Index | SG Global Value Beta |
Investment focus | Equity, World, Value |
Fund size | GBP 12 m |
Total expense ratio | 0.40% p.a. |
Replication | Synthetic (Unfunded swap) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | USD |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 16.93% |
Inception/ Listing Date | 7 July 2014 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Luxembourg |
Fund Provider | Amundi ETF |
Fund Structure | Company With Variable Capital (SICAV) |
UCITS compliance | Yes |
Administrator | SGSS |
Investment Advisor | |
Custodian Bank | SGSS |
Revision Company | DELOITTE |
Fiscal Year End | 31 October |
Swiss representative | Société Générale, Paris, Zweigniederlassung Zürich |
Swiss paying agent | Société Générale, Paris, Zweigniederlassung Zürich |
Germany | Tax transparent |
Switzerland | ESTV Reporting |
Austria | Tax Reporting Fund |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | Société Générale |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
YTD | +12.04% |
1 month | +1.03% |
3 months | +8.15% |
6 months | +14.11% |
1 year | +21.64% |
3 years | -2.06% |
5 years | +54.86% |
Since inception (MAX) | - |
2023 | -12.18% |
2022 | +12.22% |
2021 | -12.04% |
2020 | +16.04% |
Volatility 1 year | 16.93% |
Volatility 3 years | 17.96% |
Volatility 5 years | 16.13% |
Return per risk 1 year | 1.28 |
Return per risk 3 years | -0.04 |
Return per risk 5 years | 0.57 |
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 |
---|---|---|---|---|---|
Euronext Paris | EUR | SGVB | SGVB FP SGVBEUIV | SGVB.PA SGVBEURINAV=SOLA | Société Générale |
London Stock Exchange | GBX | SGVL | SGVL LN SGVLIV | SGVL.L SGVLINAV=SOLA | Société Générale |
London Stock Exchange | USD | SGVB | SGVB LN SGVBUSIV | SGVB.L SGVBUSDINAV=SOLA | Société Générale |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI World Value Factor UCITS ETF | 3,487 | 0.30% p.a. | Accumulating | Sampling |
Xtrackers MSCI World Value Factor UCITS ETF 1C | 1,488 | 0.25% p.a. | Accumulating | Sampling |
HSBC MSCI World Value ESG UCITS ETF USD (Acc) | 166 | 0.25% p.a. | Accumulating | Full replication |
iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 119 | 0.30% p.a. | Distributing | Sampling |
SPDR MSCI World Value UCITS ETF | 56 | 0.25% p.a. | Accumulating | Full replication |