Industrial & Commercial Bank of China Ltd.

ISIN CNE1000003G1

 | 

WKN A0M4YB

Market cap (in EUR)
306,840 m
Country
China
Sector
Finance
Dividend yield
5.45%
 

Overview

Quote

Description

Industrial & Commercial Bank of China Ltd. engages in the provision of commercial banking and financial services. It operates through the following business segments: Corporate Banking, Personal Banking, Treasury Operations, and Others. The Corporate Banking segment provides corporate loans, trade financing, deposit-taking activities, corporate wealth management services, custody activities, and various types of corporate intermediary services to corporations, government agencies and financial institutions. The Personal Banking segment offers personal loans, deposit-taking activities, card business, personal wealth management services, and various types of personal intermediary services to individual customers. The Treasury Operations segment covers money market transactions, investment securities, foreign exchange transactions and the holding of derivative positions, for its own account or on behalf of customers. The Others segment includes assets, liabilities, income, and expenses that cannot be allocated to a segment. The company was founded on January 1, 1984 and is headquartered in Beijing, China.
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Finance Banking International Banks China

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Financials

Key metrics

Market capitalisation, EUR 306,840 m
EPS, EUR 0.13
P/B ratio 0.5
P/E ratio 5.6
Dividend yield 5.45%

Income statement (2025)

Revenue, EUR 186,386 m
Net income, EUR 45,450 m
Profit margin 24.39%

What ETF is Industrial & Commercial Bank of China Ltd. in?

