Date | Fund AUM | NAV | ISIN Code |
21/03/02 | 165 467 436€ | 770.350€ | LU1446552652 |
Date | Fund AUM | NAV | Reference index level | Currency | ISIN Code | TER |
21/03/02 | 165 467 436€ | 770.350€ | 791.13 | EUR | LU1446552652 | 0.65% |
- Objective
- Characteristics
- Exposure
- Performance
- Components
The investment objective of OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR is to replicate, before the Fund’s fees and expenses, the performance of the Shiller Barclays CAPE® US Sector Value Index closing level. The Shiller Barclays CAPE® US Sector Value Index is a total return index expressed in USD, sponsored by Barclays and calculated and published by Bloomberg Index Services Limited. The UCITS ETF Hedged Index 1C (EUR) share class will aim at replicating the performance of the Shiller Barclays CAPE® US Sector Value Euro Hedge Net TR Index, (the “Hedged Index”). The Hedged Index is a version of the Index denominated in EUR embedding a currency hedge. Both the Index and the Hedged Index are sponsored by Barclays (the “Index Provider”) and calculated and published by Bloomberg Index Services Limited (the “Calculation Agent”).
Legal form |
Ossiam Lux SICAV |
Domicile |
Luxembourg |
Fund type |
UCITS |
Inception date |
03/05/2017 |
TER |
0.65% |
Fund currency |
USD |
Share class currency |
EUR |
Currency hedging |
yes |
Dividends |
reinvested |
Minimum investment (on exchange) |
1 share |
Replication method |
synthetic |
Management company |
Ossiam |
Depositary |
State Street Bank International GmbH, Luxembourg Branch |
Administrative agent |
State Street Bank International GmbH, Luxembourg Branch |
Auditor |
Deloitte Audit S.à r.l |
ISIN code |
LU1446552652 |
Bloomberg code |
CAPH SW |
Reuters code |
CAPH.S |
Name of the reference index | ISIN Code |
Shiller Barclays CAPE® US Sector Value Euro Hedged Net TR Index (USD) |
Name of the reference index | ISIN Code | Reuters RIC | Bloomberg Ticker | Methodology |
Shiller Barclays CAPE® US Sector Value Euro Hedged Net TR Index (USD) | BXIICUEH |
The Index reflects the performance of a dynamic long exposure to 4 US equity sectors which are selected every month according to their Relative CAPE® (Cyclically Adjusted Price Earnings) ratio and price variations over the prior 12 months (the “12-month price momentum”). Exposure to US equity sectors is achieved through S&P Select Sector Indices (the “Sub-Indices”) which capture the performance of the US companies represented by S&P 500 Index. Sector constituents of the Index will be selected on a monthly basis based on the Shiller Barclays CAPE® Index Family Methodology. Each of the 4 selected sub-indices is allocated the same weight (25%) at each rebalancing. As such, sector and company exposures in the Hedged Index will differ from those of the Base Index. The Hedged Index portfolio construction will follow the same methodology as the Index. In addition, in order to reflect the performance of the Index hedged in Euro, the Hedged Index will be calculated by hedging currency exposure by using one-month forward contracts.
For a detailed description of the Index, see section “Description of the Index” in the relevant Fund Appendix of the Prospectus.
Source: Ossiam / Barclays - Calculations by Ossiam
Important information: index sector composition is published with a delay of 10 working days from the NAV date due to index provider constraints. In the index methodology, the Financials and Real Estate sectors are combined to form the Financials Sector.
Source: Ossiam / Barclays - Calculations by Ossiam
Important information: Index components, sector and country breakdowns are published with a delay of 10 working days from the NAV date due to index provider constraints.
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Important information |
Ossiam Lux (the SICAV) is organized as an investment company with variable capital under the laws of the Grand-Duchy of Luxembourg and was approved by the Luxembourg market authority CSSF on 22/04/2011 under the Visa 2011/74085-7020-0-PC. Effective as of 20 May 2016, the SICAV has appointed Ossiam as its management company, responsible for the investment management, administration and distribution of the SICAV. The management company has appointed State Street Luxembourg as Administrative Agent, Paying Agent, Domiciliary and Corporate Agent, Registrar and Transfer Agent of the SICAV. Ossiam, a subsidiary of Natixis Investment Managers, is a French asset manager authorized by the Autorité des Marchés Financiers (Agreement No. GP-10000016). Although information contained herein is from sources believed to be reliable, Ossiam makes no representation or warranty regarding the accuracy of any information of which it is not the source. The information presented in this page is based on market data at a given moment and may change from time to time. The risks associated with the Fund and the Index are detailed in the « General Risk Considerations » section of the Prospectus, available in English on www.ossiam.com. Investments decision should only be made on the basis of the Prospectus. Investors should also be well informed about the main characteristics of the Index (number of stocks, sector and or country breakdown, past evolution…) in order to have an overview of the risks and opportunities related to an exposure to the Index. Some degree of performance difference between OSSIAM ETF product and the underlying index is to be expected as a result of index replication costs and tracking error. The sub-fund shown on this page is not registered or authorized in all jurisdictions and may not be available to all investors in a jurisdiction. Accordingly, if investors have any questions about the registration or authorization of the sub-fund referenced on this page, they should contact the Management Company or Investment Manager for further information. Any investment in or distribution of the sub-fund referenced herein would only be possible if it was in compliance with all applicable laws and regulations, including, but not limited to obtaining any required registrations.
OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) is in no way sponsored, endorsed, sold or promoted by BARCLAYS. BARCLAYS will have no liability for any errors, omissions or interruptions in the Shiller Barclays CAPE® US Sector Value Euro Hedged Net TR Index. "Barclays Bank PLC and its affiliates ("Barclays") is not the issuer or producer of OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) and Barclays has no responsibilities, obligations or duties to investors in OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) except in connection with their distribution pursuant to an agreement with OSSIAM. The Shiller Barclays CAPE® US Sector Value Euro Hedged Net TR Index is a trademark owned by Barclays Bank PLC or Barclays Capital Inc., and licensed for use by OSSIAM as the Issuer of OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR). While OSSIAM of OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) may for itself execute transaction(s) with Barclays in or relating to the Shiller Barclays CAPE® US Sector Value Euro Hedged Net TR Index in connection with OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) investors acquire OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) from OSSIAM and investors neither acquire any interest in Shiller Barclays CAPE® US Sector Value Euro Hedged Net TR Index nor enter into any relationship of any kind whatsoever with Barclays upon making an investment in OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) . The OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) is not sponsored, endorsed, sold or promoted by Barclays and Barclays makes no representation regarding the advisability of the OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) or use of the Shiller Barclays CAPE® US Sector Value Euro Hedged Net TR Index or any data included therein [except in connection with their distribution pursuant to an agreement with OSSIAM. Barclays shall not be liable in any way to the Issuer, investors or to other third parties in respect of the use or accuracy of the Shiller Barclays CAPE® US Sector Value Euro Hedged Net TR Index or any data included therein."
Source: Ossiam / Bloomberg - Calculation by Ossiam. Past performance is not a reliable indicator of future performance. Please note that if the performance of a strategy is calculated in a currency different from the currency of your area, any losses or gains generated by the strategy may be affected by exchange rate fluctuations (both upward and downward).
![]() |
Important information |
Ossiam Lux (the SICAV) is organized as an investment company with variable capital under the laws of the Grand-Duchy of Luxembourg and was approved by the Luxembourg market authority CSSF on 22/04/2011 under the Visa 2011/74085-7020-0-PC. Effective as of 20 May 2016, the SICAV has appointed Ossiam as its management company, responsible for the investment management, administration and distribution of the SICAV. The management company has appointed State Street Luxembourg as Administrative Agent, Paying Agent, Domiciliary and Corporate Agent, Registrar and Transfer Agent of the SICAV. Ossiam, a subsidiary of Natixis Investment Managers, is a French asset manager authorized by the Autorité des Marchés Financiers (Agreement No. GP-10000016). Although information contained herein is from sources believed to be reliable, Ossiam makes no representation or warranty regarding the accuracy of any information of which it is not the source. The information presented in this page is based on market data at a given moment and may change from time to time. The risks associated with the Fund and the Index are detailed in the « General Risk Considerations » section of the Prospectus, available in English on www.ossiam.com. Investments decision should only be made on the basis of the Prospectus. Investors should also be well informed about the main characteristics of the Index (number of stocks, sector and or country breakdown, past evolution…) in order to have an overview of the risks and opportunities related to an exposure to the Index. Some degree of performance difference between OSSIAM ETF product and the underlying index is to be expected as a result of index replication costs and tracking error. The sub-fund shown on this page is not registered or authorized in all jurisdictions and may not be available to all investors in a jurisdiction. Accordingly, if investors have any questions about the registration or authorization of the sub-fund referenced on this page, they should contact the Management Company or Investment Manager for further information. Any investment in or distribution of the sub-fund referenced herein would only be possible if it was in compliance with all applicable laws and regulations, including, but not limited to obtaining any required registrations.
OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) is in no way sponsored, endorsed, sold or promoted by BARCLAYS. BARCLAYS will have no liability for any errors, omissions or interruptions in the Shiller Barclays CAPE® US Sector Value Euro Hedged Net TR Index. "Barclays Bank PLC and its affiliates ("Barclays") is not the issuer or producer of OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) and Barclays has no responsibilities, obligations or duties to investors in OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) except in connection with their distribution pursuant to an agreement with OSSIAM. The Shiller Barclays CAPE® US Sector Value Euro Hedged Net TR Index is a trademark owned by Barclays Bank PLC or Barclays Capital Inc., and licensed for use by OSSIAM as the Issuer of OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR). While OSSIAM of OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) may for itself execute transaction(s) with Barclays in or relating to the Shiller Barclays CAPE® US Sector Value Euro Hedged Net TR Index in connection with OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) investors acquire OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) from OSSIAM and investors neither acquire any interest in Shiller Barclays CAPE® US Sector Value Euro Hedged Net TR Index nor enter into any relationship of any kind whatsoever with Barclays upon making an investment in OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) . The OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) is not sponsored, endorsed, sold or promoted by Barclays and Barclays makes no representation regarding the advisability of the OSSIAM SHILLER BARCLAYS CAPE® US SECTOR VALUE TR UCITS ETF Hedged Index 1C (EUR) or use of the Shiller Barclays CAPE® US Sector Value Euro Hedged Net TR Index or any data included therein [except in connection with their distribution pursuant to an agreement with OSSIAM. Barclays shall not be liable in any way to the Issuer, investors or to other third parties in respect of the use or accuracy of the Shiller Barclays CAPE® US Sector Value Euro Hedged Net TR Index or any data included therein."
For the sake of transparency, Ossiam publishes the full composition of the index (with a delay of 10 working days due to index provider constraints). The table below shows the 10 largest positions in the index. To download the full composition of the index, click on the link "download the index composition (Excel)".
Name | ISIN Code | Weights | Close price | Currency |
FACEBOOK INC-A | US30303M1027 | 4.99% | 273.57 | USD |
PROCTER & GAMBLE CO/THE | US7427181091 | 3.88% | 128.46 | USD |
ALPHABET INC-CL A | US02079K3059 | 3.22% | 2 118.62 | USD |
ALPHABET INC-CL C | US02079K1079 | 3.13% | 2 128.31 | USD |
BERKSHIRE HATHAWAY INC-CL B | US0846707026 | 2.76% | 245.25 | USD |
JPMorgan Chase & Co | US46625H1005 | 2.56% | 145.10 | USD |
Walmart Inc | US9311421039 | 2.48% | 147.20 | USD |
COCA-COLA CO/THE | US1912161007 | 2.36% | 50.13 | USD |
PepsiCo Inc | US7134481081 | 2.26% | 134.46 | USD |
BANK OF AMERICA CORP | US0605051046 | 1.51% | 34.41 | USD |
Source: Barclays - Data shown relates to the 10 largest stocks in the index. To access the complete composition of the index, click on the link below
For the sake of transparency, Ossiam publishes the full composition of the reference index (with a delay of 10 working days due to index provider constraints). The table below shows the 10 largest stocks in the index. To download the full composition of the index, click on the link "download the index composition (Excel)". The fund uses synthetic replication to track the performance of the index. Therefore, the Fund holds a basket of stocks called a "substitude basket" and an index swap. The substitute basket is a selection of stocks that are included in the index composition or that can be different from the latter one. The index swap is a contract between the ETF and one or more counterparties according to which the ETF pays to the counterparty(ies) the performance of the substitute basket and receives from the counterparty(ies) the performance of the index. For the sake of transparency, Ossiam publishes the full composition of the ETF assets (with a delay of 2 working days due to index provider constraints). The table below shows the 10 largest lines of the ETF assets. To download the full composition of the ETF assets, click on the link "download the fund assets (Excel)". For more information on ETF and the different technics used to replicate the performance of indices, click here.
Name | ISIN Code | Weights |
FACEBOOK INC-A | US30303M1027 | 7.38% |
AMAZON.COM INC | US0231351067 | 6.99% |
PAYPAL HOLDINGS INC | US70450Y1038 | 5.82% |
Alphabet Inc | US02079K3059 | 4.71% |
BERKSHIRE HATHAWAY INC-CL B | US0846707026 | 4.24% |
WALT DISNEY CO/THE | US2546871060 | 3.87% |
BofA Securities Europe SA | 3.54% | |
ALPHABET INC-CL C | US02079K1079 | 3.20% |
ADOBE SYSTEMS INC | US00724F1012 | 3.20% |
SALESFORCE.COM INC | US79466L3024 | 2.35% |
Name | ISIN Code | Weights |
FACEBOOK INC-A | US30303M1027 | 7.38% |
AMAZON.COM INC | US0231351067 | 6.99% |
PAYPAL HOLDINGS INC | US70450Y1038 | 5.82% |
Alphabet Inc | US02079K3059 | 4.71% |
BERKSHIRE HATHAWAY INC-CL B | US0846707026 | 4.24% |
WALT DISNEY CO/THE | US2546871060 | 3.87% |
BofA Securities Europe SA | 3.54% | |
ALPHABET INC-CL C | US02079K1079 | 3.20% |
ADOBE SYSTEMS INC | US00724F1012 | 3.20% |
SALESFORCE.COM INC | US79466L3024 | 2.35% |
Source: Barclays - Data shown relates to the 10 largest stocks in the index. To access the complete composition of the index, click on the link below
Equity Participation Rate (%) |
95,2768 % |