Index | MSCI World Minimum Volatility (EUR Hedged) |
Investment focus | Equity, World, Low Volatility/Risk Weighted |
Fund size | GBP 93 m |
Total expense ratio | 0.35% 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) | 9.57% |
Inception/ Listing Date | 21 April 2017 |
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 |
Waste Management | 1.63% |
Merck & Co., Inc. | 1.59% |
Motorola Solutions | 1.54% |
Roper Technologies | 1.44% |
Cisco Systems, Inc. | 1.37% |
Walmart, Inc. | 1.37% |
Republic Services | 1.34% |
Novartis AG | 1.31% |
PepsiCo, Inc. | 1.31% |
International Business Machines Corp. | 1.23% |
YTD | +5.98% |
1 month | +1.59% |
3 months | +2.90% |
6 months | +5.28% |
1 year | +8.50% |
3 years | +8.14% |
5 years | +18.81% |
Since inception (MAX) | +51.90% |
2023 | +3.97% |
2022 | -4.77% |
2021 | +8.57% |
2020 | +4.87% |
Volatility 1 year | 9.57% |
Volatility 3 years | 13.20% |
Volatility 5 years | 15.04% |
Return per risk 1 year | 0.89 |
Return per risk 3 years | 0.20 |
Return per risk 5 years | 0.23 |
Maximum drawdown 1 year | -4.41% |
Maximum drawdown 3 years | -13.42% |
Maximum drawdown 5 years | -21.93% |
Maximum drawdown since inception | -21.93% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | SXR0 | - - | - - | - |
Stuttgart Stock Exchange | EUR | SXR0 | - - | - - | - |
SIX Swiss Exchange | CHF | SXR0 | SXR0 SE INAVVOLU | SXR0.S MVOLUINAV.DE | |
XETRA | EUR | SXR0 | SXR0 GY iNAVSXRE | SXRO.DE 0TVBINAV.DE |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc) | 2,226 | 0.30% p.a. | Accumulating | Sampling |
iShares Edge MSCI World Minimum Volatility ESG UCITS ETF (Acc) | 488 | 0.30% p.a. | Accumulating | Sampling |
Xtrackers MSCI World Minimum Volatility UCITS ETF 1C | 446 | 0.25% p.a. | Accumulating | Sampling |
iShares Edge MSCI World Minimum Volatility UCITS ETF GBP hedged (Acc) | 78 | 0.35% p.a. | Accumulating | Sampling |
Xtrackers MSCI World Minimum Volatility ESG UCITS ETF 1C | 12 | 0.25% p.a. | Accumulating | Full replication |