Index | S&P 500 Low Volatility |
Investment focus | Equity, United States, Low Volatility/Risk Weighted |
Fund size | GBP 99 m |
Total expense ratio | 0.35% p.a. |
Replication | Physical (Full replication) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | USD |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 11.61% |
Inception/ Listing Date | 3 October 2012 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Ireland |
Fund Provider | SPDR ETF |
Fund Structure | Open-ended Investment Company (OEIC) |
UCITS compliance | Yes |
Administrator | State Street Fund Services (Ireland) Limited |
Investment Advisor | State Street Global Advisors Europe Limited |
Custodian Bank | State Street Custodial Services (Ireland) Limited |
Revision Company | Ernst & Young |
Fiscal Year End | 31 March |
Swiss representative | State Street Bank International GmbH, München, Zweigniederlassung Zürich |
Swiss paying agent | State Street Bank International GmbH, München, Zweigniederlassung Zürich |
Germany | 30% tax rebate |
Switzerland | ESTV Reporting |
Austria | Tax Reporting Fund |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | - |
Collateral manager | State Street Bank and Trust Company |
Securities lending | Yes |
Securities lending counterparty | BARCLAYS BANK PLC|BARCLAYS CAPITAL SECURITIES LIMITED|BNP PARIBAS|BNP PARIBAS ARBITRAGE SNC|CITIGROUP GLOBAL MARKETS LIMITED|CREDIT SUISSE INTERNATIONAL|GOLDMAN SACHS INTERNATIONAL|HSBC BANK PLC|ING BANK NV|JP MORGAN SECURITIES PLC|MACQUARIE BANK LIMITED|MERRILL LYNCH INTERNATIONAL|MORGAN STANLEY & CO. INTERNATIONAL PLC.|NOMURA INTERNATIONAL PLC|RBC EUROPE LIMITED|SOCIETE GENERALE SA|UBS AG |
The Coca-Cola Co. | 1.44% |
Berkshire Hathaway, Inc. | 1.31% |
Procter & Gamble Co. | 1.25% |
Colgate-Palmolive Co. | 1.24% |
Republic Services | 1.23% |
Loews Corp | 1.20% |
Atmos Energy | 1.20% |
Mastercard, Inc. | 1.18% |
Marsh & McLennan | 1.16% |
Visa, Inc. | 1.15% |
United States | 95.18% |
United Kingdom | 1.88% |
Switzerland | 1.01% |
Other | 1.93% |
Utilities | 18.16% |
Consumer Staples | 14.66% |
Financials | 14.49% |
Industrials | 13.24% |
Other | 39.45% |
YTD | +4.01% |
1 month | +2.37% |
3 months | +1.17% |
6 months | +9.96% |
1 year | +19.14% |
3 years | +30.26% |
5 years | +33.53% |
Since inception (MAX) | +309.03% |
2024 | +15.18% |
2023 | -5.37% |
2022 | +6.13% |
2021 | +25.15% |
Volatility 1 year | 11.61% |
Volatility 3 years | 15.29% |
Volatility 5 years | 19.60% |
Return per risk 1 year | 1.64 |
Return per risk 3 years | 0.60 |
Return per risk 5 years | 0.30 |
Maximum drawdown 1 year | -7.45% |
Maximum drawdown 3 years | -14.53% |
Maximum drawdown 5 years | -28.70% |
Maximum drawdown since inception | -28.70% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | SPY1 | - - | - - | - |
Stuttgart Stock Exchange | EUR | SPY1 | - - | - - | - |
Borsa Italiana | EUR | LOWV | LOWV IM INSPY1E | LOWV.MI INSPY1C.ivOQ | BNP DRW Flow Traders Optiver Sig susquehanna Virtu Financial |
Euronext Paris | EUR | LOWV | LOWV FP INSPY1E | LOWV.PA INSPY1C.ivOQ | BNP DRW Optiver Virtu Financial |
London Stock Exchange | USD | LOWV | LOWV LN INSPY1 | LOWV.L INSPY1C.ivOQ | BNP DRW Flow Traders Old Mission Europe LLP Optiver Susquehanna Virtu Financial |
London Stock Exchange | GBP | USLV | USLV LN INSPY1P | USLV.L INSPY1C.ivOQ | BNP DRW Flow Traders Old Mission Europe LLP Optiver Susquehanna Virtu Financial |
SIX Swiss Exchange | CHF | LOWV | LOWV SE INSPY1C | LOWV.S INSPY1C.ivOQ | BNP DRW Flow Traders Optiver Virtu Financial |
XETRA | EUR | SPY1 | SPY1 GY INSPY1E | SPY1.DE INSPY1C.ivOQ | BNP Flow Traders Optiver |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
Invesco S&P 500 Low Volatility UCITS ETF Acc | 25 | 0.25% p.a. | Accumulating | Full replication |