Index | BNP Paribas Energy & Metals Enhanced Roll |
Investment focus | Commodities, Broad market |
Fund size | GBP 137 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) | 13.14% |
Inception/ Listing Date | 25 April 2016 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Luxembourg |
Fund Provider | BNP Paribas Easy |
Fund Structure | Company With Variable Capital (SICAV) |
UCITS compliance | Yes |
Administrator | BNP PARIBAS ASSET MANAGEMENT Luxembourg |
Investment Advisor | |
Custodian Bank | BNP Paribas Securities Services, Luxembourg branch |
Revision Company | PricewaterhouseCoopers Société Coopérative |
Fiscal Year End | 31 December |
Swiss representative | NO |
Swiss paying agent | NO |
Germany | No tax rebate |
Switzerland | ESTV Reporting |
Austria | Tax Reporting Fund |
UK | No UK Reporting |
Indextype | Total return index |
Swap counterparty | BNP |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
YTD | +10.88% |
1 month | +7.36% |
3 months | +10.88% |
6 months | -0.38% |
1 year | +4.06% |
3 years | +42.47% |
5 years | +48.94% |
Since inception (MAX) | +97.00% |
2023 | -15.30% |
2022 | +29.25% |
2021 | +28.91% |
2020 | -5.09% |
Volatility 1 year | 13.14% |
Volatility 3 years | 17.57% |
Volatility 5 years | 16.85% |
Return per risk 1 year | 0.31 |
Return per risk 3 years | 0.71 |
Return per risk 5 years | 0.49 |
Maximum drawdown 1 year | -14.07% |
Maximum drawdown 3 years | -29.59% |
Maximum drawdown 5 years | -29.59% |
Maximum drawdown since inception | -29.59% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
Euronext Paris | USD | GSCU | GSCU FP IGSCU | GSCU.PA GSCUINAV=IHSM | SUSQUEHANNA |
SIX Swiss Exchange | USD | GSCU | GSCU SE IGSCU | GSCU.S GSCUINAV=IHSM | SUSQUEHANNA |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
Invesco Bloomberg Commodity UCITS ETF Acc | 2,469 | 0.19% p.a. | Accumulating | Swap-based |
Amundi Bloomberg Equal-weight Commodity ex-Agriculture UCITS ETF Acc | 1,608 | 0.30% p.a. | Accumulating | Swap-based |
L&G Multi-Strategy Enhanced Commodities UCITS ETF | 1,590 | 0.30% p.a. | Accumulating | Swap-based |
iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | 1,348 | 0.28% p.a. | Accumulating | Swap-based |
iShares Diversified Commodity Swap UCITS ETF | 1,311 | 0.19% p.a. | Accumulating | Swap-based |