Macquarie Group Ltd.

ISIN AU000000MQG1

 | 

WKN A0M6VH

Market cap (in EUR)
46,972.14 m
Country
Australia
Sector
Finance
Dividend yield
2.99%
 

Overview

Quote

Description

Macquarie Group Ltd. operates as a non-operating holding company. The firm engages in the provision of banking, financial, advisory, investment and funds management services. It operates through the following segments: Macquarie Asset Management (MAM), Banking and Financial Services (BFS), Commodities and Global Markets (CGM), Macquarie Capital and Corporate. The MAM segment delivers investment solutions to clients across a range of capabilities, including infrastructure, real estate, agriculture, equities, fixed income, private credit, liquid alternatives, and multi-asset solutions. The BFS segment offers personal banking, wealth management, business banking, and vehicle finance products and services to retail clients, advisers, brokers and business clients. The CGM segment comprises of integrated, end-to-end offering across global markets including equities, fixed income, foreign exchange, and commodities. The Macquarie Capital segment includes capital solutions across products and sectors including infrastructure, green and conventional energy. The Corporate segment refers to the head office and central service groups, including group treasury and other investments. The company was founded on December 10, 1969 and is headquartered in Sydney, Australia.
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Finance Investment Services Australia

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Financials

Key metrics

Market capitalisation, EUR 46,972.14 m
EPS, EUR -
P/B ratio 2.24
P/E ratio 22.16
Dividend yield 2.99%

Income statement (2024)

Revenue, EUR 19,456.37 m
Net income, EUR 2,177.96 m
Profit margin 11.19%

What ETF is Macquarie Group Ltd. in?

