IE000VXC51U5 |
| Xtrackers MSCI Emerging Markets ex China UCITS ETF 1C | 0.06% | Equity Emerging Markets | 670 | 0.16% | 53 | +11.34% | A113FC | IE00BM67HJ62 |
| UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (hedged to CHF) A-dis | 0.02% | Equity World Social/Environmental | 609 | 0.28% | 29 | +28.48% | A2H5CA | IE00BDR55D61 |
| iShares Dow Jones Global Sustainability Screened UCITS ETF | 0.02% | Equity World Social/Environmental | 576 | 0.60% | 1,339 | +21.81% | A1H7ZT | IE00B57X3V84 |
| Vanguard ESG Global All Cap UCITS ETF (USD) Distributing | 0.01% | Equity World Social/Environmental | 5,815 | 0.24% | 326 | +29.25% | A2QL8V | IE00BNG8L385 |
| iShares MSCI EM IMI ESG Screened UCITS ETF USD (Dist) | 0.04% | Equity Emerging Markets Social/Environmental | 2,808 | 0.18% | 806 | +16.76% | A2N6TJ | IE00BFNM3N12 |
| Goldman Sachs ActiveBeta Emerging Markets Equity UCITS ETF CLASS USD (Acc.) | 0.06% | Equity Emerging Markets Multi-Factor Strategy | 750 | 0.49% | 12 | +15.29% | A2PPCE | IE00BJ5CMD00 |
| HSBC MSCI Emerging Markets Islamic ESG UCITS ETF USD (Acc) | 0.14% | Equity Emerging Markets Social/Environmental Islamic Investing | 253 | 0.35% | 40 | +3.57% | A3D1VZ | IE0009BC6K22 |
| iShares Global Infrastructure UCITS ETF | 0.12% | Equity World Infrastructure | 261 | 0.65% | 1,511 | +25.00% | A0LEW9 | IE00B1FZS467 |
| UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) A-acc | 0.02% | Equity World Social/Environmental | 609 | 0.25% | 591 | +30.80% | A2PL58 | IE00BDR55471 |
| iShares MSCI EM Latin America UCITS ETF (Dist) | 0.61% | Equity Latin America | 95 | 0.20% | 317 | -8.87% | A0NA45 | IE00B27YCK28 |
| UBS ETF (IE) MSCI ACWI ESG Universal UCITS ETF (hedged to EUR) A-acc | 0.01% | Equity World Social/Environmental | 1,911 | 0.26% | 366 | +26.01% | A2H5B7 | IE00BDQZN337 |
| Invesco FTSE EM High Dividend Low Volatility UCITS ETF | 2.09% | Equity Emerging Markets Dividend | 172 | 0.49% | 144 | +12.98% | A2AHZU | IE00BYYXBF44 |
| Amundi MSCI Emerging ex China ESG Leaders Select UCITS ETF DR (C) | 0.14% | Equity Emerging Markets Social/Environmental | 307 | 0.35% | 478 | +15.13% | A3CR0S | LU2345046655 |
| UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-dis | 0.04% | Equity Emerging Markets | 1,163 | 0.18% | 1,389 | +17.15% | UB42AA | LU0480132876 |
| SPDR MSCI ACWI UCITS ETF USD Hedged (Acc) | 0.00% | Equity World | 2,312 | 0.17% | 58 | +29.44% | A2JQU4 | IE00BF1B7272 |
| SPDR MSCI Emerging Markets UCITS ETF | 0.05% | Equity Emerging Markets | 1,230 | 0.18% | 645 | +17.68% | A1JJTE | IE00B469F816 |
| Invesco FTSE All-World UCITS ETF EUR PfHdg Acc | 0.00% | Equity World | 2,420 | 0.20% | 3 | +23.32% | A3EC3H | IE0006VDD4K1 |
| Xtrackers MSCI AC World ESG Screened UCITS ETF 1C | 0.00% | Equity World Social/Environmental | 2,023 | 0.25% | 4,726 | +29.43% | A1W8SB | IE00BGHQ0G80 |
| iShares MSCI Brazil UCITS ETF (Dist) | 0.93% | Equity Brazil | 53 | 0.74% | 216 | -11.68% | A0HGWA | IE00B0M63516 |
| JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.15% | Equity Emerging Markets Social/Environmental | 386 | 0.30% | 1,433 | +15.50% | A2DWM5 | IE00BF4G6Z54 |
| UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) A-dis | 0.02% | Equity World Social/Environmental | 609 | 0.25% | 108 | +31.49% | A2PMGY | IE00BDR55364 |
| iShares MSCI ACWI SRI UCITS ETF USD (Acc) | 0.02% | Equity World Social/Environmental | 613 | 0.20% | 59 | +24.85% | A3D8NX | IE000JTPK610 |
