Index | Ossiam US Minimum Variance |
Investment focus | Equity, United States, Low Volatility/Risk Weighted |
Fund size | GBP 114 m |
Total expense ratio | 0.65% p.a. |
Replication | Physical (Full replication) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | EUR |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 24.83% |
Inception/ Listing Date | 15 June 2011 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Luxembourg |
Fund Provider | Ossiam |
Fund Structure | Company With Variable Capital (SICAV) |
UCITS compliance | Yes |
Administrator | State Street Bank Luxembourg S.A. |
Investment Advisor | Ossiam |
Custodian Bank | State Street Bank Luxembourg S.C.A. |
Revision Company | Deloitte Audit S.A.R.L |
Fiscal Year End | 31 December |
Swiss representative | CACEIS Investor Services Bank S.A., Esch-sur-Alzette, Zweigniederlassung Zürich |
Swiss paying agent | CACEIS Investor Services Bank S.A., Esch-sur-Alzette, Zweigniederlassung Zürich |
Germany | Tax transparent |
Switzerland | ESTV Reporting |
Austria | Tax Reporting Fund |
UK | No UK Reporting |
Indextype | Total return index |
Swap counterparty | - |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
YTD | -3.20% |
1 month | +0.00% |
3 months | +1.01% |
6 months | -5.76% |
1 year | -2.92% |
3 years | +20.01% |
5 years | +62.84% |
Since inception (MAX) | - |
2023 | +20.56% |
2022 | +3.89% |
2021 | +3.25% |
2020 | +32.17% |
Volatility 1 year | 24.83% |
Volatility 3 years | 17.36% |
Volatility 5 years | 16.85% |
Return per risk 1 year | -0.12 |
Return per risk 3 years | 0.36 |
Return per risk 5 years | 0.61 |
Maximum drawdown 1 year | - |
Maximum drawdown 3 years | - |
Maximum drawdown 5 years | - |
Maximum drawdown since inception | - |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
Stuttgart Stock Exchange | EUR | OSX2 | - - | - - | - |
Borsa Italiana | EUR | SPMV | ISPMV | .ISPMV | BNP PARIBAS |
Euronext Paris | EUR | SPMV | ISPMV | .ISPMV | BNP PARIBAS |
SIX Swiss Exchange | EUR | SPMV | ISPMV | .ISPMV | BNP PARIBAS |
XETRA | EUR | OSX2 | ISPMV | .ISPMV | BNP PARIBAS |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 1,681 | 0.20% p.a. | Accumulating | Sampling |
Invesco S&P 500 High Dividend Low Volatility UCITS ETF | 315 | 0.30% p.a. | Distributing | Full replication |
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 289 | 0.20% p.a. | Accumulating | Sampling |
SPDR S&P 500 Low Volatility UCITS ETF | 120 | 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 |