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BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC (0GZD.DE)

ETF · Currency in EUR · Last updated Mar 1, 2024

0GZD.DE is a passive ETF by BNP Paribas tracking the investment results of the RICI Enhanced Industrial Metals (EUR Hedged). 0GZD.DE launched on Aug 7, 2019 and has a 1.20% expense ratio.

Summary

ETF Info

ISINDE000PZ9REM3
WKNPZ9REM
IssuerBNP Paribas
Inception DateAug 7, 2019
CategoryMetals
Index TrackedRICI Enhanced Industrial Metals (EUR Hedged)
DomicileNetherlands
Distribution PolicyAccumulating
Asset ClassCommodity

Expense Ratio

The BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC has a high expense ratio of 1.20%, indicating higher-than-average management fees.


1.20%
0.00%2.15%

Share Price Chart


Loading data...

Performance

The chart shows the growth of an initial investment of €10,000 in BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


20.00%30.00%40.00%50.00%60.00%70.00%80.00%OctoberNovemberDecember2024February
25.16%
80.99%
0GZD.DE (BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with 0GZD.DE

BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC

Return

BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC had a return of -3.18% year-to-date (YTD) and -8.68% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-3.18%6.84%
1 month-1.97%3.48%
6 months-1.36%13.06%
1 year-8.68%28.97%
5 years (annualized)N/A12.72%
10 years (annualized)N/A10.71%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.59%
2023-3.65%1.34%-3.17%0.42%3.38%

Risk-Adjusted Performance

This table presents risk-adjusted performance metrics for BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC (0GZD.DE) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
0GZD.DE
BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC
-0.54
^GSPC
S&P 500
2.30

Sharpe Ratio

The current BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC Sharpe ratio is -0.54. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50OctoberNovemberDecember2024February
-0.54
2.05
0GZD.DE (BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC)
Benchmark (^GSPC)

Dividend History


BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC doesn't pay dividends

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024February
-35.24%
0
0GZD.DE (BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC was 39.86%, occurring on Sep 27, 2022. The portfolio has not yet recovered.

The current BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC drawdown is 35.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.86%Mar 9, 2022143Sep 27, 2022
-21.9%Oct 30, 201998Mar 23, 2020147Oct 21, 2020245
-10.56%Oct 18, 202114Nov 4, 202168Feb 10, 202282
-6.66%May 10, 202129Jun 18, 202129Jul 29, 202158
-6.34%Feb 26, 20218Mar 9, 202131Apr 23, 202139

Volatility Chart

The current BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC volatility is 2.47%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%OctoberNovemberDecember2024February
2.47%
3.77%
0GZD.DE (BNPP RICI Enhanced Industriemetalle (ER) EUR Hedge ETC)
Benchmark (^GSPC)