Index | MSCI USA Minimum Volatility ESG Reduced Carbon Target |
Investment focus | Equity, United States, Low Volatility/Risk Weighted |
Fund size | GBP 257 m |
Total expense ratio | 0.20% p.a. |
Replication | Physical (Optimized sampling) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | Yes |
Fund currency | USD |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 10.75% |
Inception/ Listing Date | 20 April 2020 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Ireland |
Fund Provider | iShares |
Fund Structure | Company With Variable Capital (SICAV) |
UCITS compliance | Yes |
Administrator | State Street Fund Services (Ireland) Limited |
Investment Advisor | |
Custodian Bank | State Street Custodial Services (Ireland) Limited, Dublin 2 |
Revision Company | Deloitte |
Fiscal Year End | 31 March |
Swiss representative | BlackRock Asset Management Schweiz AG |
Swiss paying agent | State Street Bank International GmbH, Munich, Zurich Branch |
Germany | 30% tax rebate |
Switzerland | ESTV Reporting |
Austria | Unknown |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | - |
Collateral manager | Bank of New York Mellon|Euroclear|JP Morgan|State Street Bank |
Securities lending | No |
Securities lending counterparty |
Motorola Solutions | 1.71% |
International Business Machines Corp. | 1.68% |
Public Service Enterpr | 1.67% |
W.W. Grainger, Inc. | 1.63% |
The Travelers Cos., Inc. | 1.60% |
Trane Technologies | 1.55% |
UnitedHealth Group | 1.52% |
Vertex Pharmaceuticals, Inc. | 1.51% |
Verizon Communications | 1.48% |
NVIDIA Corp. | 1.47% |
United States | 91.06% |
Ireland | 4.81% |
Other | 4.13% |
Technology | 30.07% |
Health Care | 15.98% |
Consumer Staples | 10.22% |
Financials | 8.98% |
Other | 34.75% |
YTD | +18.52% |
1 month | +1.51% |
3 months | +7.69% |
6 months | +12.56% |
1 year | +20.65% |
3 years | +25.61% |
5 years | - |
Since inception (MAX) | +68.00% |
2023 | +6.78% |
2022 | -1.48% |
2021 | +24.77% |
2020 | - |
Volatility 1 year | 10.75% |
Volatility 3 years | 15.68% |
Volatility 5 years | - |
Return per risk 1 year | 1.91 |
Return per risk 3 years | 0.50 |
Return per risk 5 years | - |
Maximum drawdown 1 year | -4.11% |
Maximum drawdown 3 years | -13.65% |
Maximum drawdown 5 years | - |
Maximum drawdown since inception | -13.65% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | MVEA | - - | - - | - |
Bolsa Mexicana de Valores | MXN | - | MVEAN.MX | ||
Euronext Amsterdam | USD | MVEA | MVEA NA INAVMVEA 5 | MVEA .AS 3Q5EINAV.DE | |
London Stock Exchange | GBP | MVEA | MVEA LN | ISMVEA.L | |
SIX Swiss Exchange | CHF | MVEA | MVEA SE INAVMVEA2 | MVEA.S 3Q5BINAV.DE | |
XETRA | EUR | MVEA | MVEA GY INAVMVEA1 | MVEA.DE 3Q5AINAV.DE |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 1,082 | 0.20% p.a. | Accumulating | Sampling |
Invesco S&P 500 High Dividend Low Volatility UCITS ETF | 419 | 0.30% p.a. | Distributing | Full replication |
SPDR S&P 500 Low Volatility UCITS ETF | 122 | 0.35% p.a. | Accumulating | Full replication |
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Dist) | 108 | 0.20% p.a. | Distributing | Sampling |
UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | 40 | 0.18% p.a. | Distributing | Full replication |