TER
0.75% p.a.
Distribution policy
Distributing
Replication
Full replication
Fund size
32 m
Holdings
131
Overview
Description
The Ossiam ESG Shiller Barclays CAPE Europe Sector UCITS ETF 1D (EUR) is an actively managed ETF.
The Ossiam ESG Shiller Barclays CAPE® Europe Sector Strategy invests in European equity sectors that are considered undervalued based on their relative CAPE (cyclically adjusted price-to-earnings ratio). The stocks included are filtered according to ESG criteria (environmental, social and corporate governance).
Actively managed strategy
Documents
Chart
Basics
Data
| Fund size | GBP 32 m |
| Total expense ratio | 0.75% p.a. |
| Replication | Physical (Full replication) |
| Legal structure | ETF |
| Strategy risk | Actively managed |
| Fund currency | EUR |
| Currency risk | Currency unhedged |
| Volatility 1 year (in GBP) | 10.69% |
| Inception/ Listing Date | 17 December 2021 |
| Distribution policy | Distributing |
| Distribution frequency | Annually |
| 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 | NO |
| Swiss paying agent | NO |
| Germany | Unknown |
| Switzerland | No ESTV Reporting |
| Austria | Non-Tax Reporting Fund |
| UK | UK Reporting |
| Indextype | - |
| 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 ESG Shiller Barclays CAPE Europe Sector UCITS ETF 1D (EUR).
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Holdings
Below you find information about the composition of the Ossiam ESG Shiller Barclays CAPE Europe Sector UCITS ETF 1D (EUR).
Top 10 Holdings
Weight of top 10 holdings
out of 131
34.63%
| Deutsche Telekom AG | 4.58% |
| LOreal | 4.40% |
| Diageo | 4.37% |
| Cie Financiere Richemont | 3.81% |
| Vodafone Group | 3.19% |
| Orange | 3.10% |
| Hermes International | 2.98% |
| Telefonica | 2.84% |
| Mercedes-Benz Group | 2.77% |
| Reckitt Benckiser Group | 2.59% |
As of 01/06/2023
Performance
The performance numbers include distributions/dividends (if there are any). By default, the total performance of the ETF is displayed.
Returns overview
| YTD | -2.94% |
| 1 month | -1.26% |
| 3 months | +2.65% |
| 6 months | +4.67% |
| 1 year | -5.61% |
| 3 years | - |
| 5 years | - |
| Since inception (MAX) | -2.54% |
| 2023 | +4.85% |
| 2022 | -4.16% |
| 2021 | - |
| 2020 | - |
Monthly returns in a heat map
Dividends
Current dividend yield
| Current dividend yield | - |
| Dividends (last 12 months) | - |
Historic dividend yields
| Period | Dividend in GBP | Dividend yield in % |
|---|---|---|
| 1 Year | - | - |
Dividend yield contribution
Monthly dividends in GBP
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 | 10.69% |
| Volatility 3 years | - |
| Volatility 5 years | - |
| Return per risk 1 year | -0.52 |
| Return per risk 3 years | - |
| Return per risk 5 years | - |
| Maximum drawdown 1 year | -12.34% |
| Maximum drawdown 3 years | - |
| Maximum drawdown 5 years | - |
| Maximum drawdown since inception | -13.89% |
Rolling 1 year volatility
Stock exchange
Listings
| Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
|---|---|---|---|---|---|
| gettex | EUR | 5HEU | - - | - - | - |
| XETRA | EUR | 5HEU | 5HEU GY CAPEEUESGNR | 5HEU.DE |
Further information
Further ETFs with similar investment focus
| Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
|---|---|---|---|---|
| Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 164 | 0.65% p.a. | Accumulating | Swap-based |
Latest articles
Frequently asked questions
What is the name of 5HEU?
The name of 5HEU is Ossiam ESG Shiller Barclays CAPE Europe Sector UCITS ETF 1D (EUR).
What is the ticker of Ossiam ESG Shiller Barclays CAPE Europe Sector UCITS ETF 1D (EUR)?
The primary ticker of Ossiam ESG Shiller Barclays CAPE Europe Sector UCITS ETF 1D (EUR) is 5HEU.
What is the ISIN of Ossiam ESG Shiller Barclays CAPE Europe Sector UCITS ETF 1D (EUR)?
The ISIN of Ossiam ESG Shiller Barclays CAPE Europe Sector UCITS ETF 1D (EUR) is IE00080CTQA4.
What are the costs of Ossiam ESG Shiller Barclays CAPE Europe Sector UCITS ETF 1D (EUR)?
The total expense ratio (TER) of Ossiam ESG Shiller Barclays CAPE Europe Sector UCITS ETF 1D (EUR) amounts to 0.75% 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 ESG Shiller Barclays CAPE Europe Sector UCITS ETF 1D (EUR) paying dividends?
Yes, Ossiam ESG Shiller Barclays CAPE Europe Sector UCITS ETF 1D (EUR) is paying dividends. Usually, the dividend payments take place annually for Ossiam ESG Shiller Barclays CAPE Europe Sector UCITS ETF 1D (EUR).
What's the fund size of Ossiam ESG Shiller Barclays CAPE Europe Sector UCITS ETF 1D (EUR)?
The fund size of Ossiam ESG Shiller Barclays CAPE Europe Sector UCITS ETF 1D (EUR) is 32m GBP. 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.