Index | BNP Paribas Low Vol US ESG |
Investment focus | Equity, United States, Low Volatility/Risk Weighted |
Fund size | GBP 8 m |
Total expense ratio | 0.32% p.a. |
Replication | Synthetic (Unfunded swap) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | Yes |
Fund currency | EUR |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 10.92% |
Inception/ Listing Date | 7 June 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 | BNP PARIBAS SECURITIES SERVICES, Paris, succursale de Zurich |
Swiss paying agent | BNP PARIBAS SECURITIES SERVICES, Paris, succursale de Zurich |
Germany | 30% 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 | +3.23% |
1 month | -0.81% |
3 months | +1.85% |
6 months | +11.29% |
1 year | +10.98% |
3 years | +20.22% |
5 years | +37.29% |
Since inception (MAX) | +107.92% |
2023 | +7.33% |
2022 | -4.99% |
2021 | +18.32% |
2020 | +1.84% |
Volatility 1 year | 10.92% |
Volatility 3 years | 15.31% |
Volatility 5 years | 19.08% |
Return per risk 1 year | 1.00 |
Return per risk 3 years | 0.41 |
Return per risk 5 years | 0.34 |
Maximum drawdown 1 year | -5.84% |
Maximum drawdown 3 years | -14.52% |
Maximum drawdown 5 years | -29.67% |
Maximum drawdown since inception | -29.67% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | VLUS | - - | - - | - |
Stuttgart Stock Exchange | EUR | VLUS | - - | - - | - |
Borsa Italiana | EUR | EVOU | EVOU IM IEVOU | EVOU.MI EVOUINAV=IHSM | BNP Paribas Arbitrage |
Euronext Paris | EUR | EVOU | EVOU FP IEVOU | EVOU.PA EVOUINAV=IHSM | BNP Paribas Arbitrage |
SIX Swiss Exchange | EUR | EVOU | EVOU SE IEVOU | EVOU.S EVOUINAV=IHSM | BNP Paribas Arbitrage |
XETRA | EUR | VLUS | VLUS GY IEVOU | VLUS.DE EVOUINAV=IHSM | BNP Paribas Arbitrage |
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 |