Index | US ESG Minimum Variance |
Investment focus | Equity, United States, Low Volatility/Risk Weighted |
Fund size | GBP 9 m |
Total expense ratio | 0.65% p.a. |
Replication | Physical (Full replication) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | Yes |
Fund currency | USD |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 10.20% |
Inception/ Listing Date | 24 April 2020 |
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 | ESTV Reporting |
Austria | Tax Reporting Fund |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | - |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
T-Mobile US | 4.81% |
Regeneron Pharmaceuticals | 3.57% |
Republic Services | 3.36% |
Cheniere Energy, Inc. | 3.26% |
CME Group | 3.18% |
Church & Dwight Co., Inc. | 3.13% |
Johnson & Johnson | 3.04% |
Colgate-Palmolive Co. | 2.72% |
AT&T | 2.53% |
Waste Management | 2.46% |
United States | 97.07% |
United Kingdom | 1.60% |
Ireland | 1.17% |
Other | 0.16% |
Health Care | 19.64% |
Consumer Staples | 17.49% |
Financials | 11.50% |
Telecommunication | 10.15% |
Other | 41.22% |
YTD | +6.31% |
1 month | -0.13% |
3 months | +0.26% |
6 months | +5.82% |
1 year | +11.45% |
3 years | +13.89% |
5 years | - |
Since inception (MAX) | +32.12% |
2023 | -3.30% |
2022 | +4.55% |
2021 | +18.82% |
2020 | - |
Volatility 1 year | 10.20% |
Volatility 3 years | 14.24% |
Volatility 5 years | - |
Return per risk 1 year | 1.12 |
Return per risk 3 years | 0.31 |
Return per risk 5 years | - |
Maximum drawdown 1 year | -4.86% |
Maximum drawdown 3 years | -14.10% |
Maximum drawdown 5 years | - |
Maximum drawdown since inception | -14.10% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
London Stock Exchange | GBX | LUMV | LUMV LN IMVUS | LUMV.L .IMVUS | BNP PARIBAS |
London Stock Exchange | USD | USMV | USMV LN IMVUS | USMV.L .IMVUS | BNP PARIBAS |
SIX Swiss Exchange | USD | MVUS | MVUS SW IMVUS | MVUS.S .IMVUS | BNP PARIBAS |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc) | 1,706 | 0.20% p.a. | Accumulating | Sampling |
iShares Edge MSCI USA Minimum Volatility ESG UCITS ETF | 346 | 0.20% p.a. | Accumulating | Sampling |
Invesco S&P 500 High Dividend Low Volatility UCITS ETF | 303 | 0.30% p.a. | Distributing | Full replication |
SPDR S&P 500 Low Volatility UCITS ETF | 111 | 0.35% p.a. | Accumulating | Full replication |
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Dist) | 96 | 0.20% p.a. | Distributing | Sampling |