
LU3138596575

LU3138596575
Shiller US Market Neutral - 1C - USD
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About this ETF
The Ossiam Shiller Barclays CAPE® US Market Neutral UCITS ETF 1C/A (USD) seeks to track the Shiller Barclays CAPE® US Market Neutral index. The Shiller Barclays CAPE® US Market Neutral index tracks US equities. The index measures the relative performance between long exposure to the most attractive US equity sectors, selected based on the Cyclically Adjusted Price Earnings (CAPE®) ratio, price momentum and volatility, and short exposure to the remaining sectors. Sector weights are adjusted on a monthly basis.
TER
0.85%
Total Expense Ratio per year
Fund Size
€1.66M
Assets under management
Holdings
28
Underlying equities
Dividend Yield
-
Accumulating
Fundamentals & Estimates
Weighted valuation multiples and analyst forecasts
Valuation Multiples
Weighted P/E
22.66
Weighted Fwd P/E
16.54
💰 Revenue Estimates
Current Year CY
+24.6% ⌀ 31 Analysts Coverage
Next Year NY
+15.46% ⌀ 32 Analysts Coverage
📈 EPS Estimates (Earnings Per Share)
Current Year CY
+55.84% ⌀ 29 Analysts Coverage
Next Year NY
+20.76% ⌀ 30 Analysts Coverage
Related ETFs
ETF Profile
Provider

Fund Type
ETF Type
Passive Inception Date
12/29/2025 (9 mos)
Index Group
Shiller Barclays CAPE Sector Value Region
-
Country
United States Sector
-
Strategy
Multi Factor Theme
-
Distribution Policy
Accumulating Replication
Swap-based Sustainable
No 🛡️ Risk & Structural Analysis
Multi-Factor Risk Model & Market Data
4/7 Moderate
Diversification Score: 68/100 Moderate
Diversification Score
68/100 Moderate
3Y Volatility
-
Max Drawdown (3Y)
-
Sharpe Ratio (3Y)
-
Beta Factor
0.00
Notes & Warnings
Fund Volume (AUM) ⚠️ Fund closure risk (< 50M € AUM)
⚠️ Fund closure risk (< 50M € AUM)
⚠️ Elevated top 10 holdings concentration: 52% of fund in top 10 positions.
⚠️ Sector concentration: 32% in "Technology".
⚠️ Elevated Regulatory & Policy Risk: 40% in heavily regulated industries (defense, regulated utilities, healthcare policy).