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TER
0.65% p.a.
Distribution policy
Accumulating
Replication
Synthetic
Fund size
EUR 2,028 m
Inception Date
22 June 2015
Overview
Description
The Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD) seeks to track the Shiller Barclays CAPE® US Sector Value index. The Shiller Barclays CAPE® US Sector Value Strategy selects from the S&P 500 the five sectors with the lowest relative CAPE (Cyclically Adjusted Price Earnings). The relative CAPE coefficient evaluates the relative cost performance of a sector based on its current and long-term historical prices and returns. Then the method calculates the sector with the lowest price dynamics over a period of 12 months, i. e. the sector with the worst performance during the period under review. Each of the remaining four sectors receives the same weighting (25%) and the components of the investment universe are realigned monthly.
Chart
Basics
Data
| Index | Shiller Barclays CAPE® US Sector Value |
| Investment focus | Equity, United States, Sector Strategy, Value |
| Fund size | EUR 2,028 m |
| Total expense ratio | 0.65% p.a. |
| Replication | Synthetic (Swap-based) |
| Legal structure | ETF |
| Strategy risk | Long-only |
| Sustainability | No |
| Fund currency | USD |
| Currency risk | Currency unhedged |
| Volatility 1 year (in EUR) | 16.13% |
| Inception/ Listing Date | 22 June 2015 |
| Distribution policy | Accumulating |
| Distribution frequency | - |
| Fund domicile | Luxembourg |
| Fund Provider | Ossiam |
| Fund Structure | Company With Variable Capital (SICAV) |
| UCITS compliance | Yes |
| Administrator | State Street Bank International GmbH, Luxembourg Branch |
| Investment Advisor | |
| Custodian Bank | State Street Bank International GmbH |
| Revision Company | Deloitte Audit S.A.R.L |
| Fiscal Year End | 31 December |
| Swiss representative | CACEIS Bank, Montrouge, Zurich Branch / Switzerland, Bleicherweg 7, CH-8027 Zurich |
| Swiss paying agent | CACEIS Bank, Montrouge, Zurich Branch, Switzerland, Bleicherweg 7, CH-8027 Zurich |
| Germany | Unknown |
| Switzerland | ESTV Reporting |
| Austria | Tax Reporting Fund |
| UK | UK Reporting |
| Indextype | Total return index |
| Swap counterparty | BofA Securities Europe SA |
| Collateral manager | State Street Bank |
| Securities lending | No |
| Securities lending counterparty |
Similar ETFs
This section provides you with information on other ETFs with a similar investment focus to the Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD).
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Performance
Returns overview
| YTD | -3.81% |
| 1 month | +1.16% |
| 3 months | -0.46% |
| 6 months | +2.94% |
| 1 year | -7.14% |
| 3 years | +34.25% |
| 5 years | +83.01% |
| Since inception (MAX) | +256.94% |
| 2024 | +23.46% |
| 2023 | +23.76% |
| 2022 | -9.94% |
| 2021 | +37.27% |
Monthly returns in a heat map
Risk
Risk metrics in this section:
- Volatility, annualised, measured for 1, 3 and 5 year periods. The annualised volatility reflects the degree of price fluctuations during a one year period. The higher the volatility, the more significantly the price of the asset (stock, ETF, etc.) has changed in the past. Assets with higher volatility are generally considered more risky. We calculate the volatility based on the data for the past 1, 3 and 5 years so that you can see if price fluctuations for the ETF became stronger or weaker over time.
- Return per risk for 1, 3 and 5 year periods. This is the annualised (i.e. converted to a one year period) past return divided by the past annualised volatility. The metric puts the historical return of an asset in relation to its historical risk and gives you a retrospective indication of the degree of price fluctuation you had to bear with in order to obtain the return. We calculate this parameter for 1, 3 and 5 year periods to display its evolution over time.
- Maximum drawdown for a period. This shows the worst possible loss an investor could have suffered during the respective period, by first buying and subsequently selling the asset at the least favourable prices. For example, if there was the following sequence of daily ETF prices: 10€, 5€, 12€, 20€, an investor would have suffered the worst loss by buying for 10€ and subsequently selling for 5€. Therefore in this case the maximum drawdown would be (5€ - 10€)/10€ = -50%.
Risk overview
| Volatility 1 year | 16.13% |
| Volatility 3 years | 15.05% |
| Volatility 5 years | 16.91% |
| Return per risk 1 year | -0.44 |
| Return per risk 3 years | 0.69 |
| Return per risk 5 years | 0.76 |
| Maximum drawdown 1 year | -18.08% |
| Maximum drawdown 3 years | -18.08% |
| Maximum drawdown 5 years | -18.13% |
| Maximum drawdown since inception | -34.57% |
Rolling 1 year volatility
Stock exchange
Listings
| Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
|---|---|---|---|---|---|
| gettex | EUR | EUPC | - - | - - | - |
| London Stock Exchange | GBX | CAPU | - - | - - | - |
| Bolsa Mexicana de Valores | USD | - | UCAPN MX IUCAP | BNP PARIBAS | |
| London Stock Exchange | GBP | - | CAPU LN IUCAP | OSCAPU.L | BNP PARIBAS |
| London Stock Exchange | USD | UCAP | UCAP LN IUCAP | UCAP.L | BNP PARIBAS |
| SIX Swiss Exchange | USD | UCAP | UCAP SW IUCAP | UCAP.S | BNP PARIBAS |
| XETRA | EUR | EUPC |
Further information
Latest articles
Frequently asked questions
What is the name of -?
The name of - is Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD).
What is the ticker of Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD)?
The primary ticker of Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD) is -.
What is the ISIN of Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD)?
The ISIN of Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD) is LU1079841513.
What are the costs of Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD)?
The total expense ratio (TER) of Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD) amounts to 0.65% p.a.. These costs are withdrawn continuously from the fund assets and already included in the performance of the ETF. You don't have to pay them separately. Please have a look at our article for more information about the cost of ETFs.
Is Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD) paying dividends?
Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD) is an accumulating ETF. This means that dividends are not distributed to investors. Instead, dividends are reinvested in the fund on the ex-date, which leads to an increase of the ETF's share price.
What's the fund size of Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD)?
The fund size of Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD) is 2,028m Euro. See the following article for more information about the size of ETFs.
— Data provided by Trackinsight, etfinfo, Xignite Inc., gettex, FactSet and justETF GmbH. Quotes are either real-time (gettex) or 15 minutes delayed stock exchange quotes or NAVs (daily published by the fund provider). By default, ETF returns include dividend payments (if applicable). There is no warranty for completeness, accuracy and correctness for the displayed information.