Index | EURO STOXX® Low Risk Weighted 100 |
Investment focus | Equity, Europe, Low Volatility/Risk Weighted |
Fund size | GBP 21 m |
Total expense ratio | 0.30% p.a. |
Replication | Physical (Full replication) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | EUR |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 9.18% |
Inception/ Listing Date | 24 March 2014 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Ireland |
Fund Provider | SPDR ETF |
Fund Structure | Open-ended Investment Company (OEIC) |
UCITS compliance | Yes |
Administrator | State Street Fund Services (Ireland) Limited |
Investment Advisor | State Street Global Advisors Europe Limited |
Custodian Bank | State Street Custodial Services (Ireland) Limited |
Revision Company | Ernst & Young |
Fiscal Year End | 31 March |
Swiss representative | State Street Bank International GmbH, München, Zweigniederlassung Zürich |
Swiss paying agent | State Street Bank International GmbH, München, Zweigniederlassung Zürich |
Germany | 30% tax rebate |
Switzerland | ESTV Reporting |
Austria | Tax Reporting Fund |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | - |
Collateral manager | State Street Bank and Trust Company |
Securities lending | Yes |
Securities lending counterparty | BARCLAYS BANK PLC|BARCLAYS CAPITAL SECURITIES LIMITED|BNP PARIBAS|BNP PARIBAS ARBITRAGE SNC|CITIGROUP GLOBAL MARKETS LIMITED|CREDIT SUISSE INTERNATIONAL|GOLDMAN SACHS INTERNATIONAL|HSBC BANK PLC|ING BANK NV|JP MORGAN SECURITIES PLC|MACQUARIE BANK LIMITED|MERRILL LYNCH INTERNATIONAL|MORGAN STANLEY & CO. INTERNATIONAL PLC.|NOMURA INTERNATIONAL PLC|RBC EUROPE LIMITED|SOCIETE GENERALE SA|UBS AG |
Royal KPN | 1.69% |
Orange | 1.40% |
Danone | 1.37% |
Henkel | 1.36% |
Beiersdorf | 1.25% |
Rubis SCA | 1.21% |
Groupe Bruxelles Lambert | 1.20% |
Ferrovial | 1.19% |
Ackermans & van Haaren | 1.19% |
Redeia Corporacion | 1.18% |
YTD | +5.59% |
1 month | +3.27% |
3 months | +6.95% |
6 months | +12.05% |
1 year | +5.67% |
3 years | +12.84% |
5 years | +24.26% |
Since inception (MAX) | +98.80% |
2023 | +10.27% |
2022 | -9.93% |
2021 | +10.22% |
2020 | +0.00% |
Volatility 1 year | 9.18% |
Volatility 3 years | 12.95% |
Volatility 5 years | 15.63% |
Return per risk 1 year | 0.62 |
Return per risk 3 years | 0.32 |
Return per risk 5 years | 0.28 |
Maximum drawdown 1 year | -9.01% |
Maximum drawdown 3 years | -21.09% |
Maximum drawdown 5 years | -29.18% |
Maximum drawdown since inception | -29.18% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | ZPRL | - - | - - | - |
Stuttgart Stock Exchange | EUR | ZPRL | - - | - - | - |
Borsa Italiana | EUR | ELOW | ELOW IM INZPRLE | ELOW.MI INZPRLP.ivOQ | Banca Sella Flow Traders Goldenberg hehmeyer LLP Sig susquehanna Virtu Financial |
Euronext Paris | EUR | ELOW | ELOW FP INZPRLE | ELOW.PA INZPRLP.ivOQ | Flow Traders Goldenberg hehmeyer LLP Sig susquehanna Virtu Financial |
SIX Swiss Exchange | CHF | ELOW | ELOW SE INZPRLC | ELOW.S INZPRLP.ivOQ | Flow Traders GHCO Virtu Financial |
XETRA | EUR | ZPRL | ZPRL GY INZPRLE | ZPRL.DE INZPRLP.ivOQ | BAADER BANK AG Flow Traders Goldenberg hehmeyer LLP |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI Europe Minimum Volatility UCITS ETF | 730 | 0.25% p.a. | Accumulating | Sampling |
Amundi MSCI Europe Minimum Volatility Factor UCITS ETF EUR (C) | 127 | 0.23% p.a. | Accumulating | Swap-based |
iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) | 111 | 0.25% p.a. | Accumulating | Sampling |
UBS ETF (LU) Factor MSCI EMU Low Volatility UCITS ETF (EUR) A-dis | 52 | 0.25% p.a. | Distributing | Full replication |
iShares Edge MSCI Europe Minimum Volatility UCITS ETF EUR (Dist) | 16 | 0.25% p.a. | Distributing | Sampling |