Date | Fund AUM | NAV | ISIN Code |
19/02/14 | 4 931 453$ | 180.639$ | LU0799656342 |
Date | Fund AUM | NAV | Reference index level | Currency | ISIN Code | TER |
19/02/14 | 4 931 453$ | 180.639$ | 187.10 | USD | LU0799656342 | 0.65% |
- Introduction
- Characteristics
- Exposure
- Performances
- Composition
The investment objective of the Fund is to replicate, before the Fund’s fees and expenses, the performance of the Ossiam World Minimum Variance Index NR.
The aim of the Index is to deliver the net total return performance of a selection of stocks, from the S&P Global 1200® Index that are the most liquid and weighted to minimize the volatility of the total portfolio (optimal weights).
As a result, the index reflects the performance of a dynamic selection of the most liquid among the largest stocks from the S&P Global 1200® Index.
Please note that if the currency of the fund/share class is different from the currency of your area, any losses or gains generated by the fund/share class may be affected by exchange rate fluctuations (both upward and downward).
Inception date | 04/09/2012 |
Legal form | Luxembourg SICAV |
Listing place | Bourse de Luxembourg |
UCITS V | Yes |
Currency | USD |
TER | 0.65% |
Minimum investment | 1 unit |
Parity | 1 |
Dividends | Accumulating |
Replication type | Physical |
Country(ies) of registration | Luxembourg, France, Germany, Italy, Switzerland, United Kingdom |
Cut off time | 4 pm (Luxembourg time) on prior dealing day |
Investment manager | Ossiam |
Management company | Ossiam |
Liquidity provider | BNP Paribas |
Information and paying agent | State Street Bank Luxembourg S.A. |
Depositary / Administrative Agent | State Street Bank Luxembourg S.A. |
Auditor | Deloitte Audit S.a r.l |
Authorized Participants | See section : Partners |
Name of the reference index | ISIN Code |
Ossiam World Minimum Variance Index NTR |
Name of the reference index | ISIN Code | Reuters RIC | Bloomberg Ticker | Methodology |
Ossiam World Minimum Variance Index NTR | .OWMVNR | OWMVNR |
OSSIAM WORLD MINIMUM VARIANCE NR tracks the performance of the Ossiam Minimum Variance strategy applied to a portfolio of global equities from developed markets. The investment process is embedded in the Ossiam World Minimum Variance Index NTR. The aim of the index is to deliver the net total return performance of a selection of stocks, from the S&P Global 1200® Index that are the most liquid and weighted to minimize the volatility of the total portfolio (optimal weights). As a results, the index reflects the performance of a dynamic selection of the most liquid among the largest stocks from the S&P Global 1200®.
Source: Standard & Poor's - Calculation by Ossiam
Source: Standard & Poor's - Calculation by Ossiam
![]() |
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 World Minimum Variance Index Net Return (the "Index") is the exclusive property of Ossiam, which has contracted with Standard & Poor's Financial Services LLC ("S&P") to maintain and calculate the Index. Standard & Poor's® and S&P® are registered trademarks of Standard & Poor's Financial Services LLC Calculated by S&P Custom Indices and its related stylized mark(s) are service marks of Standard & Poor's Financial Services LLC and have been licensed for use by Ossiam. S&P and its affiliates shall have no liability for any errors or omissions in calculating the Index." OSSIAM WORLD MINIMUM VARIANCE NR is not sponsored, endorsed, sold or promoted by S&P, its affiliates or their third party licensors and neither S&P, its affiliates nor their its third party licensors make any representation regarding the advisability of investing in OSSIAM WORLD MINIMUM VARIANCE NR.
Source: Ossiam / Bloomberg - Calculation by Ossiam. Past performance is not a reliable indicator of future performance.
