Easy Equity Low Vol US ETF is a single factor strategy on US Low Volatility
Concept of the Fund:
The BNP Paribas Easy Equity Low Vol US UCITS ETF aims to replicate the performance of the BNP Paribas Equity Low Vol US 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 US stocks whose historical volatility is low.
- Firstly, Easy Equity Low Vol US 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.