There are 182 ETFs which contain Macquarie Group Ltd.. All of these ETFs are listed in the table below. The ETF with the largest weighting of Macquarie Group Ltd. is the UBS MSCI Australia Universal UCITS ETF AUD acc.
ETF Weight Investment focus Fund size (in m EUR)
UBS Core MSCI World UCITS ETF USD acc 0.06%
Equity
World
2,179
JPMorgan Global Research Enhanced Index Equity SRI Paris Aligned UCITS ETF USD (dist) 0.12%
Equity
World
Social/Environmental
Climate Change
31
UBS Core MSCI World UCITS ETF hCHF acc 0.06%
Equity
World
358
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing 1.52%
Equity
Asia Pacific
1,100
JPMorgan Carbon Transition Global Equity (CTB) UCITS ETF USD (acc) 0.09%
Equity
World
Social/Environmental
Climate Change
845
JPMorgan Global Research Enhanced Index Equity SRI Paris Aligned UCITS ETF USD (acc) 0.12%
Equity
World
Social/Environmental
Climate Change
120
Invesco MSCI World Equal Weight UCITS ETF Acc 0.06%
Equity
World
Equal Weighted
517
iShares Core MSCI World UCITS ETF USD (Dist) 0.06%
Equity
World
386
Invesco FTSE RAFI All World 3000 UCITS ETF 0.08%
Equity
World
Fundamental/Quality
81
SPDR MSCI World Financials UCITS ETF 0.37%
Equity
World
Financials
268
Xtrackers MSCI World ex USA UCITS ETF 1C 0.24%
Equity
World
2,571
JPMorgan All Country Research Enhanced Index Equity Active UCITS ETF CHF Hedged (acc) 0.06%
Equity
World
Social/Environmental
1
UBS MSCI Australia UCITS ETF hCHF acc 3.88%
Equity
Australia
68
Invesco FTSE All-World UCITS ETF GBP PfHdg Dist 0.09%
Equity
World
1
Fidelity Pacific ex-Japan Equity Research Enhanced UCITS ETF ACC-USD 3.29%
Equity
Asia Pacific
Social/Environmental
361
UBS Core MSCI World UCITS ETF USD dis 0.06%
Equity
World
614
Amundi Prime All Country World UCITS ETF Acc 0.06%
Equity
World
229
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF GBP Hedged (dist) 0.07%
Equity
World
Social/Environmental
1
UBS MSCI World UCITS ETF USD dis 0.06%
Equity
World
1,244
UBS ETF (LU) MSCI World ex USA Index Fund UCITS ETF (USD) A-acc 0.23%
Equity
World
-
Vanguard FTSE Developed World UCITS ETF Acc 0.06%
Equity
World
3,858
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) 0.07%
Equity
World
Social/Environmental
1,506
L&G Asia Pacific ex Japan Equity UCITS ETF 2.31%
Equity
Asia Pacific
Social/Environmental
602
JPMorgan Global Research Enhanced Index Equity SRI Paris Aligned UCITS ETF EUR Hedged (acc) 0.12%
Equity
World
Social/Environmental
Climate Change
1
BNP Paribas Easy MSCI World ESG Filtered Min TE UCITS ETF EUR Acc 0.06%
Equity
World
Social/Environmental
373
Xtrackers World Net Zero Pathway Paris Aligned UCITS ETF 1C 1C 0.07%
Equity
World
Social/Environmental
Climate Change
27
SPDR MSCI All Country World Investable Market UCITS ETF (Acc) 0.07%
Equity
World
2,579
Deka MSCI World Climate Change ESG UCITS ETF 0.06%
Equity
World
Social/Environmental
Climate Change
1,180
Xtrackers MSCI AC World Screened UCITS ETF 2C - EUR Hedged 0.06%
Equity
World
Social/Environmental
45
JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) 0.51%
Equity
Asia Pacific
Social/Environmental
48
Vanguard ESG Global All Cap UCITS ETF (USD) Distributing 0.06%
Equity
World
Social/Environmental
435
Amundi MSCI World ESG Leaders UCITS ETF Hedged EUR Acc 0.14%
Equity
World
Social/Environmental
186
SPDR MSCI World UCITS ETF 0.06%
Equity
World
10,780
Amundi MSCI Pacific Ex Japan UCITS ETF Dist 2.54%
Equity
Asia Pacific
172
SPDR MSCI All Country World Investable Market UCITS ETF (Dist) 0.07%
Equity
World
36
Deka MSCI World UCITS ETF Distribution 0.07%
Equity
World
