We’ve released the new backfilled historical datasets for European UCITS ETFs.
👉 You will now find more than 50 new instruments in the database, created by extending the history of the main European UCITS ETFs using the equivalent U.S. ETF as a backfiller.
- Much longer historical series for backtesting with European instruments
- Simulations and Current State that remain consistent with the ETFs you actually use in your portfolio
- No data replacement: the backfill is applied only for the period before the European ETF was launched
- No instrument replacement: backfilled ETFs are added, not substituted for the original European ETFs
The new historical series follow this format:
- Ticker: original ticker + the label “(bkfill)”
- Name: original name + the label “(backfilled with XXX)”
For example, the backfilled version of CSSPX is:
- Ticker: CSSPX (bkfill)
- Name: iShares Core S&P 500 UCITS ETF USD (Acc) (backfilled with SPY)
Practical example
A European ETF launched in 2015 can now have a historical dataset reaching back to the early 2000s (or even earlier), depending on the history available from its U.S. equivalent.
📄 You can find the full list of ETFs involved (ETF + corresponding backfiller) here:
In the document, you’ll find all the UCITS ETFs we’ve backfilled using a U.S. ETF, organized by category.