There are 169 ETFs which contain Industrial & Commercial Bank of China Ltd.. All of these ETFs are listed in the table below. The ETF with the largest weighting of Industrial & Commercial Bank of China Ltd. is the iShares China Large Cap UCITS ETF.
ETF Weight Investment focus Fund size (in m EUR)
HSBC MSCI AC Far East ex Japan UCITS ETF USD (Dist) 0.56%
Equity
Asia Pacific
31
iShares MSCI AC Far East ex-Japan UCITS ETF 0.56%
Equity
Asia Pacific
1,773
iShares FTSE All-World UCITS ETF USD (Acc) 0.06%
Equity
World
26
Amundi MSCI China ESG Selection Extra UCITS ETF Dist 4.17%
Equity
China
Social/Environmental
86
State Street SPDR MSCI EM Asia UCITS ETF USD 0.51%
Equity
Asia Pacific
1,531
iShares MSCI EM UCITS ETF (Dist) 0.44%
Equity
Emerging Markets
9,005
Xtrackers Portfolio UCITS ETF 1C 0.04%
Equity
World
Multi-Asset Strategy
754
iShares Moderate Portfolio UCITS ETF EUR (Acc) 0.02%
Equity
World
Social/Environmental
Multi-Asset Strategy
46
JPMorgan Global Emerging Markets Research Enhanced Index Equity SRI Paris Aligned Active UCITS ETF EUR (acc) 0.27%
Equity
Emerging Markets
Social/Environmental
Climate Change
34
Amundi MSCI China ESG Selection Extra UCITS ETF Acc 4.17%
Equity
China
Social/Environmental
371
Invesco RAFI All-World Fundamental Value UCITS ETF 0.20%
Equity
World
Value
235
iShares Asia ex Japan Equity Enhanced Active UCITS ETF USD (Acc) 0.47%
Equity
Asia Pacific
Social/Environmental
Multi-Asset Strategy
88
Franklin FTSE China UCITS ETF 2.53%
Equity
China
1,357
JPMorgan All Country Research Enhanced Index Equity Active UCITS ETF CHF Hedged (acc) 0.05%
Equity
World
Social/Environmental
4
HSBC MSCI Emerging Markets UCITS ETF USD 0.44%
Equity
Emerging Markets
3,603
iShares Moderate Portfolio UCITS ETF GBP Hedged (Acc) 0.02%
Equity
World
Social/Environmental
Multi-Asset Strategy
28
iShares Core MSCI Emerging Markets IMI UCITS ETF 0.39%
Equity
Emerging Markets
1,495
Invesco FTSE All-World UCITS ETF GBP PfHdg Dist 0.11%
Equity
World
26
iShares MSCI EM UCITS ETF (Acc) 0.43%
Equity
Emerging Markets
8,745
Xtrackers MSCI Emerging Markets UCITS ETF 1C 0.44%
Equity
Emerging Markets
11,536
Amundi Prime All Country World UCITS ETF Acc 0.06%
Equity
World
2,173
Amundi FTSE All World GDP-Weighted UCITS ETF Acc 0.40%
Equity
World
14
Xtrackers MSCI China UCITS ETF 1D 2.32%
Equity
China
723
HSBC Multi-Factor Worldwide Equity UCITS ETF USD 0.47%
Equity
World
Multi-Factor Strategy
982
CT QR Series Global Equity Active UCITS ETF USD Dist 0.08%
Equity
World
Fundamental/Quality
-
Vanguard LifeStrategy 40% Equity UCITS ETF Distributing 0.01%
Equity
World
Multi-Asset Strategy
43
Goldman Sachs Alpha Enhanced Emerging Markets Equity Active UCITS ETF USD (Dist) 0.68%
Equity
Emerging Markets
Social/Environmental
0
iShares MSCI ACWI UCITS ETF USD (Dist) 0.05%
Equity
World
18
UBS ETF (LU) MSCI Emerging Markets UCITS ETF (USD) A-UKdis 0.42%
Equity
Emerging Markets
98
State Street SPDR MSCI All Country World Investable Market UCITS ETF USD Unhedged (Acc) 0.06%
Equity
World
6,281
Xtrackers MSCI AC World Screened UCITS ETF 2C - EUR Hedged 0.06%
Equity
World
Social/Environmental
85
JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity Active UCITS ETF USD (acc) 0.36%
Equity
Asia Pacific
Social/Environmental
185
UBS MSCI ACWI Socially Responsible UCITS ETF hCHF dis 0.21%
Equity
World
Social/Environmental
Climate Change
48
Vanguard ESG Global All Cap UCITS ETF (USD) Distributing 0.07%
Equity
World
Social/Environmental
594
Invesco MSCI China All Shares Stock Connect UCITS ETF 1.24%
Equity
China
95
