Ossiam ESG Low Carbon Shiller Barclays CAPE US Sector UCITS ETF
Ticker
5HEP.L
ISIN
IE00BF92LR5
Price
GBp 9,929.50
Change Today
+25.00 / 0.252 %
Price 1 year ago
9,094.00 / 9.187 %
Morningstar
5
52 Week Low
9,102.00
52 Week High
9,929.50
200 Day Moving Average 9,458.51
9,458.51
50-day Moving Average
9,458.51
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 1.00 |
| Sortino Ratio | 24.70 |
| Maximum Drawdown | -99.19% |
| Maximum Drawdown Date | 2023-11-24 |
| Calmar Ratio | -700.52 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | 1.15 |
| Volatility | 10033.836% |
| Alpha | -- |
| Beta | -- |
| R Squared | -- |
History
| Parameter | Value |
|---|---|
| Average Annual Return | 9.052% |
| Average Annual Volatility | 4.323% |
| Sharpe Ratio | 2.09 |
| Sortino Ratio | 0.94 |
| Maximum Drawdown | -1.0% |
| Maximum Drawdown Date | 2024-11-07 |
| Calmar Ratio | -44.36 |
Company information
Summary
The objective of the Sub-Fund is to deliver net total returns of a selection of US equities which are part of the Shiller Barclays CAPE® US Sector Value Net TR Index, while taking into account ESG (Environment, Social, Governance) criteria and improving carbon performance.
Market
GB
Category
--
Expense Ratio
0.75%
Fund family
OSSIAM
Morningstar
5
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Healthcare | 27.99% |
| Consumer defensive | 23.90% |
| Financial services | 22.39% |
| Technology | 20.62% |
| Realestate | 4.62% |
| Industrials | 0.35% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Communication services | 0.00% |
| Utilities | 0.00% |
| Energy | 0.00% |
None
Holdings
| Symbol | Name | Allocation |
|---|---|---|
| MSFT | Microsoft Corp | 4.43% |
| UNH | UnitedHealth Group Inc | 4.37% |
| AAPL | Apple Inc | 4.18% |
| ATVI | Activision Blizzard Inc | 3.8% |
| CHTR | Charter Communications Inc A | 3.78% |
| V | Visa Inc Class A | 3.39% |
| BAC | Bank of America Corp | 3.35% |
| VZ | Verizon Communications Inc | 3.12% |
| ADBE | Adobe Inc | 3.06% |
| CERN | Cerner Corp | 3.05% |
Alternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| 5HEP.L | Ossiam ESG Low Carbon Shiller Barclays CAPE US Sector UCITS ETF | IE00BF92LR5 | LSE | 0.75% | 5 | -- | -- |
| EFRN.L | iShares € Floating Rate Bond ESG UCITS ETF | IE00BF5GB71 | LSE | 0.10% | 5 | +0.05 | -- |
| ESGD | iShares ESG Aware MSCI EAFE ETF | US46435G5163 | NGM | 0.20% | 4 | +3.38 | |
| ESGL.L | Lyxor MSCI Europe ESG Leaders (DR) UCITS ETF - Acc | LU194019971 | LSE | 0.30% | 4 | -1.26 | -- |
| ESGU | iShares ESG Aware MSCI USA ETF | US46435G425 | NGM | 0.15% | 4 | -1.38 | |
| GPSA.L | iShares MSCI USA ESG Screened UCITS ETF | IE00BFNM3G4 | LSE | 0.07% | 4 | -- | -- |
| NUDM | Nuveen ESG International Developed Markets Equity ETF | US67092P805 | BTS | 0.30% | 4 | +3.69 | |
| NUEM | Nuveen ESG Emerging Markets Equity ETF | US67092P888 | BTS | 0.35% | 4 | -5.62 | |
| NULG | Nuveen ESG Large-Cap Growth ETF | US67092P201 | BTS | 0.25% | 5 | -0.90 | |
| NUSC | Nuveen ESG Small-Cap ETF | US67092P607 | BTS | 0.30% | 4 | +8.27 | |
| SAEM.L | iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | IE00BFNM3P3 | LSE | 0.18% | 4 | -- | -- |
| SAEU.L | iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) | IE00BFNM3D1 | LSE | 0.12% | 4 | -1.06 | -- |
| SASU.L | iShares MSCI USA ESG Screened UCITS ETF | IE00BFNM3G4 | LSE | 0.07% | 4 | -- | -- |
| SAUM.L | iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) | IE00BFNM3B9 | LSE | 0.12% | 4 | -0.11 | -- |
| SAWD.L | iShares MSCI World ESG Screened UCITS ETF USD (Acc) | IE00BFNM3J7 | LSE | 0.20% | 4 | -- | -- |
| SNPE | Xtrackers S&P 500 ESG ETF | US233051143 | PCX | 0.10% | 4 | +0.68 | -- |
| SUSA | iShares MSCI USA ESG Select ETF | US4642888022 | PCX | 0.25% | 4 | -1.31 | |
| SUSB | iShares ESG 1-5 Year USD Corporate Bond ETF | IE00BKKKWJ26 | NGM | 0.12% | 4 | -0.01 | |
| SUSU.L | iShares $ Corp Bond 0-3yr ESG UCITS ETF | LSE | 0.17% | 4 | -0.18 | -- | |
| XZMU.L | Xtrackers MSCI USA ESG UCITS ETF | IE00BFMNPS4 | LSE | 0.15% | 4 | -2.76 | -- |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.