Index | STOXX® Europe Strong Style Composite 40 |
Investment focus | Equity, Europe, Value |
Fund size | GBP 35 m |
Total expense ratio | 0.66% 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) | 15.82% |
Inception/ Listing Date | 14 March 2008 |
Distribution policy | Distributing |
Distribution frequency | Quarterly |
Fund domicile | Germany |
Fund Provider | Deka ETFs |
Fund Structure | Contractual Fund |
UCITS compliance | Yes |
Administrator | BNP Paribas Securities Services SA |
Investment Advisor | Deka Investment GmbH |
Custodian Bank | DekaBank Deutsche Girozentrale |
Revision Company | Deloitte GmbH Wirtschaftsprüfungsgesellschaft |
Fiscal Year End | 31 January |
Swiss representative | NO |
Swiss paying agent | NO |
Germany | 30% tax rebate |
Switzerland | ESTV Reporting |
Austria | Tax Reporting Fund |
UK | No UK Reporting |
Indextype | Price index |
Swap counterparty | - |
Collateral manager | Clearstream |
Securities lending | No |
Securities lending counterparty |
Banca Monte dei Paschi | 5.12% |
Siemens Energy AG | 4.30% |
Unibail-Rodamco-Westfield | 4.06% |
Adyen | 3.49% |
Deutsche Bank AG | 3.32% |
ASML Holding NV | 3.17% |
Banco Comercial Português SA | 3.10% |
Novo Nordisk A/S | 2.90% |
Ferrari | 2.88% |
Investor AB | 2.82% |
YTD | +3.69% |
1 month | +3.03% |
3 months | +1.99% |
6 months | +8.49% |
1 year | +9.13% |
3 years | -8.18% |
5 years | +26.71% |
Since inception (MAX) | +214.22% |
2023 | +14.86% |
2022 | -24.58% |
2021 | +15.94% |
2020 | +21.16% |
Current dividend yield | 0.87% |
Dividends (last 12 months) | GBP 0.27 |
Period | Dividend in GBP | Dividend yield in % |
---|---|---|
1 Year | GBP 0.27 | 0.94% |
2023 | GBP 0.18 | 0.68% |
2022 | GBP 0.66 | 1.83% |
2021 | GBP 0.09 | 0.27% |
2020 | GBP 0.30 | 1.15% |
Volatility 1 year | 15.82% |
Volatility 3 years | 21.37% |
Volatility 5 years | 21.38% |
Return per risk 1 year | 0.57 |
Return per risk 3 years | -0.13 |
Return per risk 5 years | 0.23 |
Maximum drawdown 1 year | -18.24% |
Maximum drawdown 3 years | -39.58% |
Maximum drawdown 5 years | -39.58% |
Maximum drawdown since inception | -50.18% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | EL4E | - - | - - | - |
Stuttgart Stock Exchange | EUR | EL4E | - - | - - | - |
XETRA | EUR | EL4E | ETFSS4P GY ISS4P | ETFSS4P.DE ISS4P.DE | BNP Paribas |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI Europe Value Factor UCITS ETF | 1,372 | 0.25% p.a. | Accumulating | Sampling |
Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 173 | 0.65% p.a. | Accumulating | Swap-based |
UBS ETF (LU) Factor MSCI EMU Prime Value ESG UCITS ETF (EUR) A-dis | 140 | 0.25% p.a. | Distributing | Full replication |
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis | 114 | 0.25% p.a. | Distributing | Full replication |
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) | 41 | 0.25% p.a. | Distributing | Sampling |