Ossiam
0USE.DE
LU2997383372
S&P 500 - 1C (EUR)
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Analytics & Allocation

Detailed breakdown by growth drivers, valuation & quality, and asset allocation

Synthetic Replication Note (Swap ETF)

Synthetic (Swap)

The reported holdings, valuation ratios (P/E, etc.), and analyst estimates reflect the fund's underlying collateral/substitute basket, not the actual composition of the tracked index.

Growth Drivers (Estimates)

Largest contributors to earnings and revenue growth

Balance Sheet & Financial Health

Aggregated leverage and valuation structure

Weighted P/E
22.65
Weighted Fwd P/E
15.95
Avg P/FCF
23.11
Avg FCF Yield
2.97%
Avg EV / EBITDA
45.42
Avg EV / Revenue
8.46
Avg Price-to-Book (P/B)
14.28
Avg Price-to-Sales (P/S)
8.27
Avg Dividend Yield
0.00%
P/E Compression (Trailing vs Fwd)
-29.59%
Avg Debt-to-Equity (D/E)
121.07%
<50% (38.6%) 50-150% (27.6%) >150% (22.15%) Unreported (11.65%)

Profitability Analysis

75 Holdings Count
Profitable 100%
Profitable 100%
75 Holdings Count (100%)
Unprofitable 0%
0 Holdings Count (0%)

ETF Concentration (Cumulative Weight)

Cumulative weight of positions (Lorenz curve)

Moderate Concentration
Top 5
28.1%
Top 10
44.6%
Top 25
73.4%
50% Threshold
Top 12
The top 10 positions account for 44.6% of the portfolio. A healthy balance between a strong core and diversification. The steeper the curve initially rises, the more the largest positions dominate the fund volume.

Geographic Distribution

5 Countries
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0% (No exposure)
Tiers:
Low (0.1%+)
Med (23.1%+)
High (60.0%+)
Top (83.1%+)

Country Breakdown

Max: 92.32%
US US US
92.32%
GB GB GB
2.24%
NL NL NL
1.26%
BM BM BM
0.65%
CH CH CH
0.02%

Sector Distribution

9 Sector
Technology
40.93%
Consumer Cyclical
10.61%
Energy
9.48%
Industrials
9.45%
Financial Services
8.19%
Utilities
7.21%
Healthcare
3.75%
Consumer Defensive
3.58%
Other
3.28%

Industry Distribution

46 Industries
Semiconductor Equipment & Materials
12.22%
Banks - Diversified
7.52%
Consumer Electronics
6.38%
Oil & Gas Integrated
6.33%
Semiconductors
6.20%
Utilities - Regulated Electric
5.82%
Software - Infrastructure
5.49%
Software - Application
5.39%
Other
41.14%

Market Cap Distribution

75 Holdings Count
Mega Cap (> 200B)
(17) 37.64%
Large Cap (10B - 200B)
(49) 53.19%
Mid Cap (2B - 10B)
(6) 4.49%
Small / Micro Cap (< 2B)
(3) 1.17%
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