Index | MSCI Europe Value Exposure Select |
Investment focus | Equity, Europe, Value |
Fund size | GBP 21 m |
Total expense ratio | 0.20% p.a. |
Replication | Physical (Optimized sampling) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | EUR |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 10.85% |
Inception/ Listing Date | 18 February 2015 |
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 |
British Amer Tobacco | 4.56% |
Stellantis | 4.20% |
STMicroelectronics | 4.13% |
Roche Holding | 4.06% |
Shell | 3.98% |
Novartis | 3.54% |
HSBC Holdings | 3.50% |
Compagnie de Saint-Gobain | 3.13% |
Sanofi | 2.91% |
DHL Group | 2.78% |
YTD | +4.76% |
1 month | +2.37% |
3 months | +7.81% |
6 months | +12.93% |
1 year | +10.37% |
3 years | +26.37% |
5 years | +47.26% |
Since inception (MAX) | +86.62% |
2023 | +11.95% |
2022 | +0.48% |
2021 | +19.77% |
2020 | -2.98% |
Volatility 1 year | 10.85% |
Volatility 3 years | 14.84% |
Volatility 5 years | 18.51% |
Return per risk 1 year | 0.95 |
Return per risk 3 years | 0.55 |
Return per risk 5 years | 0.43 |
Maximum drawdown 1 year | -7.28% |
Maximum drawdown 3 years | -14.86% |
Maximum drawdown 5 years | -33.88% |
Maximum drawdown since inception | -34.68% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | ZPRW | - - | - - | - |
Stuttgart Stock Exchange | EUR | ZPRW | - - | - - | - |
London Stock Exchange | GBP | EVAL | EVAL LN INZPRWG | EVAL.L | DRW Flow Traders Goldenberg hehmeyer LLP Old Mission Europe LLP Virtu Financial |
SIX Swiss Exchange | CHF | EVAL | EVAL SE INZPRWC | EVAL.S | Flow Traders GHCO Virtu Financial |
XETRA | EUR | ZPRW | ZPRW GY INZPRWE | ZPRW.DE | BAADER BANK AG Flow Traders Goldenberg hehmeyer LLP |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI Europe Value Factor UCITS ETF | 1,431 | 0.25% p.a. | Accumulating | Sampling |
Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) | 165 | 0.65% p.a. | Accumulating | Swap-based |
UBS ETF (LU) Factor MSCI EMU Prime Value UCITS ETF (EUR) A-dis | 138 | 0.25% p.a. | Distributing | Full replication |
UBS ETF (LU) MSCI EMU Value UCITS ETF (EUR) A-dis | 112 | 0.25% p.a. | Distributing | Full replication |
iShares Edge MSCI Europe Value Factor UCITS ETF EUR (Dist) | 40 | 0.25% p.a. | Distributing | Sampling |