Fund size | GBP 27 m |
Total expense ratio | 0.20% p.a. |
Replication | Physical (Optimized sampling) |
Legal structure | ETF |
Strategy risk | Long-only |
Fund currency | EUR |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 13.50% |
Inception/ Listing Date | 18 February 2015 |
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 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.|SOCIETE GENERALE SA|UBS AG |
BRITISH AMERICAN TOBACCO PLC | 4.87% |
ROCHE ORD | 3.81% |
NOVARTIS ORD | 3.72% |
STELLANTIS NV ORD | 3.45% |
SHELL PLC | 3.29% |
STMICROELECTRONICS NV | 2.92% |
SANOFI SA ORD | 2.90% |
HSBC HLDGS. PLC | 2.82% |
BAE SYSTEMS PLC | 2.43% |
BNP PARIBAS SA | 2.29% |
YTD | +7.87% |
1 month | +4.24% |
3 months | +2.83% |
6 months | +3.06% |
1 year | +7.87% |
3 years | +28.60% |
5 years | +44.12% |
Since inception (MAX) | +71.65% |
2022 | +0.48% |
2021 | +19.77% |
2020 | -2.98% |
2019 | +16.98% |
Volatility 1 year | 13.50% |
Volatility 3 years | 15.23% |
Volatility 5 years | 18.71% |
Return per risk 1 year | 0.58 |
Return per risk 3 years | 0.29 |
Return per risk 5 years | 0.44 |
Maximum drawdown 1 year | -9.25% |
Maximum drawdown 3 years | -14.86% |
Maximum drawdown 5 years | -33.88% |
Maximum drawdown since inception | -34.68% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | ZPRW | - - | - - | - |
Stuttgart Stock Exchange | EUR | ZPRW | - - | - - | - |
London Stock Exchange | GBP | EVAL | EVAL LN INZPRWG | EVAL.L | DRW Flow Traders Goldenberg hehmeyer LLP Old Mission Europe LLP Virtu Financial |
SIX Swiss Exchange | CHF | EVAL | EVAL SE INZPRWC | EVAL.S | Flow Traders GHCO Virtu Financial |
XETRA | EUR | ZPRW | ZPRW GY INZPRWE | ZPRW.DE | BAADER BANK AG Flow Traders Goldenberg hehmeyer LLP |
Fund name | Fund Size in m € (AuM) | TER in % p.a. | Distribution policy | Replication method |
---|---|---|---|---|
iShares Edge MSCI Europe Value Factor UCITS ETF | 2,030 | 0.25% p.a. | Accumulating | Sampling |
Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 193 | 0.65% p.a. | Accumulating | Swap-based |
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis | 135 | 0.25% p.a. | Distributing | Full replication |
UBS ETF (LU) Factor MSCI EMU Prime Value UCITS ETF (EUR) A-dis | 135 | 0.28% p.a. | Distributing | Full replication |
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) | 39 | 0.25% p.a. | Distributing | Sampling |