- Issuer
- Ossiam
- Inception Date
- May 16, 2011
- Category
- Europe Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR)
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
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Performance
S6EW.L Performance Chart
Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) (S6EW.L) is up 8.6% since the beginning of the year. S6EW.L is currently trading at €156 per share. Investors who bought €1,000 worth of S6EW.L shares 5 years ago would now be looking at an investment worth €1,311.
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Returns By Period
Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) (S6EW.L) has returned 8.61% so far this year and 15.60% over the past 12 months. Over the last ten years, S6EW.L has returned 8.04% per year, falling short of the S&P 500 Index benchmark, which averaged 12.92% annually.
Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR)
- 1D
- 0.43%
- 1M
- 1.28%
- 6M
- 6.28%
- YTD
- 8.61%
- 1Y
- 15.60%
- 3Y*
- 12.05%
- 5Y*
- 5.57%
- 10Y*
- 8.04%
Benchmark (S&P 500 Index)
- 1D
- -0.09%
- 1M
- 1.27%
- 6M
- 10.98%
- YTD
- 13.27%
- 1Y
- 22.64%
- 3Y*
- 18.04%
- 5Y*
- 12.49%
- 10Y*
- 12.92%
S6EW.L Monthly Returns History
Based on dividend-adjusted daily data since Aug 31, 2011, S6EW.L's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +15.4%, while the worst month was Mar 2020 at -19.3%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.
On a daily basis, S6EW.L closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +6.4%, while the worst single day was Mar 12, 2020 at -11.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.41% | 3.64% | -8.56% | 6.26% | 3.29% | 0.22% | 1.73% | 8.61% | |||||
| 2025 | 5.27% | 1.75% | -3.55% | 1.35% | 5.16% | -0.42% | 1.21% | 0.58% | -0.15% | 2.02% | 0.53% | 2.47% | 17.10% |
| 2024 | -1.31% | 0.43% | 4.21% | -1.05% | 4.35% | -3.25% | 3.05% | 0.83% | 1.51% | -4.16% | 0.75% | -0.53% | 4.54% |
| 2023 | 7.43% | 2.04% | -2.38% | 1.86% | -1.66% | 0.32% | 3.82% | -3.16% | -2.45% | -5.30% | 8.50% | 5.99% | 14.86% |
| 2022 | -5.10% | -4.15% | -0.16% | -1.97% | -1.30% | -10.05% | 9.09% | -6.45% | -9.40% | 6.64% | 7.25% | -2.27% | -18.32% |
| 2021 | -0.14% | 2.60% | 5.76% | 2.47% | 2.87% | 0.45% | 2.77% | 2.09% | -3.29% | 3.25% | -3.06% | 4.22% | 21.45% |
Benchmark Metrics
Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) has an annualized alpha of 3.18%, beta of 0.46, and R2 of 0.24 versus S&P 500 Index. Calculated based on daily prices since August 31, 2011.
- This ETF participated in 76.31% of S&P 500 Index downside but only 64.08% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.46 may look defensive, but with R2 of 0.24 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.24 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 3.18%
- Beta
- 0.46
- R²
- 0.24
- Upside Capture
- 64.08%
- Downside Capture
- 76.31%
Expense Ratio
S6EW.L has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Risk / Return Rank
S6EW.L ranks 40 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) (S6EW.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| S6EW.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.33 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.50 | 3.01 | -1.51 |
| Martin ratioReturn relative to average drawdown | 5.60 | 11.10 | -5.50 |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR). 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 Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) was 37.58%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.
The current Ossiam Lux - Ossiam STOXX Europe 600 ESG Equal Weight NR UCITS ETF 1C (EUR) drawdown is 0.63%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-37.58%Mar 2020 | 1mo 2d | 9mo 21d | 10mo 23dFeb 2020 - Jan 2021 | COVID crash2020 |
-29.60%Sep 2022 | 8mo 26d | 1y 12mo | 2y 8moJan 2022 - Sep 2024 | Bear market2022 |
-23.48%Feb 2016 | 8mo 19d | 1y 1mo | 1y 10moMay 2015 - Mar 2017 | — |
-18.51%Dec 2018 | 6mo 15d | 9mo 22d | 1y 4moJun 2018 - Oct 2019 | Rate-hike selloffLate 2018 |
-15.06%Apr 2025 | 1mo 11d | 1mo 3d | 2mo 14dFeb 2025 - May 2025 | 2025 selloff2025 |
Drawdown Indicators
| S6EW.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.58% | -51.17% | +13.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.36% | -7.57% | -2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -15.06% | -23.99% | +8.93% |
Max Drawdown (5Y)Largest decline over 5 years | -29.60% | -23.99% | -5.61% |
Max Drawdown (10Y)Largest decline over 10 years | -37.58% | -33.42% | -4.16% |
Current DrawdownCurrent decline from peak | -0.63% | -0.52% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -6.14% | -8.90% | +2.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 2.04% | +0.74% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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