| Invesco FTSE All-World UCITS ETF Acc | 0.00% | Equity World | 2,420 | 0.15% | 609 | +29.03% | A3D7QX | IE000716YHJ7 |
| iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 0.04% | Equity Emerging Markets | 3,229 | 0.18% | 20,887 | +17.11% | A111X9 | IE00BKM4GZ66 |
| Franklin Emerging Markets UCITS ETF | 0.41% | Equity Emerging Markets Multi-Factor Strategy | 314 | 0.45% | 44 | +16.82% | A2DTF1 | IE00BF2B0K52 |
| UBS ETF (IE) MSCI ACWI ESG Universal UCITS ETF (USD) A-dis | 0.01% | Equity World Social/Environmental | 1,911 | 0.23% | 1,536 | +29.83% | A2PL57 | IE00BDQZMX67 |
| Amundi Index MSCI Emerging Markets UCITS ETF DR (C) | 0.05% | Equity Emerging Markets | 1,283 | 0.18% | 3,045 | +16.92% | A2ATYY | LU1437017350 |
| Xtrackers Emerging Markets Net Zero Pathway Paris Aligned UCITS ETF | 0.16% | Equity Emerging Markets Social/Environmental Climate Change | 654 | 0.20% | 37 | +18.16% | DBX0ST | IE000TZT8TI0 |
| UBS ETF (IE) MSCI ACWI ESG Universal UCITS ETF (hedged to GBP) A-acc | 0.01% | Equity World Social/Environmental | 1,911 | 0.26% | 170 | +32.68% | A2JHVY | IE00BDQZN550 |
| UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (hedged to EUR) A-acc | 0.02% | Equity World Social/Environmental | 609 | 0.28% | 801 | +26.22% | A2H5CB | IE00BDR55927 |
| iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | 0.04% | Equity Emerging Markets Social/Environmental | 2,808 | 0.18% | 3,223 | +16.85% | A2N6TH | IE00BFNM3P36 |
| Vanguard FTSE All-World High Dividend Yield UCITS ETF Distributing | 0.01% | Equity World Dividend | 2,136 | 0.29% | 4,739 | +23.11% | A1T8FV | IE00B8GKDB10 |
| iShares MSCI EM ESG Enhanced UCITS ETF USD (Dist) | 0.07% | Equity Emerging Markets Social/Environmental | 1,028 | 0.18% | 724 | +14.75% | A2PDNR | IE00BHZPJ122 |
| UBS ETF (IE) MSCI ACWI ESG Universal UCITS ETF (hedged to JPY) A-acc | 0.01% | Equity World Social/Environmental | 1,911 | 0.26% | 102 | +21.86% | A2H9EJ | IE00BYVHJM24 |
| iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc) | 0.07% | Equity Emerging Markets Social/Environmental | 1,028 | 0.18% | 4,406 | +15.79% | A2PCB0 | IE00BHZPJ239 |
| UBS ETF (LU) MSCI Emerging Markets SRI UCITS ETF (USD) A-acc | 0.19% | Equity Emerging Markets Social/Environmental | 239 | 0.24% | 312 | +17.25% | A110QE | LU1048313974 |
| Amundi Index MSCI Emerging Markets UCITS ETF DR (D) | 0.05% | Equity Emerging Markets | 1,283 | 0.18% | 522 | +16.94% | A2H9Q0 | LU1737652583 |
| Invesco MSCI Emerging Markets ESG Universal Screened UCITS ETF Acc | 0.11% | Equity Emerging Markets Social/Environmental | 470 | 0.19% | 45 | +15.35% | A2QGUZ | IE00BMDBMY19 |
| iShares MSCI EM SRI UCITS ETF | 0.23% | Equity Emerging Markets Social/Environmental | 224 | 0.25% | 2,881 | +12.90% | A2AFCZ | IE00BYVJRP78 |
| UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (hedged to GBP) A-dis | 0.02% | Equity World Social/Environmental | 609 | 0.28% | 313 | +32.59% | A2H5CC | IE00BDR55B48 |
| Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Distributing | 0.05% | Equity Emerging Markets Social/Environmental | 3,620 | 0.24% | 10 | +20.94% | A3DJRD | IE0001VXZTV7 |
| Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 0.00% | Equity World | 3,631 | 0.22% | 14,815 | +28.50% | A2PKXG | IE00BK5BQT80 |
| Amundi MSCI Emerging ESG Leaders - UCITS ETF DR (C) | 0.11% | Equity Emerging Markets Social/Environmental | 477 | 0.18% | 1,108 | +14.27% | A2PZDB | LU2109787551 |
| iShares Global Infrastructure UCITS ETF USD (Acc) | 0.12% | Equity World Infrastructure | 261 | 0.65% | 32 | +25.06% | A3D6N1 | IE000CK5G8J7 |