3,461
Vanguard FTSE Developed World UCITS ETF Distributing 0.06%
Equity
World
3,163
L&G Asia Pacific ex Japan ESG Exclusions Paris Aligned UCITS ETF USD Accumulating ETF 1.87%
Equity
Asia Pacific
Social/Environmental
Climate Change
4
Ossiam Bloomberg Asia Pacific ex Japan PAB NR UCITS ETF 1C (EUR) 3.01%
Equity
Asia Pacific
Social/Environmental
Climate Change
145
Amundi MSCI Pacific ESG Broad Transition UCITS ETF Dist 0.77%
Equity
Asia Pacific
Social/Environmental
Climate Change
152
Amundi MSCI World ESG Leaders UCITS ETF Acc 0.14%
Equity
World
Social/Environmental
1,673
UBS MSCI ACWI Universal UCITS ETF hEUR acc 0.08%
Equity
World
Social/Environmental
588
iShares STOXX World Equity Multifactor UCITS ETF CHF Hedged (Acc) 0.06%
Equity
World
Multi-Factor Strategy
7
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc) 2.47%
Equity
Asia Pacific
2,829
Xtrackers MSCI World ex USA UCITS ETF 1D 0.24%
Equity
World
109
SPDR MSCI All Country World UCITS ETF USD Hedged (Acc) 0.07%
Equity
World
60
UBS MSCI Pacific ex Japan IMI Socially Responsible UCITS ETF USD acc 4.37%
Equity
Asia Pacific
Social/Environmental
11
Invesco MSCI Pacific Ex Japan Universal Screened UCITS ETF Acc 3.74%
Equity
Asia Pacific
Social/Environmental
38
Xtrackers MSCI World UCITS ETF 2C - EUR Hedged 0.07%
Equity
World
191
SPDR MSCI World UCITS ETF GBP Hedged (Dist) 0.06%
Equity
World
161
Invesco FTSE All-World UCITS ETF EUR PfHdg Acc 0.09%
Equity
World
10
Xtrackers MSCI World Screened UCITS ETF 1D 0.07%
Equity
World
Social/Environmental
108
Xtrackers MSCI Pacific ex Japan Screened UCITS ETF 1D 2.63%
Equity
Asia Pacific
Social/Environmental
333
Xtrackers MSCI World UCITS ETF 1D 0.07%
Equity
World
3,986
Xtrackers MSCI World ESG UCITS ETF 1C 0.15%
Equity
World
Social/Environmental
5,301
Xtrackers MSCI AC World Screened UCITS ETF 1C 0.06%
Equity
World
Social/Environmental
3,945
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF GBP Hedged (acc) 0.07%
Equity
World
Social/Environmental
380
Invesco FTSE All-World UCITS ETF Acc 0.09%
Equity
World
1,355
UBS MSCI World Selection UCITS ETF hEUR acc 0.13%
Equity
World
Social/Environmental
33
UBS MSCI Australia UCITS ETF hUSD acc 3.88%
Equity
Australia
52
JPMorgan Carbon Transition Global Equity (CTB) UCITS ETF EUR (acc) 0.09%
Equity
World
Social/Environmental
Climate Change
141
Xtrackers MSCI World Climate Transition UCITS ETF 0.07%
Equity
World
Social/Environmental
Climate Change
26
JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) 0.51%
Equity
Asia Pacific
Social/Environmental
0
iShares MSCI Australia UCITS ETF 3.93%
Equity
Australia
370
iShares MSCI World Screened UCITS ETF USD (Dist) 0.07%
Equity
World
Social/Environmental
695
UBS MSCI ACWI Universal UCITS ETF USD dis 0.08%
Equity
World
Social/Environmental
1,939
First Trust Global Equity Income UCITS ETF Dist 0.05%
Equity
World
Fundamental/Quality
29
HSBC MSCI World UCITS ETF CHF hedged 0.07%
Equity
World
41
HSBC MSCI World UCITS ETF EUR Hedged (Acc) 0.07%
Equity
World
318
Xtrackers MSCI World ESG UCITS ETF 1D 0.15%
Equity
World
Social/Environmental
300
JPMorgan All Country Research Enhanced Index Equity Active UCITS ETF EUR (acc) 0.06%
Equity
World
Social/Environmental
2
UBS MSCI Australia UCITS ETF hEUR acc 3.88%
Equity
Australia
50
iShares MSCI World Screened UCITS ETF USD (Acc) 0.07%
Equity
World
Social/Environmental
3,839
iShares MSCI World CHF Hedged UCITS ETF (Acc) 0.07%
Equity
World
1,394
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) 0.07%
Equity
World
Social/Environmental
261
Amundi MSCI World UCITS ETF DR - USD (D) 0.06%