HSBC Emerging Market Screened Equity UCITS ETF USD 0.20%
Equity
Emerging Markets
Social/Environmental
Climate Change
202
iShares MSCI EM IMI Screened UCITS ETF USD (Dist) 0.39%
Equity
Emerging Markets
Social/Environmental
1,258
State Street SPDR MSCI All Country World Investable Market UCITS ETF USD Unhedged (Dist) 0.06%
Equity
World
156
Xtrackers MSCI China UCITS ETF 1C 2.32%
Equity
China
940
Scalable MSCI AC World Xtrackers UCITS ETF 1C 0.07%
Equity
World
674
UBS MSCI ACWI Socially Responsible UCITS ETF USD acc 0.21%
Equity
World
Social/Environmental
Climate Change
731
iShares BIC 50 UCITS ETF USD (Dist) 3.73%
Equity
Emerging Markets
98
UBS MSCI ACWI Universal UCITS ETF hEUR acc 0.07%
Equity
World
Social/Environmental
759
Invesco FTSE EM High Dividend Low Volatility UCITS ETF 0.41%
Equity
Emerging Markets
Dividend
245
Vanguard LifeStrategy 20% Equity UCITS ETF Distributing 0.01%
Equity
World
Multi-Asset Strategy
16
JPMorgan Global Emerging Markets Research Enhanced Index Equity SRI Paris Aligned Active UCITS ETF USD (dist) 0.27%
Equity
Emerging Markets
Social/Environmental
Climate Change
6
UBS Core MSCI EM UCITS ETF USD dis 0.42%
Equity
Emerging Markets
2,675
First Trust Indxx Innovative Transaction & Process UCITS ETF Acc 1.27%
Equity
World
Technology
Blockchain
44
Xtrackers FTSE All-World ex US UCITS ETF 1C 0.17%
Equity
World
28
State Street SPDR MSCI All Country World UCITS ETF USD Hedged (Acc) 0.06%
Equity
World
95
Franklin FTSE Emerging Markets UCITS ETF Dist 0.66%
Equity
Emerging Markets
4
State Street SPDR MSCI Emerging Markets UCITS ETF USD 0.41%
Equity
Emerging Markets
1,839
Invesco FTSE All-World UCITS ETF EUR PfHdg Acc 0.11%
Equity
World
55
Xtrackers MSCI AC World Screened UCITS ETF 1C 0.06%
Equity
World
Social/Environmental
5,905
Fidelity Emerging Markets Equity Research Enhanced UCITS ETF ACC-USD 0.75%
Equity
Emerging Markets
Social/Environmental
2,838
JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF USD (acc) 0.36%
Equity
Emerging Markets
Social/Environmental
1,989
UBS MSCI ACWI Socially Responsible UCITS ETF USD dis 0.21%
Equity
World
Social/Environmental
Climate Change
46
Invesco FTSE All-World UCITS ETF 0.11%
Equity
World
3,501
iShares Conservative Portfolio UCITS ETF USD Hedged (Acc) 0.01%
Equity
World
Social/Environmental
Multi-Asset Strategy
0
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) 0.39%
Equity
Emerging Markets
37,342
JPMorgan AC Asia Pacific ex Japan Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) 0.36%
Equity
Asia Pacific
Social/Environmental
1
iShares MSCI China UCITS ETF USD (Acc) 2.16%
Equity
China
2,241
Franklin EM Multi-Factor Equity UCITS ETF 0.85%
Equity
Emerging Markets
Multi-Factor Strategy
76
UBS MSCI ACWI Universal UCITS ETF USD dis 0.07%
Equity
World
Social/Environmental
2,258
State Street Climate Transition Emerging Markets Enhanced Equity Fund UCITS ETF 0.61%
Equity
Emerging Markets
Social/Environmental
Climate Change
1
BNP Paribas Easy MSCI ACWI SRI S-Series PAB 5% Capped UCITS ETF EUR Acc 0.06%
Equity
World
Social/Environmental
17
Amundi Core MSCI Emerging Markets UCITS ETF Acc 0.44%
Equity
Emerging Markets
4,127
JPMorgan All Country Research Enhanced Index Equity Active UCITS ETF EUR (acc) 0.05%
Equity
World
Social/Environmental
2
Xtrackers Emerging Markets Net Zero Pathway Paris Aligned UCITS ETF 0.43%
Equity
Emerging Markets
Social/Environmental
Climate Change
15
UBS MSCI ACWI Universal UCITS ETF hGBP acc 0.07%
Equity
World
Social/Environmental
372
Vanguard LifeStrategy 40% Equity UCITS ETF Accumulating 0.01%
Equity
World
