Easy Equity Low Vol Europe ETF is a single factor strategy on European Low Volatility

Investment Theme

Asset class

Style

Concept of the Fund:

The BNP Paribas Easy Equity Low Vol Europe UCITS ETF aims to replicate the performance of the BNP Paribas Equity Low Vol Europe TR Index and to maintain the Tracking Error between the sub-fund and the index below 1%. The Index offers exposure to the performance of European stocks whose historical volatility is low.

Key points:

• Firstly, Easy Equity Low Vol Europe UCITS ETF is a strategy based on Low-volatility investing, grounded in the findings of quantitative finance, seeks to exploit the higher risk-adjusted returns generated by low risk stocks.
• Moreover, a systematic and transparent index that selects companies based on the most relevant indicators for Low Vol allocation.
• In addition, a sector approach in order to diversify the generation of potential returns across all sectors.

Performance data and latest documents

 

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