Equity
World
820
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Distributing 0.64%
Equity
Asia Pacific
Social/Environmental
17
UBS MSCI ACWI Universal UCITS ETF hGBP acc 0.08%
Equity
World
Social/Environmental
288
HSBC MSCI Pacific ex Japan UCITS ETF USD (Acc) 2.50%
Equity
Asia Pacific
349
iShares MSCI World Momentum Factor Advanced UCITS ETF USD (Acc) 0.66%
Equity
World
Momentum
143
Vanguard FTSE All-World High Dividend Yield UCITS ETF Distributing 0.13%
Equity
World
Dividend
5,356
JPMorgan Carbon Transition Global Equity (CTB) UCITS ETF EUR Hedged (acc) 0.09%
Equity
World
Social/Environmental
Climate Change
5
UBS MSCI ACWI Universal UCITS ETF hJPY acc 0.08%
Equity
World
Social/Environmental
102
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF EUR Hedged (acc) 0.07%
Equity
World
Social/Environmental
732
UBS MSCI World Selection UCITS ETF USD acc 0.13%
Equity
World
Social/Environmental
472
JPMorgan Global Research Enhanced Index Equity SRI Paris Aligned UCITS ETF CHF Hedged (acc) 0.12%
Equity
World
Social/Environmental
Climate Change
1
JPMorgan Global Research Enhanced Index Equity SRI Paris Aligned UCITS ETF EUR (acc) 0.12%
Equity
World
Social/Environmental
Climate Change
255
HSBC ASIA PACIFIC EX JAPAN SCREENED EQUITY UCITS ETF USD 0.06%
Equity
Asia Pacific
Social/Environmental
297
iShares MSCI World UCITS ETF (Dist) 0.07%
Equity
World
6,930
VanEck World Equal Weight Screened UCITS ETF A 0.41%
Equity
World
Equal Weighted
948
First Trust Global Equity Income UCITS ETF Acc 0.05%
Equity
World
Fundamental/Quality
3
iShares Core MSCI World UCITS ETF EUR Hedged (Dist) 0.06%
Equity
World
1,180
Amundi MSCI World ESG Broad Transition UCITS ETF Dist 0.02%
Equity
World
Social/Environmental
Climate Change
261
Amundi S&P Global Financials ESG UCITS ETF DR EUR (D) 0.45%
Equity
World
Financials
Social/Environmental
2
HSBC ASIA PACIFIC EX JAPAN SCREENED EQUITY UCITS ETF USD (Dist) 0.06%
Equity
Asia Pacific
Social/Environmental
48
Amundi Prime Global UCITS ETF Acc 0.07%
Equity
World
820
HSBC MSCI AC Asia Pacific ex Japan Climate Paris Aligned UCITS ETF 0.74%
Equity
Asia Pacific
Social/Environmental
Climate Change
17
Vanguard FTSE All-World UCITS ETF (USD) Accumulating 0.05%
Equity
World
19,640
HSBC MSCI World UCITS ETF USD (Acc) 0.07%
Equity
World
818
Amundi S&P Global Financials ESG UCITS ETF DR EUR (A) 0.45%
Equity
World
Financials
Social/Environmental
521
Ossiam Bloomberg World PAB UCITS ETF 1A (EUR) 0.10%
Equity
World
Social/Environmental
Climate Change
117
HSBC MSCI World UCITS ETF USD 0.07%
Equity
World
10,592
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Distributing 0.07%
Equity
World
Multi-Factor Strategy
97
iShares MSCI World ESG Enhanced CTB UCITS ETF USD (Acc) 0.02%
Equity
World
Social/Environmental
3,888
BNP Paribas Easy MSCI Pacific ex Japan ESG Filtered Min TE UCITS ETF 2.73%
Equity
Asia Pacific
Social/Environmental
185
Xtrackers MSCI World UCITS ETF 3C - CHF Hedged 0.07%
Equity
World
42
UBS MSCI Australia UCITS ETF hGBP acc 3.88%
Equity
Australia
219
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating 1.52%
Equity
Asia Pacific
386
BNP Paribas Easy Sustainable World UCITS ETF EUR Capitalisation 0.10%
Equity
World
Social/Environmental
145
L&G Global Equity UCITS ETF 0.06%
Equity
World
Social/Environmental
613
Vanguard FTSE All-World High Dividend Yield UCITS ETF Acc 0.13%
Equity
World
Dividend
1,090
Invesco MSCI World ESG Universal Screened UCITS ETF Acc 0.10%
Equity
World
Social/Environmental
234
L&G Quality Equity Dividends ESG Exclusions Asia Pacific ex-Japan UCITS ETF 1.24%