Multi-Asset Strategy
233
UBS MSCI ACWI Socially Responsible UCITS ETF hEUR acc 0.21%
Equity
World
Social/Environmental
Climate Change
929
iShares MSCI ACWI Screened UCITS ETF USD (Acc) 0.06%
Equity
World
Social/Environmental
2,829
iShares China Large Cap UCITS ETF 5.89%
Equity
China
685
iShares MSCI EM IMI Screened UCITS ETF USD (Acc) 0.39%
Equity
Emerging Markets
Social/Environmental
5,859
Vanguard FTSE All-World High Dividend Yield UCITS ETF Distributing 0.16%
Equity
World
Dividend
8,984
iShares Emerging Markets Equity Enhanced Active UCITS ETF (Dist) 0.55%
Equity
Emerging Markets
Social/Environmental
Multi-Asset Strategy
62
iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Dist) 0.36%
Equity
Emerging Markets
Social/Environmental
1,260
HSBC PLUS Emerging Markets Equity Quant Active UCITS ETF USD Acc 0.10%
Equity
Emerging Markets
Multi-Factor Strategy
134
UBS MSCI ACWI Universal UCITS ETF hJPY acc 0.07%
Equity
World
Social/Environmental
1
iShares MSCI EM CTB Enhanced ESG UCITS ETF USD (Acc) 0.36%
Equity
Emerging Markets
Social/Environmental
8,070
UBS MSCI EM Socially Responsible UCITS ETF USD acc 1.70%
Equity
Emerging Markets
Social/Environmental
Climate Change
777
Invesco Emerging Markets Enhanced Equity UCITS ETF Acc 0.52%
Equity
Emerging Markets
Multi-Factor Strategy
114
iShares MSCI AC Far East ex-Japan UCITS ETF USD (Acc) 0.56%
Equity
Asia Pacific
95
Amundi Core MSCI Emerging Markets UCITS ETF EUR Dist 0.44%
Equity
Emerging Markets
1,133
Invesco MSCI Emerging Markets Universal Screened UCITS ETF Acc 0.71%
Equity
Emerging Markets
Social/Environmental
54
Goldman Sachs Alpha Enhanced Emerging Markets Equity Active UCITS ETF USD (Acc) 0.68%
Equity
Emerging Markets
Social/Environmental
377
UBS MSCI ACWI Socially Responsible UCITS ETF hGBP dis 0.21%
Equity
World
Social/Environmental
Climate Change
502
HSBC Asia Pacific Ex Japan Screened Equity UCITS ETF USD 0.07%
Equity
Asia Pacific
Social/Environmental
Climate Change
531
Franklin FTSE Emerging Markets UCITS ETF (Acc) 0.66%
Equity
Emerging Markets
7
BNP Paribas Easy MSCI ACWI SRI S-Series PAB 5% Capped UCITS ETF USD C 0.06%
Equity
World
Social/Environmental
61
Vanguard LifeStrategy 80% Equity UCITS ETF (EUR) Accumulating 0.01%
Equity
World
Multi-Asset Strategy
1,170
State Street Emerging Markets Screened Enhanced Equity Fund UCITS ETF 0.58%
Equity
Emerging Markets
Social/Environmental
88
JPMorgan Global Emerging Markets Research Enhanced Index Equity SRI Paris Aligned Active UCITS ETF USD (acc) 0.27%
Equity
Emerging Markets
Social/Environmental
Climate Change
176
HSBC Asia Pacific Ex Japan Screened Equity UCITS ETF USD (Dist) 0.07%
Equity
Asia Pacific
Social/Environmental
Climate Change
82
HSBC MSCI China UCITS ETF USD 2.17%
Equity
China
794
iShares Edge MSCI EM Value Factor UCITS ETF USD (Acc) 2.17%
Equity
Emerging Markets
Value
1,530
Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Distributing 0.68%
Equity
Emerging Markets
Social/Environmental
20
KraneShares ICBCCS China S&P 500 UCITS ETF 1.12%
Equity
China
66
iShares MSCI EM Asia UCITS ETF (Acc) 0.52%
Equity
Asia Pacific
7,461
iShares Growth Portfolio UCITS ETF GBP Hedged (Acc) 0.04%
Equity
World
Social/Environmental
Multi-Asset Strategy
26
Vanguard FTSE All-World UCITS ETF (USD) Accumulating 0.06%
Equity
World
44,135
HSBC MSCI AC Far East ex Japan UCITS ETF USD 0.56%
Equity
Asia Pacific
401
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Distributing 0.12%
Equity
World
Multi-Factor Strategy
214
Amundi MSCI EM Asia ESG Broad Transition UCITS ETF Acc 0.36%
Equity
Asia Pacific
