Index | Commerzbank Fed Funds Effective Rate |
Investment focus | Money Market, USD, United States |
Fund size | GBP 8 m |
Total expense ratio | 0.10% 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) | 8.26% |
Inception/ Listing Date | 3 September 2008 |
Distribution policy | Distributing |
Distribution frequency | Annually |
Fund domicile | Luxembourg |
Fund Provider | Comstage |
Fund Structure | Company With Variable Capital (SICAV) |
UCITS compliance | Yes |
Administrator | BNP Paribas Securities Services S.A. (Lux) |
Investment Advisor | Commerzbank AG, Frankfurt |
Custodian Bank | BNP Paribas Securities Services, Luxembourg branch |
Revision Company | EY Luxembourg |
Fiscal Year End | 30 June |
Swiss representative | Société Générale, Paris, Zweigniederlassung Zürich |
Swiss paying agent | Société Générale, Paris, Zweigniederlassung Zürich |
Germany | Tax transparent |
Switzerland | ESTV Reporting |
Austria | Tax Reporting Fund |
UK | No UK Reporting |
Indextype | Total return index |
Swap counterparty | Barclays|BNP Paribas|Commerzbank|Goldman Sachs |
Collateral manager | Commerz Funds Solutions S.A. |
Securities lending | No |
Securities lending counterparty |
YTD | +4.05% |
1 month | +2.87% |
3 months | +4.67% |
6 months | -1.49% |
1 year | +5.94% |
3 years | +1.48% |
5 years | +25.39% |
Since inception (MAX) | - |
2023 | -0.77% |
2022 | +8.59% |
2021 | -8.27% |
2020 | +20.55% |
Current dividend yield | 1.89% |
Dividends (last 12 months) | GBP 1.54 |
Period | Dividend in GBP | Dividend yield in % |
---|---|---|
1 Year | GBP 1.54 | 1.97% |
2019 | GBP 1.54 | 1.92% |
2018 | GBP 1.22 | 1.62% |
Volatility 1 year | 8.26% |
Volatility 3 years | 8.12% |
Volatility 5 years | 9.72% |
Return per risk 1 year | 0.72 |
Return per risk 3 years | 0.06 |
Return per risk 5 years | 0.48 |
Maximum drawdown 1 year | - |
Maximum drawdown 3 years | - |
Maximum drawdown 5 years | - |
Maximum drawdown since inception | - |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
Frankfurt Stock Exchange | EUR | - | CBFEDFER GF CNAVFEDF | CBFEDFER.F CBFEDFERNAV=COBA | BNP Paribas Commerzbank AG Deka Bank Flow Traders HSBC Bank Plc UniCreditBank AG |
SIX Swiss Exchange | USD | CBFEDF | CNAVFEDF | CBFEDFERNAV=COBA | BNP Paribas Commerzbank AG Deka Bank Flow Traders HSBC Bank Plc UniCreditBank AG |
SIX Swiss Exchange | CHF | CBFEDF | CNAVFEDF | CBFEDFERNAV=COBA | BNP Paribas Commerzbank AG Deka Bank Flow Traders HSBC Bank Plc UniCreditBank AG |
Stuttgart Stock Exchange | EUR | C101 | CBFEDFER GS CNAVFEDF | CBFEDFER.SG CBFEDFERNAV=COBA | BNP Paribas Commerzbank AG Deka Bank Flow Traders HSBC Bank Plc UniCreditBank AG |
XETRA | EUR | C101 | CNAVFEDF | CBFEDFERNAV=COBA | BNP Paribas Commerzbank AG Deka Bank Flow Traders HSBC Bank Plc UniCreditBank AG |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
Xtrackers II USD Overnight Rate Swap UCITS ETF 1C | 336 | 0.10% p.a. | Accumulating | Swap-based |