SPDR MSCI Europe Utilities UCITS ETF
Provider: State
| Annualised Return | 8.23% |
| Realised Volatility | 14.78% |
| Downside Volatility | 9.96% |
| Max Drawdown | -18.48% |
| Winning months | 57.89% |
| Sharpe Ratio | 0.56 |
| Sortino Ratio | 0.83 |
| Calmar Ratio | 0.45 |
| Viking Ratio | 0.29 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.46% | 2.44% | 5.42% | 5.38% | 2.64% | 1.29% | -0.78% | -1.43% | 2.32% | 7.4% | 2.24% | 0.58% | 33.98% |
| 2024 | -3% | -5.59% | 4.19% | -0.13% | 4.04% | -2.23% | 6.5% | 2.07% | 3.95% | -4.63% | 0.53% | -3.49% | 1.33% |
| 2023 | 1.98% | 1.05% | 4.49% | 3.83% | -3.26% | 2.75% | -0.86% | -2.88% | -4.11% | 0.26% | 7.28% | 2.48% | 13.09% |
| 2022 | -1.85% | 1.77% | -2.7% | 2.64% | -1.07% | -9.3% | 8.08% | -5.12% | -9.03% | 5.38% | 7.39% | -1.34% | -6.77% |
| 2021 | -0.87% | -5.95% | 7.27% | 0.23% | 2.13% | -3.14% | 2.04% | 4.02% | -8.48% | 8.06% | -0.69% | 4.73% | 8.27% |
| 2020 | 8.78% | -2.99% | -15.96% | 1.5% | 5.61% | 5.45% | 3.21% | -2.25% | -0.57% | -1.99% | 11.4% | 1.86% | 11.82% |
| 2019 | 7.56% | 0.31% | 3.32% | -0.59% | -0.2% | 3.87% | 1.06% | 3.16% | 4.32% | 0.54% | -0.47% | 3.45% | 29.32% |
| 2018 | -2.21% | -4.33% | 5.06% | 5.01% | -1.98% | 1.69% | 2.29% | -3.43% | -0.45% | -2% | 3.64% | 0.55% | 3.35% |
| 2017 | -2.88% | 4.59% | 5.18% | -1.58% | 7.68% | -4.25% | 0.43% | 3.83% | -0.79% | 2.91% | -1.75% | -3.61% | 9.3% |
| 2016 | -1.4% | -5.69% | 2.73% | 3.28% | 0.72% | 1.05% | 2.12% | -4.24% | 0.47% | -2.25% | -7.15% | 5.77% | -5.29% |
| 2015 | 5.12% | -0.01% | -1.81% | 1.29% | 3.27% | -5.92% | 3.95% | -7.11% | -2.99% | 7.9% | 0.31% | -2.67% | 0.21% |
| 2014 | -0.55% | -0.55% |