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Ossiam Stoxx Europe 600 Equal Weight NR UCITS (L6E...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINLU0599613147
IssuerNatixis
Inception DateMay 16, 2011
CategoryEurope Equities
Index TrackedMSCI Europe NR EUR
Asset ClassEquity

Expense Ratio

L6EW.L has a high expense ratio of 0.35%, indicating higher-than-average management fees.


Expense ratio chart for L6EW.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Ossiam Stoxx Europe 600 Equal Weight NR UCITS

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in Ossiam Stoxx Europe 600 Equal Weight NR UCITS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


200.00%250.00%300.00%350.00%December2024FebruaryMarchAprilMay
208.97%
372.87%
L6EW.L (Ossiam Stoxx Europe 600 Equal Weight NR UCITS)
Benchmark (^GSPC)

S&P 500

Returns By Period

Ossiam Stoxx Europe 600 Equal Weight NR UCITS had a return of 6.20% year-to-date (YTD) and 12.26% in the last 12 months. Over the past 10 years, Ossiam Stoxx Europe 600 Equal Weight NR UCITS had an annualized return of 7.23%, while the S&P 500 had an annualized return of 10.97%, indicating that Ossiam Stoxx Europe 600 Equal Weight NR UCITS did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date6.20%11.29%
1 month6.38%4.87%
6 months13.68%17.88%
1 year12.26%29.16%
5 years (annualized)6.45%13.20%
10 years (annualized)7.23%10.97%

Monthly Returns

The table below presents the monthly returns of L6EW.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.18%0.72%4.09%-1.15%6.20%
20236.86%1.35%-2.10%1.73%-5.24%1.81%3.70%-3.28%-1.26%-4.83%7.45%6.85%12.61%
2022-5.89%-3.76%0.55%-2.57%0.17%-9.07%6.26%-3.55%-7.87%4.29%7.84%0.23%-13.97%
2021-1.63%0.76%3.36%5.09%1.53%0.33%2.07%2.70%-3.22%1.58%-2.24%3.03%13.83%
2020-2.57%-6.17%-16.79%7.90%8.30%3.29%-0.75%4.09%-0.30%-4.92%14.92%3.84%7.30%
20194.57%2.04%1.44%4.43%-3.63%5.85%1.81%-2.70%2.15%-0.68%2.09%2.39%21.13%
20180.45%-1.68%-2.63%3.87%1.16%-0.08%3.23%-1.17%-0.90%-7.17%-1.94%-4.12%-10.91%
20170.78%2.67%3.38%2.00%4.41%-1.88%2.41%2.19%-0.72%1.73%-1.59%2.28%18.91%
2016-3.87%1.04%4.44%0.28%0.05%0.84%5.91%2.44%1.62%2.63%-4.47%6.59%18.24%
20153.10%4.13%1.24%1.43%0.65%-5.11%2.99%-4.19%-3.00%4.28%1.54%0.36%7.11%
2014-2.48%6.20%-0.07%-0.23%1.53%-2.37%-3.38%1.53%-2.59%-0.79%4.94%-1.94%-0.15%
20135.92%5.28%-2.42%4.93%-5.13%8.65%-2.54%2.68%5.55%-0.92%1.97%25.59%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of L6EW.L is 43, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of L6EW.L is 4343
L6EW.L (Ossiam Stoxx Europe 600 Equal Weight NR UCITS)
The Sharpe Ratio Rank of L6EW.L is 4343Sharpe Ratio Rank
The Sortino Ratio Rank of L6EW.L is 4343Sortino Ratio Rank
The Omega Ratio Rank of L6EW.L is 4343Omega Ratio Rank
The Calmar Ratio Rank of L6EW.L is 4444Calmar Ratio Rank
The Martin Ratio Rank of L6EW.L is 4343Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Ossiam Stoxx Europe 600 Equal Weight NR UCITS (L6EW.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


L6EW.L
Sharpe ratio
The chart of Sharpe ratio for L6EW.L, currently valued at 1.00, compared to the broader market0.002.004.001.00
Sortino ratio
The chart of Sortino ratio for L6EW.L, currently valued at 1.52, compared to the broader market-2.000.002.004.006.008.0010.001.52
Omega ratio
The chart of Omega ratio for L6EW.L, currently valued at 1.19, compared to the broader market0.501.001.502.002.501.19
Calmar ratio
The chart of Calmar ratio for L6EW.L, currently valued at 0.69, compared to the broader market0.005.0010.000.69
Martin ratio
The chart of Martin ratio for L6EW.L, currently valued at 3.33, compared to the broader market0.0020.0040.0060.0080.003.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.44, compared to the broader market0.002.004.002.44
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.45, compared to the broader market-2.000.002.004.006.008.0010.003.45
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.501.001.502.002.501.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.98, compared to the broader market0.005.0010.001.98
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.39, compared to the broader market0.0020.0040.0060.0080.009.39

Sharpe Ratio

The current Ossiam Stoxx Europe 600 Equal Weight NR UCITS Sharpe ratio is 1.00. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Ossiam Stoxx Europe 600 Equal Weight NR UCITS with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2024FebruaryMarchAprilMay
1.00
2.06
L6EW.L (Ossiam Stoxx Europe 600 Equal Weight NR UCITS)
Benchmark (^GSPC)

Dividends

Dividend History


Ossiam Stoxx Europe 600 Equal Weight NR UCITS doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay00
L6EW.L (Ossiam Stoxx Europe 600 Equal Weight NR UCITS)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Ossiam Stoxx Europe 600 Equal Weight NR UCITS. 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 Ossiam Stoxx Europe 600 Equal Weight NR UCITS was 30.88%, occurring on Mar 18, 2020. Recovery took 158 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.88%Feb 21, 202019Mar 18, 2020158Nov 16, 2020177
-26.62%Nov 15, 2021227Oct 12, 2022400May 15, 2024627
-17.24%Aug 29, 201885Dec 27, 2018147Jul 29, 2019232
-16.46%Apr 13, 2015213Feb 11, 2016103Jul 11, 2016316
-14.52%Jun 11, 201491Oct 16, 201487Feb 19, 2015178

Volatility

Volatility Chart

The current Ossiam Stoxx Europe 600 Equal Weight NR UCITS volatility is 3.58%, 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%4.50%5.00%5.50%December2024FebruaryMarchAprilMay
3.58%
3.80%
L6EW.L (Ossiam Stoxx Europe 600 Equal Weight NR UCITS)
Benchmark (^GSPC)