Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD)

ISIN LU1079841513

 | 

Ticker CAPU

TER
0.65% p.a.
Distribution policy
Accumulating
Replication
Swap-based
Fund size
1,906 m
 

Overview

Quote

Description

The Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD) seeks to track the Shiller Barclays CAPE® US Sector Value index. The Shiller Barclays CAPE® US Sector Value Strategy selects from the S&P 500 the five sectors with the lowest relative CAPE (Cyclically Adjusted Price Earnings). The relative CAPE coefficient evaluates the relative cost performance of a sector based on its current and long-term historical prices and returns. Then the method calculates the sector with the lowest price dynamics over a period of 12 months, i. e. the sector with the worst performance during the period under review. Each of the remaining four sectors receives the same weighting (25%) and the components of the investment universe are realigned monthly.
 
The ETF's TER (total expense ratio) amounts to 0.65% p.a.. The Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD) is the only ETF that tracks the Shiller Barclays CAPE® US Sector Value index. The ETF replicates the performance of the underlying index synthetically with a swap. The dividends in the ETF are accumulated and reinvested in the ETF.
 
The Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD) is a very large ETF with 1,906m GBP assets under management. The ETF was launched on 22 June 2015 and is domiciled in Luxembourg.
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Chart

Basics

Data

Fund size
GBP 1,906 m
Total expense ratio
0.65% p.a.
Replication Synthetic (Swap-based)
Legal structure ETF
Strategy risk Long-only
Fund currency USD
Currency risk Currency unhedged
Volatility 1 year (in GBP)
20.84%
Inception/ Listing Date 22 June 2015
Distribution policy Accumulating
Distribution frequency -
Fund domicile Luxembourg
Fund Provider Ossiam
Germany Unknown
Switzerland ESTV Reporting
Austria Tax Reporting Fund
UK UK Reporting
Indextype Total return index
Swap counterparty Barclays PLC, BofA Securities Europe SA
Collateral manager State Street Bank
Securities lending No
Securities lending counterparty

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Performance

Returns overview

YTD +14.09%
1 month +2.81%
3 months +2.69%
6 months +10.05%
1 year +8.15%
3 years +50.06%
5 years +77.14%
Since inception (MAX) +242.79%
2022 -4.94%
2021 +28.30%
2020 +14.91%
2019 +26.77%

Monthly returns in a heat map

Risk

Risk metrics in this section:
 
  • Volatility, annualised, measured for 1, 3 and 5 year periods. The annualised volatility reflects the degree of price fluctuations during a one year period. The greater the volatility, the more significantly the price of the ETF changed in the past. ETFs with higher volatility are generally considered more risky. We calculate the volatility based on the data for the past 1, 3 and 5 years so that you can see if price fluctuations for the ETF became stronger or weaker over time.
  • Return per risk for 1, 3 and 5 year periods. This is the annualised (i.e. converted to a one year period) past return divided by the past annualised volatility. The metric puts the historical return of an ETF in relation to its historical risk and gives you a retrospective indication of the degree of price fluctuation you had to bear with in order to obtain the ETF’s return. We calculate this parameter for 1, 3 and 5 year periods to display its evolution over time.
  • Maximum drawdown for a period. This shows the worst possible loss an investor could have suffered during the respective period, by first buying and subsequently selling the ETF at the least favourable prices. For example, if there was the following sequence of daily ETF prices: 10€, 5€, 12€, 20€, an investor would have suffered the worst loss by buying for 10€ and subsequently selling for 5€. Therefore in this case the maximum drawdown would be (5€ - 10€)/10€ = -50%.
The performance numbers include distributions/dividends (if there are any).
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Risk overview

Volatility 1 year 20.84%
Volatility 3 years 18.82%
Volatility 5 years 22.67%
Return per risk 1 year 0.39
Return per risk 3 years 0.77
Return per risk 5 years 0.53
Maximum drawdown 1 year -12.37%
Maximum drawdown 3 years -14.40%
Maximum drawdown 5 years -27.23%
Maximum drawdown since inception -27.23%

Rolling 1 year volatility

Stock exchange

Listings

Listing Trade Currency Ticker Bloomberg /
iNAV Bloomberg Code
Reuters RIC /
iNAV Reuters
Market Maker
London Stock Exchange GBX CAPU -
-
-
-
-
Bolsa Mexicana de Valores USD - UCAPN MX
IUCAP

BNP PARIBAS
London Stock Exchange GBP - CAPU LN
IUCAP
OSCAPU.L
BNP PARIBAS
London Stock Exchange USD UCAP UCAP LN
IUCAP
UCAP.L
BNP PARIBAS
SIX Swiss Exchange USD UCAP UCAP SW
IUCAP
UCAP.S
BNP PARIBAS

Frequently asked questions

What is the name of CAPU?

The name of CAPU is Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD).

What is the ticker of Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD)?

The primary ticker of Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD) is CAPU.

What is the ISIN of Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD)?

The ISIN of Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD) is LU1079841513.

What are the costs of Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD)?

The total expense ratio (TER) of Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD) amounts to 0.65% p.a.. These costs are withdrawn continuously from the fund assets and already included in the performance of the ETF. You don't have to pay them separately. Please have a look at our article for more information about the cost of ETFs.

Is Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD) paying dividends?

Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD) is an accumulating ETF. This means that dividends are not distributed to investors. Instead, dividends are reinvested in the fund on the ex-date, which leads to an increase of the ETF's share price.

What's the fund size of Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD)?

The fund size of Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (USD) is 1,906m GBP. See the following article for more information about the size of ETFs.

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— Data provided by Trackinsight, etfinfo, Xignite Inc. and justETF GmbH.

All quotes are 15 minutes delayed stock exchange quotes or NAVs (=daily published by fund provider). Returns include dividend payments. There is no warranty for completeness, accuracy and correctness for the displayed information.