Social/Environmental
Climate Change
674
CT QR Series Global Equity Active UCITS ETF USD Acc 0.08%
Equity
World
Fundamental/Quality
-
State Street SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF USD 3.70%
Equity
Asia Pacific
Dividend
211
Vanguard FTSE All-World High Dividend Yield UCITS ETF Acc 0.16%
Equity
World
Dividend
2,642
Vanguard FTSE Emerging Markets UCITS ETF (USD) Distributing 0.62%
Equity
Emerging Markets
3,137
UBS MSCI ACWI Universal UCITS ETF hCHF dis 0.07%
Equity
World
Social/Environmental
83
Xtrackers MSCI AC World Screened UCITS ETF 5C - USD Hedged 0.06%
Equity
World
Social/Environmental
1
JPMorgan Global Emerging Markets Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) 0.36%
Equity
Emerging Markets
Social/Environmental
26
JPMorgan Global Emerging Markets Research Enhanced Index Equity Active UCITS ETF EUR (acc) 0.36%
Equity
Emerging Markets
Social/Environmental
25
UBS MSCI ACWI Universal UCITS ETF hCHF acc 0.07%
Equity
World
Social/Environmental
1,778
Xtrackers MSCI Emerging Markets UCITS ETF 1D 0.44%
Equity
Emerging Markets
349
iShares MSCI ACWI UCITS ETF USD (Acc) 0.05%
Equity
World
29,634
iShares Emerging Markets Equity Enhanced Active UCITS ETF USD (Acc) 0.55%
Equity
Emerging Markets
Social/Environmental
Multi-Asset Strategy
1,285
Vanguard LifeStrategy 80% Equity UCITS ETF Distributing 0.01%
Equity
World
Multi-Asset Strategy
88
HSBC Emerging Market Screened Equity UCITS ETF USD (Dist) 0.20%
Equity
Emerging Markets
Social/Environmental
Climate Change
59
JPMorgan All Country Research Enhanced Index Equity Active UCITS ETF USD (acc) 0.05%
Equity
World
Social/Environmental
218
UBS MSCI ACWI Socially Responsible UCITS ETF hUSD acc 0.21%
Equity
World
Social/Environmental
Climate Change
388
HSBC MSCI Emerging Markets UCITS ETF USD (Acc) 0.44%
Equity
Emerging Markets
1,280
HSBC MSCI China UCITS ETF USD (Acc) 2.17%
Equity
China
108
State Street SPDR MSCI All Country World UCITS ETF EUR Hedged (Acc) 0.06%
Equity
World
1,636
JPMorgan All Country Research Enhanced Index Equity Active UCITS ETF EUR Hedged (acc) 0.05%
Equity
World
Social/Environmental
28
iShares Conservative Portfolio UCITS ETF EUR (Acc) 0.01%
Equity
World
Social/Environmental
Multi-Asset Strategy
16
L&G Emerging Markets Quality Dividends Equal Weight UCITS ETF USD Dist 0.21%
Equity
Emerging Markets
Dividend
54
HSBC MSCI Emerging Markets Value Screened UCITS ETF USD (Acc) 2.13%
Equity
Emerging Markets
Value
90
UBS Core MSCI EM UCITS ETF USD acc 0.42%
Equity
Emerging Markets
8,021
Amundi Prime Emerging Markets UCITS ETF DR (C) 0.43%
Equity
Emerging Markets
793
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating 0.12%
Equity
World
Multi-Factor Strategy
1,322
Vanguard FTSE Emerging Markets UCITS ETF (USD) Accumulating 0.62%
Equity
Emerging Markets
1,911
iShares MSCI China UCITS ETF USD (Dist) 2.16%
Equity
China
68
Xtrackers FTSE All-World UCITS ETF 1C 0.07%
Equity
World
44
Invesco FTSE All-World UCITS ETF 0.11%
Equity
World
264
BNP Paribas Easy MSCI Emerging Min TE UCITS ETF 0.45%
Equity
Emerging Markets
Social/Environmental
1,776
Vanguard LifeStrategy 20% Equity UCITS ETF Accumulating 0.01%
Equity
World
Multi-Asset Strategy
100
Vanguard LifeStrategy 60% Equity UCITS ETF Accumulating 0.01%
Equity
World
Multi-Asset Strategy
894
BNP Paribas Easy MSCI China Min TE UCITS ETF USD Acc 2.18%
Equity
China
Social/Environmental
11
UBS MSCI AC Asia ex Japan Selection UCITS ETF USD acc 1.04%
Equity
Asia Pacific
Social/Environmental
Climate Change
11
iShares Moderate Portfolio UCITS ETF USD Hedged (Acc) 0.02%
