Index | BNP Paribas Low Vol US ESG |
Investment focus | Equity, United States, Low Volatility/Risk Weighted |
Fund size | GBP 0 m |
Total expense ratio | 0.31% 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) | 10.64% |
Inception/ Listing Date | 31 January 2017 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Luxembourg |
Fund Provider | BNP Paribas Easy |
Fund Structure | Company With Variable Capital (SICAV) |
UCITS compliance | Yes |
Administrator | BNP PARIBAS ASSET MANAGEMENT Luxembourg |
Investment Advisor | |
Custodian Bank | BNP Paribas Securities Services, Luxembourg Branch |
Revision Company | PricewaterhouseCoopers Société Coopérative |
Fiscal Year End | 20 April |
Swiss representative | BNP PARIBAS SECURITIES SERVICES, Paris, succursale de Zurich |
Swiss paying agent | BNP PARIBAS SECURITIES SERVICES, Paris, succursale de Zurich |
Germany | 30% tax rebate |
Switzerland | ESTV Reporting |
Austria | Non-Tax Reporting Fund |
UK | No UK Reporting |
Indextype | Total return index |
Swap counterparty | BNP |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
YTD | +5.91% |
1 month | +1.48% |
3 months | +4.40% |
6 months | +6.44% |
1 year | +13.68% |
3 years | +18.62% |
5 years | +28.69% |
Since inception (MAX) | +76.92% |
2023 | +7.23% |
2022 | -5.31% |
2021 | +19.15% |
2020 | +1.63% |
Volatility 1 year | 10.64% |
Volatility 3 years | 15.70% |
Volatility 5 years | 19.37% |
Return per risk 1 year | 1.28 |
Return per risk 3 years | 0.37 |
Return per risk 5 years | 0.27 |
Maximum drawdown 1 year | -5.44% |
Maximum drawdown 3 years | -14.10% |
Maximum drawdown 5 years | -29.92% |
Maximum drawdown since inception | -29.92% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
SIX Swiss Exchange | USD | VLUU | VLUU SE IVVLUU | VLUU.S VLUUINAV=IHSM | BNP Paribas Arbitrage |
XETRA | USD | VLUU | VLUU GY IVVLUU | VLUU.DE VLUUINAV=IHSM | BNP Paribas Arbitrage |
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 |