TER
0.45% p.a.
Distribution policy
Accumulating
Replication
Full replication
Fund size
32 m
Holdings
69
Overview
Description
The Ossiam Europe ESG Machine Learning UCITS ETF 2C (EUR) is an actively managed ETF.
The ETF tracks companies from Eurozone countries that are selected according to ESG criteria (environmental, social and corporate governance). Stock selection is based on a model that uses machine learning techniques.
Actively managed strategy
Chart
Basics
Data
| Index | Ossiam Europe ESG Machine Learning |
| Investment focus | Equity, Europe, Social/Environmental |
| Fund size | GBP 32 m |
| Total expense ratio | 0.45% p.a. |
| Replication | Physical (Full replication) |
| Legal structure | ETF |
| Strategy risk | Actively managed |
| Sustainability | Yes |
| Fund currency | EUR |
| Currency risk | Currency unhedged |
| Volatility 1 year (in GBP) | 9.28% |
| Inception/ Listing Date | 17 September 2012 |
| Distribution policy | Accumulating |
| Distribution frequency | - |
| Fund domicile | Luxembourg |
| Fund Provider | Ossiam |
| Fund Structure | Company With Variable Capital (SICAV) |
| UCITS compliance | Yes |
| Administrator | State Street Bank International GmbH, Luxembourg Branch |
| Investment Advisor | |
| Custodian Bank | State Street Bank International GmbH |
| Revision Company | Deloitte Audit S.A.R.L |
| 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 | No UK Reporting |
| Indextype | Total return index |
| Swap counterparty | Morgan Stanley Europe SE |
| Collateral manager | State Street Bank |
| Securities lending | No |
| Securities lending counterparty |
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This section provides you with information on other ETFs with a similar investment focus to the Ossiam Europe ESG Machine Learning UCITS ETF 2C (EUR).
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How do you like our ETF profile? Here you'll find our Questionnaire.
Holdings
Below you find information about the composition of the Ossiam Europe ESG Machine Learning UCITS ETF 2C (EUR).
Top 10 Holdings
Weight of top 10 holdings
out of 69
39.85%
| Industria de Diseño Textil SA | 4.62% |
| Iberdrola SA | 4.41% |
| Ferrari | 4.31% |
| Siemens AG | 4.18% |
| EssilorLuxottica SA | 3.96% |
| Compagnie Financière Richemont SA | 3.95% |
| Nordea Bank Abp | 3.85% |
| RELX | 3.75% |
| ENGIE SA | 3.72% |
| Nokia Oyj | 3.10% |
As of 30/09/2024
Performance
Returns overview
| YTD | +9.05% |
| 1 month | -2.96% |
| 3 months | -1.52% |
| 6 months | -1.01% |
| 1 year | +12.92% |
| 3 years | +4.99% |
| 5 years | +28.41% |
| Since inception (MAX) | +147.80% |
| 2023 | +5.13% |
| 2022 | -9.61% |
| 2021 | +15.59% |
| 2020 | +6.75% |
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 | 9.28% |
| Volatility 3 years | 11.82% |
| Volatility 5 years | 13.73% |
| Return per risk 1 year | 1.39 |
| Return per risk 3 years | 0.14 |
| Return per risk 5 years | 0.37 |
| Maximum drawdown 1 year | -4.82% |
| Maximum drawdown 3 years | -17.80% |
| Maximum drawdown 5 years | -24.00% |
| Maximum drawdown since inception | -24.00% |
Rolling 1 year volatility
Stock exchange
Listings
| Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
|---|---|---|---|---|---|
| SIX Swiss Exchange | EUR | C2MV | C2MV SW IEUMV | C2MV.S .IEUMV | BNP PARIBAS |
Further information
Further ETFs on the Ossiam Europe ESG Machine Learning index
| Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
|---|---|---|---|---|
| Ossiam Europe ESG Machine Learning UCITS ETF 1C (EUR) | 19 | 0.65% p.a. | Accumulating | Full replication |
Frequently asked questions
What is the name of C2MV?
The name of C2MV is Ossiam Europe ESG Machine Learning UCITS ETF 2C (EUR).
What is the ticker of Ossiam Europe ESG Machine Learning UCITS ETF 2C (EUR)?
The primary ticker of Ossiam Europe ESG Machine Learning UCITS ETF 2C (EUR) is C2MV.
What is the ISIN of Ossiam Europe ESG Machine Learning UCITS ETF 2C (EUR)?
The ISIN of Ossiam Europe ESG Machine Learning UCITS ETF 2C (EUR) is LU0811899946.
What are the costs of Ossiam Europe ESG Machine Learning UCITS ETF 2C (EUR)?
The total expense ratio (TER) of Ossiam Europe ESG Machine Learning UCITS ETF 2C (EUR) 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.
Is Ossiam Europe ESG Machine Learning UCITS ETF 2C (EUR) paying dividends?
Ossiam Europe ESG Machine Learning UCITS ETF 2C (EUR) 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 Europe ESG Machine Learning UCITS ETF 2C (EUR)?
The fund size of Ossiam Europe ESG Machine Learning UCITS ETF 2C (EUR) is 32m 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.