Index | Solactive US Treasury Yield Curve Steepener 2-5 vs 10-30 |
Investment focus | Bonds, USD, United States, Government, All maturities |
Fund size | GBP 90 m |
Total expense ratio | 0.30% p.a. |
Replication | Synthetic (Swap-based) |
Legal structure | ETF |
Strategy risk | Leverage |
Sustainability | No |
Fund currency | USD |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 9.35% |
Inception/ Listing Date | 1 August 2019 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Luxembourg |
Fund Provider | Ossiam |
Fund Structure | Company With Variable Capital (SICAV) |
UCITS compliance | Yes |
Administrator | State Street Bank International GmbH, Luxembourg Branch |
Investment Advisor | Ossiam |
Custodian Bank | State Street Bank International GmbH |
Revision Company | Deloitte Audit S.A.R.L |
Fiscal Year End | 31 December |
Swiss representative | CACEIS Investor Services Bank S.A., Esch-sur-Alzette, Zweigniederlassung Zürich |
Swiss paying agent | CACEIS Investor Services Bank S.A., Esch-sur-Alzette, Zweigniederlassung Zürich |
Germany | No tax rebate |
Switzerland | No ESTV Reporting |
Austria | Non-Tax Reporting Fund |
UK | No UK Reporting |
Indextype | Total return index |
Swap counterparty | Barclays PLC |
Collateral manager | State Street Bank |
Securities lending | No |
Securities lending counterparty |
YTD | +2.05% |
1 month | +1.50% |
3 months | +0.73% |
6 months | -4.60% |
1 year | +0.87% |
3 years | +1.88% |
5 years | - |
Since inception (MAX) | -6.43% |
2023 | -3.95% |
2022 | +6.30% |
2021 | -0.07% |
2020 | -2.39% |
Volatility 1 year | 9.35% |
Volatility 3 years | 10.77% |
Volatility 5 years | - |
Return per risk 1 year | 0.09 |
Return per risk 3 years | 0.06 |
Return per risk 5 years | - |
Maximum drawdown 1 year | -8.38% |
Maximum drawdown 3 years | -21.12% |
Maximum drawdown 5 years | - |
Maximum drawdown since inception | -21.12% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | USTP | - - | - - | - |
Stuttgart Stock Exchange | EUR | USTP | - - | - - | - |
SIX Swiss Exchange | USD | USTP | |||
SIX Swiss Exchange | EUR | - | USTP SW USTPUSIV | ||
XETRA | USD | USTP | USTP GY | ||
XETRA | EUR | USTP | USTP GY USTPUSIV |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
Xtrackers II US Treasuries UCITS ETF 1D | 1,094 | 0.06% p.a. | Distributing | Sampling |
Vanguard USD Treasury Bond UCITS ETF Accumulating | 972 | 0.07% p.a. | Accumulating | Sampling |
Vanguard USD Treasury Bond UCITS ETF Distributing | 501 | 0.07% p.a. | Distributing | Sampling |
SPDR Bloomberg US Treasury Bond UCITS ETF | 489 | 0.15% p.a. | Distributing | Sampling |
Invesco US Treasury Bond UCITS ETF Dist | 348 | 0.06% p.a. | Distributing | Sampling |