Ossiam US Minimum Variance NR UCITS ETF 1D (USD)

ISIN LU1100236006

 | 

Ticker USMVD

TER
0.65% p.a.
Distribution policy
Distributing
Replication
Full replication
Fund size
2 m
  • This fund has been liquidated or merged. Consequently, no fund information is updated anymore. For more information about the fund, please contact the fund provider.
  • This product does only have marketing distribution rights for Switzerland, Germany, Luxembourg.
 

Overview

Description

The Ossiam US Minimum Variance NR UCITS ETF 1D (USD) seeks to track the Ossiam US Minimum Variance index. The Ossiam US Minimum Variance index tracks an optimized portfolio that includes a selection of stocks where volatility is among the lowest in the S&P 500, and historical correlations are moderate enough to allow for risk reduction. The S&P 500 index tracks large cap US stocks.
 
The ETF's TER (total expense ratio) amounts to 0.65% p.a.. The ETF replicates the performance of the underlying index by full replication (buying all the index constituents). The dividends in the ETF are distributed to the investors (Annually).
 
The Ossiam US Minimum Variance NR UCITS ETF 1D (USD) is a very small ETF with 2m GBP assets under management. The ETF was launched on 23 December 2014 and is domiciled in Luxembourg.
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Chart

Basics

Data

Fund size
GBP 2 m
Total expense ratio
0.65% p.a.
Replication Physical (Full replication)
Legal structure ETF
Strategy risk Long-only
Fund currency USD
Currency risk Currency unhedged
Volatility 1 year (in GBP)
24.95%
Inception/ Listing Date 23 December 2014
Distribution policy Distributing
Distribution frequency Annually
Fund domicile Luxembourg
Fund Provider Ossiam
Germany Tax transparent
Switzerland ESTV Reporting
Austria Tax Reporting Fund
UK UK Reporting
Indextype Total return index
Swap counterparty -
Collateral manager
Securities lending No
Securities lending counterparty

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How do you like our new ETF profile? Here you'll find our Questionnaire.

Performance

The performance numbers include distributions/dividends (if there are any). By default, the total performance of the ETF is displayed.

Returns overview

YTD -3.04%
1 month +0.00%
3 months +2.32%
6 months -5.51%
1 year -2.79%
3 years +19.62%
5 years +64.44%
Since inception (MAX) -
2023 +20.67%
2022 +3.57%
2021 +3.32%
2020 +32.55%

Monthly returns in a heat map

Dividends

Current dividend yield

Current dividend yield 1.71%
Dividends (last 12 months) GBP 2.79

Historic dividend yields

Period Dividend in GBP Dividend yield in %
1 Year GBP 2.79 1.64%
2020 GBP 2.79 1.63%
2019 GBP 2.44 1.69%
2018 GBP 2.19 1.55%
2017 GBP 2.35 1.69%

Dividend yield contribution

Monthly dividends in GBP

Risk

Risk metrics in this section:
 
  • Volatility, annualised, measured for 1, 3 and 5 year periods. The annualised volatility reflects the degree of price fluctuations during a one year period. The higher the volatility, the more significantly the price of the asset (stock, ETF, etc.) has changed in the past. Assets with higher volatility are generally considered more risky. We calculate the volatility based on the data for the past 1, 3 and 5 years so that you can see if price fluctuations for the ETF became stronger or weaker over time.
  • Return per risk for 1, 3 and 5 year periods. This is the annualised (i.e. converted to a one year period) past return divided by the past annualised volatility. The metric puts the historical return of an asset in relation to its historical risk and gives you a retrospective indication of the degree of price fluctuation you had to bear with in order to obtain the return. We calculate this parameter for 1, 3 and 5 year periods to display its evolution over time.
  • Maximum drawdown for a period. This shows the worst possible loss an investor could have suffered during the respective period, by first buying and subsequently selling the asset at the least favourable prices. For example, if there was the following sequence of daily ETF prices: 10€, 5€, 12€, 20€, an investor would have suffered the worst loss by buying for 10€ and subsequently selling for 5€. Therefore in this case the maximum drawdown would be (5€ - 10€)/10€ = -50%.
ETF returns include dividend payments (if applicable).
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Risk overview

Volatility 1 year 24.95%
Volatility 3 years 17.42%
Volatility 5 years 16.43%
Return per risk 1 year -0.11
Return per risk 3 years 0.35
Return per risk 5 years 0.64
Maximum drawdown 1 year -
Maximum drawdown 3 years -
Maximum drawdown 5 years -
Maximum drawdown since inception -

Rolling 1 year volatility

Stock exchange

Listings

Listing Trade Currency Ticker Bloomberg /
iNAV Bloomberg Code
Reuters RIC /
iNAV Reuters
Market Maker
SIX Swiss Exchange USD USMVD

BNP PARIBAS

Further information

Further ETFs with similar investment focus

Fund name Fund Size in m € (AuM) TER
in % p.a.
Distribution policy Replication method
iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) 1,804 0.20% p.a. Accumulating Sampling
Invesco S&P 500 High Dividend Low Volatility UCITS ETF 389 0.30% p.a. Distributing Full replication
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF 318 0.20% p.a. Accumulating Sampling
SPDR S&P 500 Low Volatility UCITS ETF 118 0.35% p.a. Accumulating Full replication
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Dist) 92 0.20% p.a. Distributing Sampling

Frequently asked questions

What is the name of USMVD?

The name of USMVD is Ossiam US Minimum Variance NR UCITS ETF 1D (USD).

What is the ticker of Ossiam US Minimum Variance NR UCITS ETF 1D (USD)?

The primary ticker of Ossiam US Minimum Variance NR UCITS ETF 1D (USD) is USMVD.

What is the ISIN of Ossiam US Minimum Variance NR UCITS ETF 1D (USD)?

The ISIN of Ossiam US Minimum Variance NR UCITS ETF 1D (USD) is LU1100236006.

What are the costs of Ossiam US Minimum Variance NR UCITS ETF 1D (USD)?

The total expense ratio (TER) of Ossiam US Minimum Variance NR UCITS ETF 1D (USD) amounts to 0.65% p.a.. These costs are withdrawn continuously from the fund assets and already included in the performance of the ETF. You don't have to pay them separately. Please have a look at our article for more information about the cost of ETFs.

Is Ossiam US Minimum Variance NR UCITS ETF 1D (USD) paying dividends?

Yes, Ossiam US Minimum Variance NR UCITS ETF 1D (USD) is paying dividends. Usually, the dividend payments take place annually for Ossiam US Minimum Variance NR UCITS ETF 1D (USD).

What's the fund size of Ossiam US Minimum Variance NR UCITS ETF 1D (USD)?

The fund size of Ossiam US Minimum Variance NR UCITS ETF 1D (USD) is 2m GBP. See the following article for more information about the size of ETFs.

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— Data provided by Trackinsight, etfinfo, Xignite Inc., gettex, FactSet and justETF GmbH.

Quotes are either real-time (gettex) or 15 minutes delayed stock exchange quotes or NAVs (daily published by the fund provider). By default, ETF returns include dividend payments (if applicable). There is no warranty for completeness, accuracy and correctness for the displayed information.