Equity
Asia Pacific
Dividend
26
Vanguard ESG Developed Asia Pacific All Cap UCITS ETF (USD) Accumulating 0.64%
Equity
Asia Pacific
Social/Environmental
65
UBS MSCI ACWI Universal UCITS ETF hCHF dis 0.08%
Equity
World
Social/Environmental
48
iShares MSCI Pacific ex-Japan ESG Enhanced CTB UCITS ETF USD (Acc) 2.65%
Equity
Asia Pacific
Social/Environmental
84
Xtrackers MSCI AC World Screened UCITS ETF 5C - USD Hedged 0.06%
Equity
World
Social/Environmental
2
Invesco S&P World Financials ESG UCITS ETF Acc 0.36%
Equity
World
Financials
Social/Environmental
5
UBS Core MSCI World UCITS ETF hGBP dis 0.06%
Equity
World
47
BNP Paribas Easy Low Carbon 300 World PAB UCITS ETF Acc 0.51%
Equity
World
Social/Environmental
Climate Change
31
UBS MSCI ACWI Universal UCITS ETF hCHF acc 0.08%
Equity
World
Social/Environmental
1,176
HSBC DEVELOPED WORLD SCREENED EQUITY UCITS ETF USD (Dist) 0.06%
Equity
World
Social/Environmental
42
iShares MSCI ACWI UCITS ETF USD (Acc) 0.06%
Equity
World
17,649
UBS MSCI Pacific ex Japan IMI Socially Responsible UCITS ETF hEUR acc 4.37%
Equity
Asia Pacific
Social/Environmental
1
JPMorgan All Country Research Enhanced Index Equity Active UCITS ETF USD (acc) 0.06%
Equity
World
Social/Environmental
20
UBS Core MSCI World UCITS ETF hEUR acc 0.06%
Equity
World
221
UBS MSCI World Selection UCITS ETF hEUR dis 0.13%
Equity
World
Social/Environmental
257
SPDR MSCI All Country World UCITS ETF EUR Hedged (Acc) 0.07%
Equity
World
415
Xtrackers MSCI World ESG UCITS ETF 2C EUR Hedged 0.15%
Equity
World
Social/Environmental
494
UBS MSCI World Selection UCITS ETF hCHF acc 0.13%
Equity
World
Social/Environmental
217
JPMorgan All Country Research Enhanced Index Equity Active UCITS ETF EUR Hedged (acc) 0.06%
Equity
World
Social/Environmental
3
iShares Core MSCI World UCITS ETF GBP Hedged (Dist) 0.06%
Equity
World
888
BNP Paribas Easy MSCI World ESG Filtered Min TE UCITS ETF USD Acc 0.06%
Equity
World
Social/Environmental
89
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating 0.07%
Equity
World
Multi-Factor Strategy
566
iShares MSCI World EUR Hedged UCITS ETF (Acc) 0.07%
Equity
World
4,159
Amundi MSCI World UCITS ETF Acc 0.06%
Equity
World
8,682
Invesco FTSE All-World UCITS ETF Dist 0.09%
Equity
World
120
JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) 0.07%
Equity
World
Social/Environmental
5,681
iShares MSCI World Financials Sector Advanced UCITS ETF USD (Dist) 1.11%
Equity
World
Financials
Social/Environmental
125
iShares MSCI World Climate Transition Aware UCITS ETF USD (Acc) 0.11%
Equity
World
Social/Environmental
Climate Change
5
UBS MSCI World ex USA Climate Paris Aligned UCITS ETF USD acc 0.25%
Equity
World
Social/Environmental
Climate Change
13
iShares MSCI Pacific ex-Japan UCITS ETF (Dist) 2.48%
Equity
Asia Pacific
201
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) 0.20%
Equity
World
Momentum
2,599
Xtrackers MSCI World UCITS ETF 2D - GBP Hedged 0.07%
Equity
World
436
Amundi Prime Global UCITS ETF Dist 0.07%
Equity
World
1,339
iShares Core MSCI World UCITS ETF USD (Acc) 0.06%
Equity
World
92,362
Xtrackers MSCI World UCITS ETF 1C 0.07%
Equity
World
14,104
iShares MSCI World Climate Transition Aware UCITS ETF USD (Dist) 0.11%
Equity
World
Social/Environmental
Climate Change
2
iShares MSCI World GBP Hedged UCITS ETF (Acc) 0.07%
Equity
World
383
UBS Climate Aware Global Developed Equity CTB UCITS ETF USD acc 0.01%
Equity
World
Social/Environmental
Climate Change
13
UBS MSCI Pacific ex Japan UCITS ETF USD dis 2.47%
Equity
Asia Pacific