| L&G Gerd Kommer Multifactor Equity UCITS ETF USD Distributing | 0.01% | Equity World Multi-Factor Strategy | 3,620 | 0.50% | 62 | +24.68% | WELT0B | IE000FPWSL69 |
| Vanguard FTSE All-World High Dividend Yield UCITS ETF Acc | 0.01% | Equity World Dividend | 2,136 | 0.29% | 771 | +22.20% | A2PLTB | IE00BK5BR626 |
| Vanguard FTSE Emerging Markets UCITS ETF Distributing | 0.04% | Equity Emerging Markets | 2,199 | 0.22% | 2,302 | +20.36% | A1JX51 | IE00B3VVMM84 |
| UBS ETF (IE) MSCI ACWI ESG Universal UCITS ETF (hedged to CHF) A-dis | 0.01% | Equity World Social/Environmental | 1,911 | 0.26% | 63 | +26.82% | A2H5B6 | IE00BDQZN667 |
| iShares MSCI Emerging Markets Islamic UCITS ETF | 0.20% | Equity Emerging Markets Islamic Investing | 302 | 0.35% | 251 | +7.69% | A0NA47 | IE00B27YCP72 |
| Xtrackers MSCI AC World ESG Screened UCITS ETF 5C USD Hedged | 0.00% | Equity World Social/Environmental | 2,023 | 0.37% | 5 | +29.74% | DBX0R8 | IE000WGF1X01 |
| JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | 0.15% | Equity Emerging Markets Social/Environmental | 386 | 0.30% | 16 | +14.13% | A3CYEF | IE000Y4K4833 |
| Franklin Global Quality Dividend UCITS ETF | 0.09% | Equity World Dividend | 100 | 0.30% | 86 | +30.09% | A2DTF0 | IE00BF2B0M76 |
| UBS ETF (IE) MSCI ACWI ESG Universal UCITS ETF (hedged to CHF) A-acc | 0.01% | Equity World Social/Environmental | 1,911 | 0.26% | 803 | +26.78% | A2H5B5 | IE00BDQZN774 |
| Xtrackers MSCI Emerging Markets UCITS ETF 1D | 0.04% | Equity Emerging Markets | 1,294 | 0.18% | 214 | +17.13% | DBX0RB | IE000GWA2J58 |
| iShares MSCI ACWI UCITS ETF USD (Acc) | 0.00% | Equity World | 2,348 | 0.20% | 15,569 | +28.81% | A1JMDF | IE00B6R52259 |
| UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (hedged to USD) A-acc | 0.02% | Equity World Social/Environmental | 609 | 0.28% | 346 | +31.59% | A2H5CD | IE00BDR55703 |
| SPDR MSCI ACWI UCITS ETF EUR Hedged (Acc) | 0.00% | Equity World | 2,312 | 0.17% | 340 | +23.96% | A2JQU5 | IE00BF1B7389 |
| Franklin FTSE Brazil UCITS ETF | 0.88% | Equity Brazil | 88 | 0.19% | 31 | -9.21% | A2PB5U | IE00BHZRQY00 |
| UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-acc | 0.04% | Equity Emerging Markets | 1,163 | 0.18% | 2,808 | +18.16% | A1W3CN | LU0950674175 |
| Amundi Prime Emerging Markets UCITS ETF DR (C) | 0.05% | Equity Emerging Markets | 1,412 | 0.10% | 31 | +16.93% | A3CM5D | LU2300295123 |
| L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating | 0.01% | Equity World Multi-Factor Strategy | 3,620 | 0.50% | 325 | +25.13% | WELT0A | IE0001UQQ933 |
| Vanguard FTSE Emerging Markets UCITS ETF Acc | 0.04% | Equity Emerging Markets | 2,199 | 0.22% | 596 | +19.46% | A2PLTC | IE00BK5BR733 |
| Franklin Global Equity SRI UCITS ETF | 0.19% | Equity World Multi-Factor Strategy | 242 | 0.30% | 19 | +18.97% | A2DTF3 | IE00BF2B0N83 |
| Invesco FTSE All-World UCITS ETF Dist | 0.00% | Equity World | 2,420 | 0.15% | 63 | +28.80% | A3D7QY | IE0000QLH0G6 |
| iShares MSCI ACWI SRI UCITS ETF USD (Dist) | 0.02% | Equity World Social/Environmental | 613 | 0.20% | 22 | +24.88% | A3DKFM | IE00013A2XD6 |
| Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating | 0.05% | Equity Emerging Markets Social/Environmental | 3,620 | 0.24% | 18 | +20.99% | A3DJRC | IE000KPJJWM6 |
| Amundi Index MSCI Emerging Markets UCITS ETF DR - USD (D) | 0.05% | Equity Emerging Markets | 1,283 | 0.18% | 165 | +17.03% | A2QLH9 | LU2277591868 |
