Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HEP.L)
The objective of the Sub-Fund is to deliver net total returns of a selection of US equities which arepart of the Shiller Barclays CAPE® US Sector Value Net TR Index, while taking into account ESG(Environment, Social, Governance) criteria and improving carbon performance.
ETF Info
| ISIN | IE00BF92LR56 |
|---|---|
| WKN | A2JFY6 |
| Issuer | Natixis |
| Inception Date | Apr 5, 2018 |
| Category | Large Cap Blend Equities |
| Index Tracked | Russell 1000 TR USD |
| Domicile | Ireland |
| Distribution Policy | Accumulating |
| Asset Class | Equity |
Asset Class Size | Large |
Asset Class Style | Blend |
Expense Ratio
The Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) has a high expense ratio of 0.75%, indicating higher-than-average management fees.
Share Price Chart
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Performance
The chart shows the growth of an initial investment of £10,000 in Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Compare to other instruments
Return
Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) had a return of 3.39% year-to-date (YTD) and -4.63% in the last 12 months. Over the past 10 years, Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) had an annualized return of 10.12%, outperforming the S&P 500 benchmark which had an annualized return of 7.67%.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | 1.11% | 1.49% |
| 6 months | -0.75% | 9.06% |
| Year-To-Date | 3.39% | 10.13% |
| 1 year | -4.63% | 6.14% |
| 5 years (annualized) | 9.75% | 7.28% |
| 10 years (annualized) | 10.12% | 7.67% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.72% | -1.43% | -2.48% | -0.37% | 3.35% | 0.68% | -2.07% |
Risk-Adjusted Performance
This table presents a comparison of risk-adjusted performance metrics for Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) (5HEP.L) and S&P 500 (^GSPC). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
5HEP.L Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) | -0.29 | ||||
^GSPC S&P 500 | 0.70 |
Dividend History
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD). A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) is 98.79%, recorded on Oct 24, 2019. It took 55 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -98.79% | Jul 31, 2019 | 61 | Oct 24, 2019 | 55 | Jan 14, 2020 | 116 |
| -24.16% | Feb 20, 2020 | 23 | Mar 23, 2020 | 78 | Jul 15, 2020 | 101 |
| -15.37% | Oct 3, 2018 | 59 | Dec 24, 2018 | 79 | Apr 17, 2019 | 138 |
| -14.73% | Dec 31, 2021 | 114 | Jun 16, 2022 | 34 | Aug 3, 2022 | 148 |
| -11.78% | Aug 22, 2022 | 85 | Dec 20, 2022 | 30 | Feb 3, 2023 | 115 |
Volatility Chart
The current Ossiam ESG Low Carbon Shiller Barclays CAPE® US Sector UCITS ETF 1A (USD) volatility is 3.22%, 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.