Index | BNP Paribas Value Europe ESG |
Investment focus | Equity, Europe, Value |
Fund size | GBP 56 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) | 10.82% |
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 | UK Reporting |
Indextype | Total return index |
Swap counterparty | BNP |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
YTD | +2.04% |
1 month | +0.96% |
3 months | +3.15% |
6 months | +14.63% |
1 year | +6.49% |
3 years | +4.50% |
5 years | +7.82% |
Since inception (MAX) | +50.50% |
2023 | +13.01% |
2022 | -14.86% |
2021 | +15.34% |
2020 | -7.31% |
Volatility 1 year | 10.82% |
Volatility 3 years | 15.32% |
Volatility 5 years | 17.84% |
Return per risk 1 year | 0.60 |
Return per risk 3 years | 0.10 |
Return per risk 5 years | 0.08 |
Maximum drawdown 1 year | -8.28% |
Maximum drawdown 3 years | -26.92% |
Maximum drawdown 5 years | -35.96% |
Maximum drawdown since inception | -37.47% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | VALU | - - | - - | - |
Stuttgart Stock Exchange | EUR | VALU | - - | - - | - |
Borsa Italiana | EUR | EVAE | EVAE IM IEVAE | EVAE.MI EVAEINAV=IHSM | BNP Paribas Arbitrage |
Euronext Paris | EUR | EVAE | EVAE FP IEVAE | EVAE.PA EVAEINAV=IHSM | BNP Paribas Arbitrage |
SIX Swiss Exchange | EUR | EVAE | EVAE SE IEVAE | EVAE.S EVAEINAV=IHSM | BNP Paribas Arbitrage |
XETRA | EUR | VALU | VALU GY IEVAE | VALU.DE EVAEINAV=IHSM | BNP Paribas Arbitrage |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI Europe Value Factor UCITS ETF | 1,426 | 0.25% p.a. | Accumulating | Sampling |
Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 165 | 0.65% p.a. | Accumulating | Swap-based |
UBS ETF (LU) Factor MSCI EMU Prime Value UCITS ETF (EUR) A-dis | 138 | 0.25% p.a. | Distributing | Full replication |
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis | 113 | 0.25% p.a. | Distributing | Full replication |
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) | 40 | 0.25% p.a. | Distributing | Sampling |