Ossiam US Minimum Variance NR UCITS ETF 1C (EUR)

ISIN LU0599612685

 | 

WKN A1JH1Y

TER
0.65% p.a.
Distribution policy
Accumulating
Replication
Full replication
Fund size
130 m
  • This fund has been liquidated or merged. Consequently, no fund information is updated anymore. For more information about the fund, please contact the fund provider.
 

Overview

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Description

The Ossiam US Minimum Variance NR UCITS ETF 1C (EUR) seeks to track the Ossiam US Minimum Variance index. The Ossiam US Minimum Variance index tracks an optimized portfolio that includes a selection of stocks where volatility is among the lowest in the S&P 500, and historical correlations are moderate enough to allow for risk reduction. The S&P 500 index tracks large cap US stocks.
 
The ETF's TER (total expense ratio) amounts to 0.65% p.a.. The ETF replicates the performance of the underlying index by full replication (buying all the index constituents). The dividends in the ETF are accumulated and reinvested in the ETF.
 
The Ossiam US Minimum Variance NR UCITS ETF 1C (EUR) has 130m Euro assets under management. The ETF was launched on 15 June 2011 and is domiciled in Luxembourg.
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Chart

Basics

Data

Fund size
EUR 130 m
Total expense ratio
0.65% p.a.
Replication Physical (Full replication)
Legal structure ETF
Strategy risk Long-only
Fund currency EUR
Currency risk Currency unhedged
Volatility 1 year (in EUR)
25.37%
Inception/ Listing Date 15 June 2011
Distribution policy Accumulating
Distribution frequency -
Fund domicile Luxembourg
Fund Provider Ossiam
Tax data Bundesanzeiger
Germany Tax transparent
Switzerland ESTV Reporting
Austria Tax Reporting Fund
UK No UK Reporting
Indextype Total return index
Swap counterparty -
Collateral manager
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 US Minimum Variance NR UCITS ETF 1C (EUR).
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How do you like our new ETF profile? Here you'll find our Questionnaire.

Performance

Returns overview

YTD -5.87%
1 month +0.00%
3 months +0.42%
6 months -8.33%
1 year -0.55%
3 years +21.37%
5 years +29.96%
Since inception (MAX) -
2023 +26.76%
2022 +3.04%
2021 -0.36%
2020 +13.29%

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%.
ETF returns include dividend payments (if applicable).
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Risk overview

Volatility 1 year 25.37%
Volatility 3 years 17.10%
Volatility 5 years 16.15%
Return per risk 1 year -0.02
Return per risk 3 years 0.39
Return per risk 5 years 0.33
Maximum drawdown 1 year -
Maximum drawdown 3 years -
Maximum drawdown 5 years -
Maximum drawdown since inception -

Rolling 1 year volatility

Stock exchange

Listings

Listing Trade Currency Ticker Bloomberg /
iNAV Bloomberg Code
Reuters RIC /
iNAV Reuters
Market Maker
Stuttgart Stock Exchange EUR OSX2 -
-
-
-
-
Borsa Italiana EUR SPMV
ISPMV

.ISPMV
BNP PARIBAS
Euronext Paris EUR SPMV
ISPMV

.ISPMV
BNP PARIBAS
SIX Swiss Exchange EUR SPMV
ISPMV

.ISPMV
BNP PARIBAS
XETRA EUR OSX2
ISPMV

.ISPMV
BNP PARIBAS

Further information

Further ETFs with similar investment focus

Fund name Fund Size in m € (AuM) TER
in % p.a.
Distribution policy Replication method
iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) 1,831 0.20% p.a. Accumulating Sampling
Invesco S&P 500 High Dividend Low Volatility UCITS ETF 386 0.30% p.a. Distributing Full replication
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF 298 0.20% p.a. Accumulating Sampling
Amundi MSCI USA Minimum Volatility Factor UCITS ETF DR 265 0.18% p.a. Accumulating Swap-based
SPDR S&P 500 Low Volatility UCITS ETF 121 0.35% p.a. Accumulating Full replication

Frequently asked questions

What is the name of OSX2?

The name of OSX2 is Ossiam US Minimum Variance NR UCITS ETF 1C (EUR).

What is the ticker of Ossiam US Minimum Variance NR UCITS ETF 1C (EUR)?

The primary ticker of Ossiam US Minimum Variance NR UCITS ETF 1C (EUR) is OSX2.

What is the ISIN of Ossiam US Minimum Variance NR UCITS ETF 1C (EUR)?

The ISIN of Ossiam US Minimum Variance NR UCITS ETF 1C (EUR) is LU0599612685.

What are the costs of Ossiam US Minimum Variance NR UCITS ETF 1C (EUR)?

The total expense ratio (TER) of Ossiam US Minimum Variance NR UCITS ETF 1C (EUR) 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 US Minimum Variance NR UCITS ETF 1C (EUR) paying dividends?

Ossiam US Minimum Variance NR UCITS ETF 1C (EUR) 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 US Minimum Variance NR UCITS ETF 1C (EUR)?

The fund size of Ossiam US Minimum Variance NR UCITS ETF 1C (EUR) is 130m Euro. See the following article for more information about the size of ETFs.

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— 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.