TER
0.45% p.a.
Distribution policy
Accumulating
Replication
Synthetic
Fund size
GBP 10 m
Inception Date
9 January 2012
Overview
Description
The iShares S&P GSCI Dynamic Roll Energy Swap seeks to track the S&P GSCI® Energy Dynamic Roll Capped Commodity 35/20 index. The S&P GSCI® Energy Dynamic Roll Capped Commodity 35/20 index tracks energy commodities. The index weight is based on the world production. The largest component of the index is capped at 35% and the remaining components at 20% on a quarterly basis. The index is designed to meet the demands of investors seeking to alleviate the negative impact of rolling into contango and potentially limit volatility exposure to the commodity market.
Basics
Data
| Index | S&P GSCI® Energy Dynamic Roll Capped Commodity 35/20 |
| Investment focus | Commodities, Energy, World |
| Fund size | GBP 10 m |
| Total expense ratio | 0.45% p.a. |
| Replication | Synthetic (Funded swap) |
| Legal structure | ETF |
| Strategy risk | Long-only |
| Sustainability | No |
| Fund currency | USD |
| Currency risk | Currency unhedged |
| Volatility 1 year (in GBP) | 0.00% |
| Inception/ Listing Date | 9 January 2012 |
| Distribution policy | Accumulating |
| Distribution frequency | - |
| Fund domicile | Ireland |
| Fund Provider | iShares |
| Fund Structure | Open-ended Investment Company (OEIC) |
| UCITS compliance | Yes |
| Administrator | State Street Fund Services (Ireland) Limited |
| Investment Advisor | BlackRock Advisors (UK) Limited |
| Custodian Bank | State Street Custodial Services (Ireland) Limited |
| Revision Company | PricewaterhouseCoopers |
| Fiscal Year End | 31 May |
| Swiss representative | BlackRock Asset Management Schweiz AG |
| Swiss paying agent | JPMorgan Chase Bank, Zürich |
| Germany | Tax transparent |
| Switzerland | No ESTV Reporting |
| Austria | Tax Reporting Fund |
| UK | UK Reporting |
| Indextype | Total return index |
| Swap counterparty | Credit Suisse Securities (Europe) Ltd. | UBS AG |
| Collateral manager | |
| Securities lending | No |
| Securities lending counterparty |
Similar ETFs
This section provides you with information on other ETFs with a similar investment focus to the iShares S&P GSCI Dynamic Roll Energy Swap.
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Performance
Returns overview
| YTD | +0.00% |
| 1 month | +0.00% |
| 3 months | +0.00% |
| 6 months | +0.00% |
| 1 year | +0.00% |
| 3 years | +0.00% |
| 5 years | +0.00% |
| Since inception (MAX) | - |
| 2024 | +0.00% |
| 2023 | +0.00% |
| 2022 | +0.00% |
| 2021 | +0.00% |
Monthly returns in a heat map
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%.
Risk overview
| Volatility 1 year | 0.00% |
| Volatility 3 years | 0.00% |
| Volatility 5 years | 0.00% |
| Return per risk 1 year | - |
| Return per risk 3 years | - |
| Return per risk 5 years | - |
| 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 |
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Further information
Frequently asked questions
What is the name of -?
The name of - is iShares S&P GSCI Dynamic Roll Energy Swap.
What is the ticker of iShares S&P GSCI Dynamic Roll Energy Swap?
The primary ticker of iShares S&P GSCI Dynamic Roll Energy Swap is -.
What is the ISIN of iShares S&P GSCI Dynamic Roll Energy Swap?
The ISIN of iShares S&P GSCI Dynamic Roll Energy Swap is DE000A1J0ZE3.
What are the costs of iShares S&P GSCI Dynamic Roll Energy Swap?
The total expense ratio (TER) of iShares S&P GSCI Dynamic Roll Energy Swap amounts to 0.45% 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.
What's the fund size of iShares S&P GSCI Dynamic Roll Energy Swap?
The fund size of iShares S&P GSCI Dynamic Roll Energy Swap is 10m GBP. See the following article for more information about the size of ETFs.
— 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.
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.
- Custom Range
