Enhanced-beta strategy with monthly optimal allocation to 11 Commodities curves.

Asset Class

Style

Concept of the Fund:

The BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF aims to replicate the performance of the BNP Paribas Energy & Metals Enhanced Roll TR Index (BNPIC52T Index) and to maintain the Tracking Error between the sub-fund and the index below 1%. The index offers investors a long, static exposure to the commodity market (ex-Agriculture and Livestock).

Key points:

•  Diversified allocation to the Commodities universe of the Bloomberg Commodity ex-Agriculture and Livestock Capped Index, with weights rebalanced to those of this benchmark index once a month.
• Moreover, optimal investment on the forward curve thanks to the S&P GSCI Dynamic Roll methodology, which aims at reducing the carry costs associated with long commodity futures positions.

Performance data and latest documents