Index | Risk Weighted Enhanced Commodity Ex Grains |
Investment focus | Commodities, Broad market |
Fund size | GBP 2 m |
Total expense ratio | 0.45% p.a. |
Replication | Synthetic (Swap-based) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | USD |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 13.71% |
Inception/ Listing Date | 5 July 2013 |
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 International GmbH, Luxembourg Branch |
Investment Advisor | Ossiam |
Custodian Bank | State Street Bank International GmbH |
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 | No tax rebate |
Switzerland | ESTV Reporting |
Austria | Tax Reporting Fund |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | Societe Generale SA |
Collateral manager | State Street Bank |
Securities lending | No |
Securities lending counterparty |
YTD | +0.71% |
1 month | +2.96% |
3 months | +1.93% |
6 months | +1.99% |
1 year | +0.81% |
3 years | +92.21% |
5 years | +56.97% |
Since inception (MAX) | - |
2023 | +25.15% |
2022 | +29.26% |
2021 | -3.91% |
2020 | +4.07% |
Volatility 1 year | 13.71% |
Volatility 3 years | 13.19% |
Volatility 5 years | 13.49% |
Return per risk 1 year | 0.06 |
Return per risk 3 years | 1.84 |
Return per risk 5 years | 0.70 |
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 |
---|---|---|---|---|---|
London Stock Exchange | GBX | LCRW | LCRW LN ICRWU | .ICRWU | SOCIETE GENERALE S.A. |
SIX Swiss Exchange | USD | CRWU | CRWU SW ICRWU | CRWU.S .ICRWU | SOCIETE GENERALE S.A. |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
Invesco Bloomberg Commodity UCITS ETF Acc | 2,386 | 0.19% p.a. | Accumulating | Swap-based |
Amundi Bloomberg Equal-weight Commodity ex-Agriculture UCITS ETF Acc | 1,676 | 0.30% p.a. | Accumulating | Swap-based |
L&G Multi-Strategy Enhanced Commodities UCITS ETF | 1,581 | 0.30% p.a. | Accumulating | Swap-based |
iShares Diversified Commodity Swap UCITS ETF | 1,381 | 0.19% p.a. | Accumulating | Swap-based |
iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | 1,379 | 0.28% p.a. | Accumulating | Swap-based |