Equity
World
Social/Environmental
Multi-Asset Strategy
7
Vanguard ESG Emerging Markets All Cap UCITS ETF (USD) Accumulating 0.68%
Equity
Emerging Markets
Social/Environmental
97
HSBC PLUS Emerging Markets Equity Income Quant Active UCITS ETF USD Dist 0.66%
Equity
World
Dividend
85
Amundi Core MSCI Emerging Markets UCITS ETF USD Dist 0.44%
Equity
Emerging Markets
91
iShares China Large Cap UCITS ETF USD (Acc) 5.89%
Equity
China
Large Cap
29
WisdomTree Emerging Markets Equity Income UCITS ETF 2.44%
Equity
Emerging Markets
Dividend
162
UBS MSCI China Universal UCITS ETF USD dis 3.75%
Equity
China
Social/Environmental
Climate Change
196
Xtrackers MSCI Emerging Markets Climate Transition UCITS ETF 1C 0.42%
Equity
Emerging Markets
Social/Environmental
Climate Change
160
iShares Growth Portfolio UCITS ETF EUR (Acc) 0.04%
Equity
World
Social/Environmental
Multi-Asset Strategy
99
iShares Conservative Portfolio UCITS ETF GBP Hedged (Acc) 0.01%
Equity
World
Social/Environmental
Multi-Asset Strategy
3
Amundi Prime All Country World UCITS ETF Dist 0.06%
Equity
World
4,532
JPMorgan All Country Research Enhanced Index Equity Active UCITS ETF USD (dist) 0.05%
Equity
World
Social/Environmental
59
Vanguard FTSE All-World UCITS ETF (USD) Distributing 0.06%
Equity
World
22,662
UBS MSCI ACWI Universal UCITS ETF hUSD acc 0.07%
Equity
World
Social/Environmental
1,294
UBS MSCI ACWI Socially Responsible UCITS ETF hCHF acc 0.21%
Equity
World
Social/Environmental
Climate Change
615
State Street SPDR MSCI All Country World UCITS ETF USD Unhedged (Acc) 0.06%
Equity
World
14,239
HSBC Multi Factor Worldwide Equity UCITS ETF USD (Acc) 0.47%
Equity
World
Multi-Factor Strategy
3
iShares Growth Portfolio UCITS ETF USD Hedged (Acc) 0.04%
Equity
World
Social/Environmental
Multi-Asset Strategy
2
WisdomTree Emerging Markets Equity Income UCITS ETF Acc 2.44%
Equity
Emerging Markets
Dividend
68
Amundi MSCI Emerging Markets ESG Broad Transition UCITS ETF DR (C) 0.35%
Equity
Emerging Markets
Social/Environmental
Climate Change
1,979
iShares Edge MSCI EM Minimum Volatility UCITS ETF 1.17%
Equity
Emerging Markets
Low Volatility/Risk Weighted
432
State Street SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF USD 1.96%
Equity
Emerging Markets
Dividend
151
Invesco FTSE All-World UCITS ETF CHF PfHdg Acc 0.11%
Equity
World
63
iShares Emerging Markets Dividend UCITS ETF 2.23%
Equity
Emerging Markets
Dividend
1,250
Invesco RAFI Emerging Markets Fundamental Value UCITS ETF Dist 0.72%
Equity
Emerging Markets
Value
73
Vanguard ESG Global All Cap UCITS ETF (USD) Accumulating 0.07%
Equity
World
Social/Environmental
970
UBS MSCI EM Socially Responsible UCITS ETF USD dis 1.70%
Equity
Emerging Markets
Social/Environmental
Climate Change
2,430
L&G Emerging Markets Equity UCITS ETF USD Acc 0.46%
Equity
Emerging Markets
Social/Environmental
132
Vanguard LifeStrategy 60% Equity UCITS ETF Distributing 0.01%
Equity
World
Multi-Asset Strategy
115

Performance

Returns overview

YTD +5.08%
1 month -3.13%
3 months -7.46%
6 months +1.64%
1 year +8.77%
3 years +40.91%
5 years +47.62%
Since inception (MAX) +26.53%
2025 +11.32%
2024 +39.47%
2023 -11.63%
2022 +4.88%

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 23.57%
Volatility 3 years 30.05%
Volatility 5 years 33.94%
Return per risk 1 year 0.37
Return per risk 3 years 0.40
Return per risk 5 years 0.24
Maximum drawdown 1 year -13.33%
Maximum drawdown 3 years -22.73%
Maximum drawdown 5 years -30.61%
Maximum drawdown since inception -50.00%

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.