TER
0.75% p.a.
Distribution policy
Accumulating
Replication
Full replication
Fund size
31 m
Holdings
46
Overview
Description
The Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) is an actively managed ETF.
The Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector Strategy invests exclusively in shares of the Shiller Barclays CAPE US Sector Value Index. This index selects from the S&P 500 the five sectors with the lowest relative CAPE (Cyclically Adjusted Price Earnings). The relative CAPE coefficient evaluates the relative cost performance of a sector based on its current and long-term historical prices and returns. Then the method calculates the sector with the lowest price dynamics over a period of 12 months, i. e. the sector with the worst performance during the period under review. Each of the remaining four sectors receives the same weighting (25%) and the components of the investment universe are realigned monthly. Out of this investment universe, Ossiam ESG's Low Carbon CAPE US Sectors Strategy filters out environmentally harmful and socially or ethically controversial companies.
Actively managed strategy
Documents
Chart
Basics
Data
| Index | Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector |
| Investment focus | Equity, United States, Sector Strategy, Value |
| Fund size | GBP 31 m |
| Total expense ratio | 0.75% p.a. |
| Replication | Physical (Full replication) |
| Legal structure | ETF |
| Strategy risk | Actively managed |
| Sustainability | Yes |
| Fund currency | USD |
| Currency risk | Currency unhedged |
| Volatility 1 year (in GBP) | 12.14% |
| Inception/ Listing Date | 5 April 2018 |
| Distribution policy | Accumulating |
| Distribution frequency | - |
| Fund domicile | Ireland |
| Fund Provider | Ossiam |
| Fund Structure | Company With Variable Capital (SICAV) |
| UCITS compliance | Yes |
| Administrator | BNY Mellon Fund Services (Ireland) Designated Activity Company |
| Investment Advisor | |
| Custodian Bank | The Bank of New York Mellon S.A./N.V. |
| Revision Company | Deloitte Ireland |
| Fiscal Year End | 31 December |
| Swiss representative | CACEIS Investor Services Bank S.A., Esch-sur-Alzette, Zweigniederlassung Zürich |
| Swiss paying agent | CACEIS Investor Services Bank S.A., Esch-sur-Alzette, Zweigniederlassung Zürich |
| Germany | Unknown |
| Switzerland | No ESTV Reporting |
| Austria | Non-Tax Reporting Fund |
| UK | UK Reporting |
| Indextype | - |
| Swap counterparty | - |
| 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 Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD).
Similar ETFs via investment guides
How do you like our ETF profile? Here you'll find our Questionnaire.
Holdings
Below you find information about the composition of the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD).
Top 10 Holdings
Weight of top 10 holdings
out of 46
42.56%
| Constellation Brands, Inc. | 4.48% |
| Comcast Corp. | 4.39% |
| T Rowe Price Group | 4.31% |
| T-Mobile US | 4.28% |
| PPG Industries | 4.27% |
| Ecolab | 4.24% |
| Procter & Gamble Co. | 4.23% |
| Avery Dennison Corp. | 4.19% |
| Visa, Inc. | 4.16% |
| News Corp. | 4.01% |
Countries
| United States | 98.31% |
| Other | 1.69% |
Sectors
| Telecommunication | 24.82% |
| Consumer Staples | 23.84% |
| Basic Materials | 23.48% |
| Financials | 19.11% |
| Other | 8.75% |
As of 30/09/2024
Performance
Returns overview
| YTD | +6.26% |
| 1 month | +3.19% |
| 3 months | +8.25% |
| 6 months | +7.72% |
| 1 year | +11.85% |
| 3 years | +10.78% |
| 5 years | +63.03% |
| Since inception (MAX) | +123.16% |
| 2023 | +8.91% |
| 2022 | -5.85% |
| 2021 | +22.38% |
| 2020 | +20.80% |
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 | 12.14% |
| Volatility 3 years | 18.62% |
| Volatility 5 years | 21.81% |
| Return per risk 1 year | 0.97 |
| Return per risk 3 years | 0.19 |
| Return per risk 5 years | 0.47 |
| Maximum drawdown 1 year | -7.04% |
| Maximum drawdown 3 years | -14.52% |
| Maximum drawdown 5 years | -25.51% |
| Maximum drawdown since inception | -25.51% |
Rolling 1 year volatility
Stock exchange
Listings
| Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
|---|---|---|---|---|---|
| London Stock Exchange | GBX | 5HEP | 5HEP LN 5HEDIV | BNP PARIBAS | |
| London Stock Exchange | USD | 5HED | 5HED LN 5HEDIV | 5HED.LN | BNP PARIBAS |
| SIX Swiss Exchange | USD | 5HED | 5HED SW 5HEDIV | BNP PARIBAS | |
| XETRA | USD | 5HED | 5HED GY 5HEDIV | 5HED.DE | BNP PARIBAS |
Further information
Frequently asked questions
What is the name of 5HED?
The name of 5HED is Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD).
What is the ticker of Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)?
The primary ticker of Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) is 5HED.
What is the ISIN of Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)?
The ISIN of Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) is IE00BF92LR56.
What are the costs of Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)?
The total expense ratio (TER) of Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) amounts to 0.75% 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 ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) paying dividends?
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) is an accumulating ETF. This means that dividends are not distributed to investors. Instead, dividends are reinvested in the fund on the ex-date, which leads to an increase of the ETF's share price.
What's the fund size of Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD)?
The fund size of Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) is 31m 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.