Index | US ESG Minimum Variance |
Investment focus | Equity, United States, Low Volatility/Risk Weighted |
Fund size | EUR 8 m |
Total expense ratio | 0.65% p.a. |
Replication | Physical (Full replication) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | Yes |
Fund currency | EUR |
Currency risk | Currency unhedged |
Volatility 1 year (in EUR) | 9.81% |
Inception/ Listing Date | 24 April 2020 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Ireland |
Fund Provider | Ossiam |
Fund Structure | Company With Variable Capital (SICAV) |
UCITS compliance | Yes |
Administrator | BNY Mellon Fund Services (Ireland) Designated Activity Company |
Investment Advisor | Ossiam |
Custodian Bank | The Bank of New York Mellon S.A./N.V. |
Revision Company | Deloitte Ireland |
Fiscal Year End | 31 December |
Swiss representative | CACEIS Investor Services Bank S.A., Esch-sur-Alzette, Zweigniederlassung Zürich |
Swiss paying agent | CACEIS Investor Services Bank S.A., Esch-sur-Alzette, Zweigniederlassung Zürich |
Germany | Unknown |
Switzerland | No ESTV Reporting |
Austria | Tax Reporting Fund |
UK | No UK Reporting |
Indextype | Total return index |
Swap counterparty | - |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
T-Mobile US | 4.50% |
Republic Services | 3.73% |
Johnson & Johnson | 3.65% |
Cheniere Energy | 3.12% |
Regeneron Pharmaceuticals | 3.09% |
CME Group | 2.89% |
Walmart | 2.55% |
Chipotle Mexican Grill | 2.54% |
Pioneer Natural Resources | 2.47% |
Progressive | 2.46% |
United States | 97.60% |
United Kingdom | 1.12% |
Other | 1.28% |
Consumer Staples | 20.38% |
Health Care | 19.80% |
Energy | 11.44% |
Industrials | 10.36% |
Other | 38.02% |
YTD | +9.46% |
1 month | -0.11% |
3 months | +1.56% |
6 months | +9.43% |
1 year | +10.85% |
3 years | +17.68% |
5 years | +39.02% |
Since inception (MAX) | +309.26% |
2023 | -1.32% |
2022 | -0.95% |
2021 | +27.41% |
2020 | -5.34% |
Volatility 1 year | 9.81% |
Volatility 3 years | 13.72% |
Volatility 5 years | 16.93% |
Return per risk 1 year | 1.10 |
Return per risk 3 years | 0.41 |
Return per risk 5 years | 0.40 |
Maximum drawdown 1 year | -4.76% |
Maximum drawdown 3 years | -14.05% |
Maximum drawdown 5 years | -30.43% |
Maximum drawdown since inception | -30.43% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | OSX2 | - - | - - | - |
Borsa Italiana | EUR | SPMV | SPMV IM ISPMV | SPMV.MI .ISPMV | BNP PARIBAS |
SIX Swiss Exchange | EUR | SPMV | SPMV SW ISPMV | SPMV.S .ISPMV | BNP PARIBAS |
XETRA | EUR | OSX2 | OSX2 GY ISPMV | OSX2.DE .ISPMV | BNP PARIBAS |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 1,777 | 0.20% p.a. | Accumulating | Sampling |
Invesco S&P 500 High Dividend Low Volatility UCITS ETF | 314 | 0.30% p.a. | Distributing | Full replication |
Amundi MSCI USA Minimum Volatility Factor UCITS ETF DR | 259 | 0.18% p.a. | Accumulating | Swap-based |
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 252 | 0.20% p.a. | Accumulating | Sampling |
SPDR S&P 500 Low Volatility UCITS ETF | 112 | 0.35% p.a. | Accumulating | Full replication |