![]() |
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 World Minimum Variance Index Net Return (the "Index") is the exclusive property of Ossiam, which has contracted with Standard & Poor's Financial Services LLC ("S&P") to maintain and calculate the Index. Standard & Poor's® and S&P® are registered trademarks of Standard & Poor's Financial Services LLC Calculated by S&P Custom Indices and its related stylized mark(s) are service marks of Standard & Poor's Financial Services LLC and have been licensed for use by Ossiam. S&P and its affiliates shall have no liability for any errors or omissions in calculating the Index." OSSIAM WORLD MINIMUM VARIANCE NR is not sponsored, endorsed, sold or promoted by S&P, its affiliates or their third party licensors and neither S&P, its affiliates nor their its third party licensors make any representation regarding the advisability of investing in OSSIAM WORLD MINIMUM VARIANCE NR.
For the sake of transparency, Ossiam publishes the full composition of the reference index (with a delay of 2 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)".
Name | ISIN Code | Weights | Close price | Currency |
SOUTHERN CO/THE | US8425871071 | 3.22% | 49.22 | USD |
CME GROUP INC | US12572Q1058 | 2.88% | 180.40 | USD |
NISSAN MOTOR CO LTD | JP3672400003 | 2.55% | 938.30 | JPY |
NEXTERA ENERGY INC | US65339F1012 | 2.49% | 182.85 | USD |
ASTELLAS PHARMA INC | JP3942400007 | 2.46% | 1 663.00 | JPY |
MCDONALD'S CORP | US5801351017 | 2.21% | 174.15 | USD |
DUKE ENERGY CORP | US26441C2044 | 2.11% | 89.59 | USD |
CONSTELLATION BRANDS INC-A | US21036P1084 | 2.08% | 174.77 | USD |
Northrop Grumman Corp | US6668071029 | 1.85% | 283.30 | USD |
Public Storage | US74460D1090 | 1.74% | 207.96 | USD |
Name | ISIN Code | Weights | Close price | Currency |
SOUTHERN CO/THE | US8425871071 | 3.22% | 49.22 | USD |
CME GROUP INC | US12572Q1058 | 2.88% | 180.40 | USD |
NISSAN MOTOR CO LTD | JP3672400003 | 2.55% | 938.30 | JPY |
NEXTERA ENERGY INC | US65339F1012 | 2.49% | 182.85 | USD |
ASTELLAS PHARMA INC | JP3942400007 | 2.46% | 1 663.00 | JPY |
MCDONALD'S CORP | US5801351017 | 2.21% | 174.15 | USD |
DUKE ENERGY CORP | US26441C2044 | 2.11% | 89.59 | USD |
CONSTELLATION BRANDS INC-A | US21036P1084 | 2.08% | 174.77 | USD |
Northrop Grumman Corp | US6668071029 | 1.85% | 283.30 | USD |
Public Storage | US74460D1090 | 1.74% | 207.96 | USD |
Source: Standard & Poor's - 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 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)".
Name | ISIN Code | Weights |
SOUTHERN CO/THE | US8425871071 | 3.26% |
CME GROUP INC | US12572Q1058 | 2.91% |
Nissan Motor Co Ltd | JP3672400003 | 2.57% |
NEXTERA ENERGY INC | US65339F1012 | 2.52% |
ASTELLAS PHARMA INC | JP3942400007 | 2.48% |
MCDONALD'S CORP | US5801351017 | 2.23% |
DUKE ENERGY CORP | US26441C2044 | 2.13% |
CONSTELLATION BRANDS INC-A | US21036P1084 | 2.10% |
NORTHROP GRUMMAN CORP | US6668071029 | 1.87% |
Public Storage | US74460D1090 | 1.75% |
Name | ISIN Code | Weights |
SOUTHERN CO/THE | US8425871071 | 3.26% |
CME GROUP INC | US12572Q1058 | 2.91% |
Nissan Motor Co Ltd | JP3672400003 | 2.57% |
NEXTERA ENERGY INC | US65339F1012 | 2.52% |
ASTELLAS PHARMA INC | JP3942400007 | 2.48% |
MCDONALD'S CORP | US5801351017 | 2.23% |
DUKE ENERGY CORP | US26441C2044 | 2.13% |
CONSTELLATION BRANDS INC-A | US21036P1084 | 2.10% |
NORTHROP GRUMMAN CORP | US6668071029 | 1.87% |
Public Storage | US74460D1090 | 1.75% |
Source: Standard & Poor's - 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 (%) |
Dissemination in progress |