Index | S&P 500 Low Volatility |
Investment focus | Equity, United States, Low Volatility/Risk Weighted |
Fund size | GBP 21 m |
Total expense ratio | 0.25% 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) | 11.05% |
Inception/ Listing Date | 14 July 2021 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Ireland |
Fund Provider | Invesco |
Fund Structure | Open-ended Investment Company (OEIC) |
UCITS compliance | Yes |
Administrator | BNY Mellon Fund Services (Ireland) Designated Activity Company |
Investment Advisor | Invesco Capital Management LLC |
Custodian Bank | BNY Mellon Trust Company (Ireland) Limited |
Revision Company | PricewaterhouseCoopers |
Fiscal Year End | 31 December |
Swiss representative | BNP PARIBAS SECURITIES SERVICES, Paris, succursale de Zurich |
Swiss paying agent | BNP PARIBAS SECURITIES SERVICES, Paris, succursale de Zurich |
Germany | 30% tax rebate |
Switzerland | ESTV Reporting |
Austria | Tax Reporting Fund |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | - |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
Berkshire Hathaway, Inc. | 1.47% |
The Coca-Cola Co. | 1.34% |
T-Mobile US | 1.25% |
Loews Corp | 1.24% |
Republic Services | 1.23% |
Visa, Inc. | 1.22% |
Colgate-Palmolive Co. | 1.19% |
Marsh & McLennan | 1.19% |
Procter & Gamble Co. | 1.16% |
The TJX Cos | 1.13% |
United States | 95.11% |
Switzerland | 1.04% |
Other | 3.85% |
Financials | 19.84% |
Consumer Staples | 15.30% |
Industrials | 12.22% |
Utilities | 12.19% |
Other | 40.45% |
YTD | +11.74% |
1 month | +0.08% |
3 months | +7.41% |
6 months | +7.50% |
1 year | +15.17% |
3 years | +27.96% |
5 years | - |
Since inception (MAX) | +28.39% |
2023 | -5.34% |
2022 | +6.29% |
2021 | - |
2020 | - |
Volatility 1 year | 11.05% |
Volatility 3 years | 15.13% |
Volatility 5 years | - |
Return per risk 1 year | 1.37 |
Return per risk 3 years | 0.57 |
Return per risk 5 years | - |
Maximum drawdown 1 year | -4.32% |
Maximum drawdown 3 years | -14.48% |
Maximum drawdown 5 years | - |
Maximum drawdown since inception | -14.48% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
Borsa Italiana | EUR | SPLW | SPLW IM INSPLW | SPLW.MI 3Q5YINAV.DE | |
London Stock Exchange | GBX | SPLG | SPLG LN SPLWINS | SPLG.L 3Q50INAV.DE | |
London Stock Exchange | GBP | - | SPLG LN SPLWINS | SPLG.L 3Q50INAV.DE | |
London Stock Exchange | USD | SPLW | SPLW LN SPLWIN | SPLW.L 3Q5ZINAV.DE |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
SPDR S&P 500 Low Volatility UCITS ETF | 129 | 0.35% p.a. | Accumulating | Full replication |