| Xtrackers MSCI Emerging Markets Climate Transition UCITS ETF 1C | 0.10% | Equity Emerging Markets Social/Environmental Climate Change | 640 | 0.19% | 18 | +17.35% | DBX0TK | IE000DNSAS54 |
| iShares MSCI Brazil UCITS ETF (DE) USD (Acc) | 0.94% | Equity Brazil | 53 | 0.31% | 2,430 | -11.95% | A0Q4R8 | DE000A0Q4R85 |
| Amundi Prime All Country World UCITS ETF UCITS ETF Dist | 0.00% | Equity World | 2,229 | 0.07% | 1,949 | - | ETF150 | IE0009HF1MK9 |
| iShares MSCI EM ex-China UCITS ETF USD (Dist) | 0.06% | Equity Emerging Markets | 680 | 0.18% | 8 | - | A40BZQ | IE000W8RYVC0 |
| Vanguard FTSE All-World UCITS ETF (USD) Distributing | 0.00% | Equity World | 3,631 | 0.22% | 15,282 | +28.49% | A1JX52 | IE00B3RBWM25 |
| UBS ETF (IE) MSCI ACWI ESG Universal UCITS ETF (hedged to USD) A-acc | 0.01% | Equity World Social/Environmental | 1,911 | 0.26% | 768 | +31.30% | A2H5B8 | IE00BDQZN113 |
| UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (hedged to CHF) A-acc | 0.02% | Equity World Social/Environmental | 609 | 0.28% | 534 | +28.47% | A2H5B9 | IE00BDR55F85 |
| SPDR MSCI ACWI UCITS ETF | 0.00% | Equity World | 2,312 | 0.12% | 3,427 | +28.84% | A1JJTC | IE00B44Z5B48 |
| Xtrackers MSCI Emerging Markets ESG UCITS ETF 1C | 0.10% | Equity Emerging Markets Social/Environmental | 355 | 0.25% | 1,237 | +17.41% | A2JHSF | IE00BG370F43 |
| iShares MSCI EM ex-China UCITS ETF USD (Acc) | 0.06% | Equity Emerging Markets | 680 | 0.18% | 1,507 | +16.82% | A2QAFK | IE00BMG6Z448 |
| UBS ETF (LU) MSCI Emerging Markets ex China UCITS ETF (USD) A-acc | 0.06% | Equity Emerging Markets | 680 | 0.16% | 20 | +18.11% | A2PRUG | LU2050966394 |
| Amundi Index MSCI Emerging ESG Broad CTB UCITS ETF DR (C) | 0.07% | Equity Emerging Markets Social/Environmental Climate Change | 926 | 0.18% | 411 | +15.98% | A2PZC5 | LU2109787049 |
| Invesco FTSE All-World UCITS ETF CHF PfHdg Acc | 0.00% | Equity World | 2,420 | 0.20% | 2 | - | A3EKP3 | IE000SHR0UX9 |
| iShares Emerging Markets Dividend UCITS ETF | 1.54% | Equity Emerging Markets Dividend | 105 | 0.65% | 590 | +19.46% | A1JNZ9 | IE00B652H904 |
| iShares Global Clean Energy UCITS ETF USD (Acc) | 1.46% | Equity World Utilities Social/Environmental Clean Energy | 101 | 0.65% | 107 | -10.97% | A3DENG | IE000U58J0M1 |
| Invesco FTSE RAFI Emerging Markets UCITS ETF | 0.14% | Equity Emerging Markets Fundamental/Quality | 396 | 0.49% | 41 | +22.38% | A0M2EK | IE00B23D9570 |
| Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating | 0.01% | Equity World Social/Environmental | 5,815 | 0.24% | 433 | +29.18% | A2QL8U | IE00BNG8L278 |
| UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis | 0.19% | Equity Emerging Markets Social/Environmental | 239 | 0.24% | 1,241 | +17.30% | A110QD | LU1048313891 |
Performance
Returns overview
| YTD | -11.41% |
| 1 month | +10.88% |
| 3 months | -2.40% |
| 6 months | +0.62% |
| 1 year | -23.47% |
| 3 years | +18.98% |
| 5 years | -8.94% |
| Since inception (MAX) | -29.74% |
| 2023 | +5.14% |
| 2022 | +32.58% |
| 2021 | -14.29% |
| 2020 | -21.03% |
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 | 45.24% |
| Volatility 3 years | 43.11% |
| Volatility 5 years | 44.61% |
| Return per risk 1 year | -0.52 |
| Return per risk 3 years | 0.14 |
| Return per risk 5 years | -0.04 |
| Maximum drawdown 1 year | -34.27% |
| Maximum drawdown 3 years | -37.22% |
| Maximum drawdown 5 years | -59.63% |
| Maximum drawdown since inception | -76.19% |
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.