Index | S&P 500 Low Volatility |
Investment focus | Equity, United States, Low Volatility/Risk Weighted |
Fund size | GBP 100 m |
Total expense ratio | 0.35% p.a. |
Replication | Physical (Full replication) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | USD |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 11.40% |
Inception/ Listing Date | 3 October 2012 |
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 |
The Coca-Cola | 1.37% |
Berkshire Hathaway | 1.35% |
Republic Services | 1.30% |
McDonald's | 1.27% |
Waste Management | 1.27% |
Colgate-Palmolive | 1.23% |
Walmart | 1.21% |
PepsiCo | 1.20% |
Kimberly-Clark | 1.19% |
The Kroger | 1.18% |
United States | 97.08% |
Other | 2.92% |
Consumer Staples | 22.46% |
Financials | 14.77% |
Utilities | 13.24% |
Industrials | 12.31% |
Other | 37.22% |
YTD | +5.90% |
1 month | +1.27% |
3 months | +4.18% |
6 months | +7.57% |
1 year | +5.33% |
3 years | +22.98% |
5 years | +39.41% |
Since inception (MAX) | +261.55% |
2023 | -5.37% |
2022 | +6.13% |
2021 | +25.15% |
2020 | -4.99% |
Volatility 1 year | 11.40% |
Volatility 3 years | 15.26% |
Volatility 5 years | 19.56% |
Return per risk 1 year | 0.47 |
Return per risk 3 years | 0.47 |
Return per risk 5 years | 0.35 |
Maximum drawdown 1 year | -5.74% |
Maximum drawdown 3 years | -14.53% |
Maximum drawdown 5 years | -28.70% |
Maximum drawdown since inception | -28.70% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | SPY1 | - - | - - | - |
Stuttgart Stock Exchange | EUR | SPY1 | - - | - - | - |
Borsa Italiana | EUR | LOWV | LOWV IM INSPY1E | LOWV.MI INSPY1C.ivOQ | Banca Sella Flow Traders Goldenberg hehmeyer LLP Sig susquehanna Virtu Financial |
Euronext Paris | EUR | LOWV | LOWV FP INSPY1E | LOWV.PA INSPY1C.ivOQ | Flow Traders Goldenberg hehmeyer LLP Sig susquehanna Virtu Financial |
London Stock Exchange | USD | LOWV | LOWV LN INSPY1 | LOWV.L INSPY1C.ivOQ | DRW Flow Traders Goldenberg hehmeyer LLP Old Mission Europe LLP Virtu Financial |
London Stock Exchange | GBP | USLV | USLV LN INSPY1P | USLV.L INSPY1C.ivOQ | DRW Flow Traders Goldenberg hehmeyer LLP Old Mission Europe LLP Virtu Financial |
SIX Swiss Exchange | CHF | LOWV | LOWV SE INSPY1C | LOWV.S INSPY1C.ivOQ | Flow Traders GHCO Virtu Financial |
XETRA | EUR | SPY1 | SPY1 GY INSPY1E | SPY1.DE INSPY1C.ivOQ | BAADER BANK AG Flow Traders Goldenberg hehmeyer LLP |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
Invesco S&P 500 Low Volatility UCITS ETF Acc | 15 | 0.25% p.a. | Accumulating | Full replication |