Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DJXXF (iShares STOXX Europe 600 UCITS ETF (DE)) | NA | 21.83% | 2.39% | 7.69% | NA | NA | NA | … | … |
Data as of 10/30/2024, Common starting date is 04/08/2016
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DJXXF (iShares STOXX Europe 600 UCITS ETF (DE)) | 04/08/2016 | 10/30/2024 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 0.00 | 21.83 | 2.39 | 7.69 | NA | NA | NA | … | … | 7.11 | 21.66 | -14.31 | 31.53 | -3.96 | 10.60 | -5.68 | 22.97 | 2.73 |
| Sharpe Ratio | NA | 0.78 | -0.07 | 0.19 | NA | NA | NA | … | … | 0.13 | 0.85 | -0.77 | 1.07 | -0.10 | 0.85 | -0.38 | 1.93 | 0.35 |
| Standard Deviation(%) | NA | 19.37 | 19.09 | 27.55 | NA | NA | NA | … | … | 11.02 | 20.74 | 20.39 | 29.35 | 42.16 | 10.82 | 18.52 | 11.60 | 10.17 |
| Draw Down(%) | NA | 2.99 | 18.76 | 31.37 | NA | NA | NA | … | … | 2.99 | 11.09 | 18.48 | 4.48 | 31.37 | 5.92 | 15.36 | 0.00 | 5.98 |
| Yield(%) | 0.00 | 2.12 | 2.23 | 2.53 | 2.87 | 1.91 | 1.43 | … | … | 1.51 | 3.11 | 2.27 | 2.35 | 1.95 | 3.28 | 2.65 | 5.12 | 3.28 |
Data as of 10/30/2024, Common starting date is 04/08/2016
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DJXXF (iShares STOXX Europe 600 UCITS ETF (DE)) |
-3.34%
Jan 2018 – Jan 2021 |
2.45%
Mar 2018 – Mar 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DJXXF (iShares STOXX Europe 600 UCITS ETF (DE)) |
16.38%
May 2020 – May 2023 |
11.16%
May 2016 – May 2021 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart