The objective of the Fund is to track the performance of US large cap equity securities which historically have exhibited low volatility characteristics.
The S&P 500 Low Volatility Index is designed to measure the performance of the 100 least volatile stocks within the S&P 500 Index. The Index employs a volatility-driven selection and weighting scheme. Volatility is measured by the standard deviation of a security's daily price returns over the prior 252 trading days.
ISIN | IE00B802KR88 |
iNAV Ticker
*These ticker codes are representative of the primary listing exchange. |
INSPY1E |
Inception Date | 03 Oct 2012 |
Countries of Registration | Austria, Denmark, Finland, France, Germany, Ireland, Italy, Luxembourg, Netherlands, Norway, Spain, Sweden, Switzerland, United Kingdom |
Base Fund Currency | USD |
Income Treatment | Accumulation |
Settlement Cycle | Redemption Settlement Cycle, DD+1; Subscription Settlement Cycle, DD+1 |
Trading Cycle | DD |
TER | 0,35% |
Benchmark | S&P 500 Low Volatility Index |
Minimum Investment | 1 Share |
Trading Currency | CHF, EUR, GBP, USD |
UCITS Compliant | Yes |
Domicile | Ireland |
Investment Manager | State Street Global Advisors Europe Limited |
Sub-Investment Manager(s) | State Street Global Advisors Trust Company |
Fund Umbrella | SSGA SPDR ETFs Europe I plc |
Replication Method | Replicated |
Distribution Frequency | - |
PEA Eligible | No |
ISA Eligible | Yes |
SIPP Eligible | Yes |
UK Reporting Status | Yes |
Securities Lending | Yes |
Exchange | Trading Currency | Listing Date | Exchange Ticker | SEDOL Code | Bloomberg Code | Reuters Code |
---|---|---|---|---|---|---|
Deutsche Börse (Primary) | EUR | 04 Oct 2012 | SPY1 | B4X4WM2 | SPY1 GY | SPY1.DE |
London Stock Exchange | GBP | 05 Oct 2012 | USLV | B842YH2 | USLV LN | USLV.L |
London Stock Exchange | USD | 05 Oct 2012 | LOWV | B802KR8 | LOWV LN | LOWV.L |
SIX Swiss Exchange | CHF | 29 Jan 2013 | LOWV | B8J50C3 | LOWV SE | LOWV.S |
Borsa Italiana | EUR | 02 May 2013 | LOWV | B959DJ4 | LOWV IM | LOWV.MI |
Euronext Paris | EUR | 01 Apr 2019 | LOWV | BHZS3F3 | LOWV FP | LOWV.PA |
Estimated NAV per Unit at 4PM, Hong Kong as of | |
Estimated NAV per Unit as of (Updated every 15 seconds) |
INAV TICKER | CURRENCY | INAV |
---|
The Indicative NAV per share should not be viewed as the actual NAV per share. The Indicative NAV per share is provided for reference purposes only and may differ from the actual NAV per share calculated in accordance with the Prospectus.
Average Market Cap (M) | $111 466,71 M |
Number of Holdings | 100 |
Average Price/Book | 3,45 |
Price/Earnings Ratio FY1 | 20,40 |
Index Dividend Yield
This measures the weighted average of gross dividend Yield of stocks, in the index. |
2,14% |
Bid Price | €75,79 |
Offer Price | €76,08 |
Closing Price | €75,94 |
Bid/Offer Spread | €0,29 |
Day High | €75,95 |
Day Low | €74,99 |
52 Week High | €76,06 |
52 Week Low | €60,45 |
NAV USD (Official NAV) | $81,39 |
NAV CHF | CHF 71,10 |
NAV EUR | €75,72 |
NAV GBP | £62,90 |
Assets Under Management | $143,25 M |
Shares in Issue | 1 760 000 |
Reference NAVs are calculated for information purposes only. No warranty is provided as to the accuracy of reference NAVs. Reference NAVs are calculated with WM1600 FX (London time) rate applied in the currency indicated.
as of 31 Oct 2024
As Of | 1 Month | 3 Month | YTD | 1 Year | 3 Year | 5 Year | 10 Year | Since Inception 03 Oct 2012 |
|
---|---|---|---|---|---|---|---|---|---|
Fund Net | 31 Oct 2024 | -0,92% | 5,21% | 14,89% | 23,69% | 5,55% | 6,07% | 8,67% | 9,81% |
Difference | 31 Oct 2024 | -0,01% | -0,01% | 0,01% | 0,02% | 0,03% | 0,02% | -0,01% | -0,01% |
Fund Gross | 31 Oct 2024 | -0,89% | 5,31% | 15,23% | 24,13% | 5,92% | 6,44% | 9,05% | 10,19% |
Difference | 31 Oct 2024 | 0,02% | 0,08% | 0,34% | 0,46% | 0,40% | 0,39% | 0,37% | 0,38% |
Index
S&P 500 Low Volatility Index
|
31 Oct 2024 | -0,91% | 5,23% | 14,89% | 23,67% | 5,52% | 6,05% | 8,68% | 9,81% |
as of 31 Oct 2024
As Of | 1 Month | 3 Month | YTD | 1 Year | 3 Year | 5 Year | 10 Year | Since Inception 03 Oct 2012 |
|
---|---|---|---|---|---|---|---|---|---|
Fund Net | 31 Oct 2024 | -0,92% | 5,21% | 14,89% | 23,69% | 17,60% | 34,27% | 129,62% | 209,44% |
Difference | 31 Oct 2024 | -0,01% | -0,01% | 0,01% | 0,02% | 0,11% | 0,10% | -0,30% | -0,31% |
Fund Gross | 31 Oct 2024 | -0,89% | 5,31% | 15,23% | 24,13% | 18,84% | 36,63% | 137,79% | 222,78% |
Difference | 31 Oct 2024 | 0,02% | 0,08% | 0,34% | 0,46% | 1,35% | 2,46% | 7,86% | 13,03% |
Index
S&P 500 Low Volatility Index
|
31 Oct 2024 | -0,91% | 5,23% | 14,89% | 23,67% | 17,49% | 34,17% | 129,92% | 209,75% |
as of 31 Oct 2024
2024 (YTD) | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Fund Net | 14,89% | 0,05% | -5,31% | 23,57% | -1,80% | 27,18% | -0,52% | 16,58% | 9,57% | 3,49% | 16,49% |
Difference | 0,01% | 0,11% | 0,01% | -0,05% | -0,02% | -0,08% | -0,06% | -0,01% | 0,02% | -0,08% | -0,05% |
Fund Gross | 15,23% | 0,40% | -4,97% | 24,01% | -1,45% | 27,63% | -0,18% | 16,99% | 9,96% | 3,85% | 16,90% |
Difference | 0,34% | 0,46% | 0,34% | 0,38% | 0,33% | 0,36% | 0,29% | 0,39% | 0,40% | 0,29% | 0,35% |
Index
S&P 500 Low Volatility Index
|
14,89% | -0,06% | -5,32% | 23,63% | -1,78% | 27,27% | -0,46% | 16,60% | 9,55% | 3,56% | 16,55% |
Performance Gross and Net of All Fees.
Past performance is not an indicator of future performance. The Gross of fees do not reflect and net of fees do reflect commissions and costs incurred on the issue and redemption, or purchases and sale, of units. If the performance is calculated on the basis of Gross/net asset values that are not denominated in the accounting currency of the collective investment scheme, its value may rise or fall as a result of currency fluctuations.
Calendar year inception performance returns will be partial for the year where the inception date for either the Fund in question or the historic performance-linked Fund (whichever is the earliest) falls within that period.
Standard Deviation | 13,38% |
Tracking Error | 0,05% |
This calculation is based on the past 3 years performance information.
Security Name | Weight |
---|---|
T-Mobile US Inc. | 1,43% |
Berkshire Hathaway Inc. Class B | 1,39% |
Visa Inc. Class A | 1,32% |
Fiserv Inc. | 1,28% |
Kinder Morgan Inc Class P | 1,24% |
Ameriprise Financial Inc. | 1,23% |
Loews Corporation | 1,21% |
Republic Services Inc. | 1,21% |
Williams Companies Inc. | 1,19% |
Walmart Inc. | 1,19% |
Characteristics, holdings and sectors shown are as of the date indicated and are subject to change. This information should not be considered a recommendation to invest in a particular sector or to buy or sell any security shown. It is not known whether the sectors or securities shown will be profitable in the future. The holdings are taken from the accounting records of SSGA which may differ from the official books and records of the custodian.
Capital Risk: Investing involves risk including the risk of loss of capital.
Past performance is not a reliable indicator of future performance.
First net asset value taken into account corresponds to the first end of month following complete investment of the portfolio in agreement with the policy of management. Historical performance is not necessarily indicative of actual future investment performance.