Index | S&P 500 Minimum Volatility (EUR Hedged) |
Investment focus | Equity, United States, Low Volatility/Risk Weighted |
Fund size | GBP 72 m |
Total expense ratio | 0.25% p.a. |
Replication | Physical (Optimized sampling) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | EUR |
Currency risk | Currency hedged |
Volatility 1 year (in GBP) | 12.27% |
Inception/ Listing Date | 18 November 2016 |
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 |
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 | Tax Reporting Fund |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | - |
Collateral manager | Bank of New York Mellon|Euroclear|JP Morgan|State Street Bank |
Securities lending | Yes |
Securities lending counterparty | Barclays Bank Plc|Barclays Capital Securities Ltd.|BNP Paribas Arbitrage SNC|BNP Paribas SA|Citigroup Global Markets Ltd|Citigroup Inc|Credit Suisse Securities (Europe) Ltd.|Deutsche Bank AG|Goldman Sachs International|HSBC Bank Plc|J.P. Morgan Securities Plc|JP Morgan Chase & Co|Macquarie Bank Limited|Merrill Lynch International|Morgan Stanley & Co. International Plc|Nomura International Plc|Skandinaviska Enskilda Banken AB|Societe Generale SA|The Bank of Nova Scotia|UBS AG |
NVIDIA | 3.28% |
Progressive | 2.78% |
Salesforce | 2.75% |
QUALCOMM | 2.72% |
Amazon com | 2.58% |
Eli Lilly & Co | 2.51% |
Chubb | 2.46% |
Microsoft | 2.45% |
Vertex Pharmaceuticals | 2.41% |
T-Mobile US | 2.40% |
United States | 92.91% |
Ireland | 4.44% |
Switzerland | 2.46% |
Other | 0.19% |
Technology | 25.53% |
Financials | 18.43% |
Health Care | 18.06% |
Consumer Staples | 10.02% |
Other | 27.96% |
YTD | +3.23% |
1 month | -3.03% |
3 months | +2.22% |
6 months | +13.76% |
1 year | +4.99% |
3 years | +8.39% |
5 years | +37.31% |
Since inception (MAX) | +70.77% |
2023 | +4.39% |
2022 | -9.66% |
2021 | +15.24% |
2020 | +12.14% |
Volatility 1 year | 12.27% |
Volatility 3 years | 16.99% |
Volatility 5 years | 19.96% |
Return per risk 1 year | 0.41 |
Return per risk 3 years | 0.16 |
Return per risk 5 years | 0.33 |
Maximum drawdown 1 year | -9.23% |
Maximum drawdown 3 years | -18.31% |
Maximum drawdown 5 years | -26.70% |
Maximum drawdown since inception | -26.70% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | IS31 | - - | - - | - |
Stuttgart Stock Exchange | EUR | IS31 | - - | - - | - |
SIX Swiss Exchange | EUR | SPME | SPME SE INAVPMVU | SPME.S SPMVUINAV.DE | |
XETRA | EUR | IS31 | IS31 GY INAVSPME | IS31.DE SPMEEUR=INAV |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 1,662 | 0.20% p.a. | Accumulating | Sampling |
Invesco S&P 500 High Dividend Low Volatility UCITS ETF | 308 | 0.30% p.a. | Distributing | Full replication |
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 287 | 0.20% p.a. | Accumulating | Sampling |
SPDR S&P 500 Low Volatility UCITS ETF | 119 | 0.35% p.a. | Accumulating | Full replication |
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Dist) | 93 | 0.20% p.a. | Distributing | Sampling |