69
UBS MSCI Australia UCITS ETF AUD dis 3.88%
Equity
Australia
338
Xtrackers S&P/ASX 200 UCITS ETF 1D 3.01%
Equity
Australia
60
SPDR MSCI World UCITS ETF EUR Hedged (Acc) 0.06%
Equity
World
477
Amundi MSCI World ESG Broad Transition UCITS ETF Acc 0.02%
Equity
World
Social/Environmental
Climate Change
1,225
Amundi Prime All Country World UCITS ETF Dist 0.06%
Equity
World
2,193
UBS MSCI ACWI Climate Paris Aligned UCITS ETF USD acc 0.03%
Equity
World
Social/Environmental
Climate Change
14
JPMorgan All Country Research Enhanced Index Equity Active UCITS ETF USD (dist) 0.06%
Equity
World
Social/Environmental
16
Vanguard FTSE All-World UCITS ETF (USD) Distributing 0.05%
Equity
World
16,544
Xtrackers World Biodiversity Focus SRI UCITS ETF 1C 1C 0.12%
Equity
World
Social/Environmental
14
UBS MSCI ACWI Universal UCITS ETF hUSD acc 0.08%
Equity
World
Social/Environmental
1,064
iShares MSCI World Screened UCITS ETF GBP Hedged (Dist) 0.07%
Equity
World
Social/Environmental
65
iShares STOXX World Equity Multifactor UCITS ETF USD (Acc) 0.06%
Equity
World
Multi-Factor Strategy
568
BNP Paribas Easy Sustainable World UCITS ETF USD Capitalisation 0.10%
Equity
World
Social/Environmental
10
HSBC MSCI Pacific ex Japan UCITS ETF USD 2.50%
Equity
Asia Pacific
608
SPDR MSCI All Country World UCITS ETF (Acc) 0.07%
Equity
World
3,952
Xtrackers MSCI World Momentum UCITS ETF 1C 1C 0.21%
Equity
World
Momentum
1,415
iShares STOXX World Equity Multifactor UCITS ETF EUR Hedged (Acc) 0.06%
Equity
World
Multi-Factor Strategy
12
Xtrackers MSCI World Financials UCITS ETF 1C 0.39%
Equity
World
Financials
911
Amundi MSCI World Climate Paris Aligned Umweltzeichen UCITS ETF DR 0.07%
Equity
World
Social/Environmental
Climate Change
98
Xtrackers MSCI Pacific ex Japan Screened UCITS ETF 1C 2.63%
Equity
Asia Pacific
Social/Environmental
480
UBS MSCI Pacific ex Japan UCITS ETF USD acc 2.47%
Equity
Asia Pacific
10
UBS MSCI Australia Universal UCITS ETF AUD acc 4.74%
Equity
Australia
Social/Environmental
Climate Change
168
Invesco FTSE All-World UCITS ETF CHF PfHdg Acc 0.09%
Equity
World
6
iShares MSCI World ESG Enhanced CTB UCITS ETF USD (Dist) 0.02%
Equity
World
Social/Environmental
925
UBS MSCI Australia UCITS ETF AUD acc 3.88%
Equity
Australia
199
Ossiam Bloomberg World PAB UCITS ETF 1A (USD) 0.10%
Equity
World
Social/Environmental
Climate Change
2
Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating 0.06%
Equity
World
Social/Environmental
548
HSBC DEVELOPED WORLD SCREENED EQUITY UCITS ETF USD 0.06%
Equity
World
Social/Environmental
200
SPDR MSCI ACWI Climate Paris Aligned UCITS ETF Acc USD 0.03%
Equity
World
Social/Environmental
Climate Change
5
iShares MSCI World ex-USA UCITS ETF USD (Acc) 0.25%
Equity
World
461
Amundi MSCI World Ex USA UCITS ETF Acc 0.23%
Equity
World
394

Performance

Returns overview

YTD -7.06%
1 month +1.95%
3 months +5.75%
6 months -9.45%
1 year +2.33%
3 years +5.98%
5 years +60.30%
Since inception (MAX) +221.29%
2024 +13.08%
2023 +4.00%
2022 -15.13%
2021 +41.79%

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%.
ETF returns include dividend payments (if applicable).
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Risk overview

Volatility 1 year 27.48%
Volatility 3 years 24.74%
Volatility 5 years 24.41%
Return per risk 1 year 0.08
Return per risk 3 years 0.08
Return per risk 5 years 0.41
Maximum drawdown 1 year -35.83%
Maximum drawdown 3 years -35.83%
Maximum drawdown 5 years -35.83%
Maximum drawdown since inception -52.30%

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.