Index | STOXX® Europe Strong Value 20 |
Investment focus | Equity, Europe, Value |
Fund size | CHF 30 m |
Total expense ratio | 0.66% p.a. |
Replication | Physical (Full replication) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | EUR |
Currency risk | Currency unhedged |
Volatility 1 year (in CHF) | 19.49% |
Inception/ Listing Date | 14 March 2008 |
Distribution policy | Distributing |
Distribution frequency | Quarterly |
Fund domicile | Germany |
Fund Provider | Deka ETFs |
Fund Structure | Contractual Fund |
UCITS compliance | Yes |
Administrator | BNP Paribas Securities Services SA |
Investment Advisor | Deka Investment GmbH |
Custodian Bank | DekaBank Deutsche Girozentrale |
Revision Company | Deloitte GmbH Wirtschaftsprüfungsgesellschaft |
Fiscal Year End | 31 January |
Swiss representative | NO |
Swiss paying agent | NO |
Germany | 30% tax rebate |
Switzerland | ESTV Reporting |
Austria | Tax Reporting Fund |
UK | No UK Reporting |
Indextype | Price index |
Swap counterparty | - |
Collateral manager | Clearstream |
Securities lending | No |
Securities lending counterparty |
Banca Monte dei Paschi | 9.22% |
Unibail-Rodamco-Westfield | 7.77% |
Deutsche Bank AG | 6.29% |
Siemens Energy AG | 6.20% |
easyJet | 5.61% |
Banco Comercial Português SA | 5.34% |
LEG Immobilien SE | 5.20% |
Investor AB | 5.19% |
Castellum AB | 5.04% |
Lloyds Banking Group | 5.04% |
YTD | +23.33% |
1 month | +10.16% |
3 months | +25.53% |
6 months | +29.24% |
1 year | +32.16% |
3 years | -6.10% |
5 years | +23.87% |
Since inception (MAX) | +63.00% |
2023 | +10.88% |
2022 | -24.17% |
2021 | +15.65% |
2020 | -0.17% |
Current dividend yield | 1.29% |
Dividends (last 12 months) | CHF 0.33 |
Period | Dividend in CHF | Dividend yield in % |
---|---|---|
1 Year | CHF 0.33 | 1.68% |
2023 | CHF 0.18 | 0.97% |
2021 | CHF 0.09 | 0.41% |
2020 | CHF 0.56 | 2.53% |
2019 | CHF 0.59 | 2.95% |
Volatility 1 year | 19.49% |
Volatility 3 years | 25.87% |
Volatility 5 years | 27.25% |
Return per risk 1 year | 1.65 |
Return per risk 3 years | -0.08 |
Return per risk 5 years | 0.16 |
Maximum drawdown 1 year | -21.56% |
Maximum drawdown 3 years | -43.71% |
Maximum drawdown 5 years | -43.71% |
Maximum drawdown since inception | -64.76% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | EL4D | - - | - - | - |
Stuttgart Stock Exchange | EUR | EL4D | - - | - - | - |
XETRA | EUR | EL4D | ETFSV2P GY ISV2P | ETFSV2P.DE ISV2P.DE | BNP Paribas |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI Europe Value Factor UCITS ETF | 1,496 | 0.25% p.a. | Accumulating | Sampling |
Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 170 | 0.65% p.a. | Accumulating | Swap-based |
UBS ETF (LU) Factor MSCI EMU Prime Value UCITS ETF (EUR) A-dis | 145 | 0.25% p.a. | Distributing | Full replication |
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis | 117 | 0.25% p.a. | Distributing | Full replication |
BNP Paribas Easy ESG Value Europe UCITS ETF | 68 | 0.32% p.a. | Accumulating | Swap-based |