Index | Russell 1000® Value |
Investment focus | Equity, United States, Value |
Fund size | GBP 31 m |
Total expense ratio | 0.19% p.a. |
Replication | Synthetic (Unfunded swap) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | USD |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 28.61% |
Inception/ Listing Date | 27 October 2011 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | France |
Fund Provider | Amundi ETF |
Fund Structure | Contractual Fund |
UCITS compliance | Yes |
Administrator | Société Générale S.A. FR |
Investment Advisor | |
Custodian Bank | SGSS |
Revision Company | PWC |
Fiscal Year End | 31 October |
Swiss representative | Société Générale, Paris, Zweigniederlassung Zürich |
Swiss paying agent | Société Générale, Paris, Zweigniederlassung Zürich |
Germany | Tax transparent |
Switzerland | No ESTV Reporting |
Austria | Tax Reporting Fund |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | Société Générale |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
YTD | +12.09% |
1 month | +5.40% |
3 months | +9.62% |
6 months | +22.13% |
1 year | +38.01% |
3 years | +41.33% |
5 years | +77.48% |
Since inception (MAX) | - |
2023 | -0.92% |
2022 | +22.06% |
2021 | -3.51% |
2020 | +3.20% |
Volatility 1 year | 28.61% |
Volatility 3 years | 25.82% |
Volatility 5 years | 21.87% |
Return per risk 1 year | 1.56 |
Return per risk 3 years | 0.42 |
Return per risk 5 years | 0.56 |
Maximum drawdown 1 year | - |
Maximum drawdown 3 years | - |
Maximum drawdown 5 years | - |
Maximum drawdown since inception | - |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD) | 2,570 | 0.65% p.a. | Accumulating | Swap-based |
iShares Edge MSCI USA Value Factor UCITS ETF | 1,892 | 0.20% p.a. | Accumulating | Full replication |
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis | 594 | 0.20% p.a. | Distributing | Full replication |
UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis | 303 | 0.25% p.a. | Distributing | Full replication |
SPDR MSCI USA Value Weighted UCITS ETF | 116 | 0.20% p.a. | Accumulating | Full replication |