Ossiam
EUPD.DE
IE0000GXRR13
Shiller US Screened - 1A (EUR)
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About this ETF

The Ossiam Shiller Barclays CAPE® US Sector Screened Strategy invests in US equity sectors that are considered undervalued based on their relative CAPE (cyclically adjusted price-to-earnings ratio). The stocks included are filtered according to ESG criteria (environmental, social and corporate governance).

TER
0.75%

Total Expense Ratio per year

Fund Size
€49.08M

Assets under management

Holdings
121

Underlying equities

Dividend Yield
0%

Accumulating

Fundamentals & Estimates

Weighted valuation multiples and analyst forecasts

Valuation Multiples
Weighted P/E
22.67
Weighted Fwd P/E
17.34
💰 Revenue Estimates
Current Year CY
+9.6% ⌀ 22 Analysts Coverage
Next Year NY
+6.37% ⌀ 22 Analysts Coverage
📈 EPS Estimates (Earnings Per Share)
Current Year CY
+35.21% ⌀ 22 Analysts Coverage
Next Year NY
+11% ⌀ 23 Analysts Coverage

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ETF Profile
Provider
Ossiam
Ossiam
Fund Type
ETF
Inception Date
07/05/2024 (2 yrs)
Region
-
Strategy
Value
Theme
-
Distribution Policy
Accumulating
Replication
Full replication
Sustainable
Yes

🛡️ Risk & Structural Analysis

Multi-Factor Risk Model & Market Data

5/7 Elevated
68/100 Moderate
Diversification Score
68/100 Moderate
3Y Volatility
13.1% p.a.
Max Drawdown (3Y)
-19.5%
Sharpe Ratio (3Y)
0.39
Beta Factor
0.00
Notes & Warnings
Fund Volume (AUM) ⚠️ Fund closure risk (< 50M € AUM)
⚠️ Fund closure risk (< 50M € AUM)
⚠️ Elevated Commodity Sensitivity: 29% of fund depends directly on energy and raw material prices (oil, metals, basic materials).
⚠️ Elevated Interest Rate Sensitivity: 38% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
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