Ossiam
OSLU.DE
LU3138596575
Shiller US Market Neutral - 1C - USD
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About this ETF

The Ossiam Shiller Barclays CAPE® US Market Neutral UCITS ETF 1C/A (USD) seeks to track the Shiller Barclays CAPE® US Market Neutral index. The Shiller Barclays CAPE® US Market Neutral index tracks US equities. The index measures the relative performance between long exposure to the most attractive US equity sectors, selected based on the Cyclically Adjusted Price Earnings (CAPE®) ratio, price momentum and volatility, and short exposure to the remaining sectors. Sector weights are adjusted on a monthly basis.

TER
0.85%

Total Expense Ratio per year

Fund Size
€1.66M

Assets under management

Holdings
28

Underlying equities

Dividend Yield
-

Accumulating

Fundamentals & Estimates

Weighted valuation multiples and analyst forecasts

Valuation Multiples
Weighted P/E
22.66
Weighted Fwd P/E
16.54
💰 Revenue Estimates
Current Year CY
+24.6% ⌀ 31 Analysts Coverage
Next Year NY
+15.46% ⌀ 32 Analysts Coverage
📈 EPS Estimates (Earnings Per Share)
Current Year CY
+55.84% ⌀ 29 Analysts Coverage
Next Year NY
+20.76% ⌀ 30 Analysts Coverage

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ETF Profile
Provider
Ossiam
Ossiam
Fund Type
ETF
Inception Date
12/29/2025 (9 mos)
Region
-
Sector
-
Theme
-
Distribution Policy
Accumulating
Replication
Swap-based
Sustainable
No

🛡️ Risk & Structural Analysis

Multi-Factor Risk Model & Market Data

4/7 Moderate
68/100 Moderate
Diversification Score
68/100 Moderate
3Y Volatility
-
Max Drawdown (3Y)
-
Sharpe Ratio (3Y)
-
Beta Factor
0.00
Notes & Warnings
Fund Volume (AUM) ⚠️ Fund closure risk (< 50M € AUM)
⚠️ Fund closure risk (< 50M € AUM)
⚠️ Elevated top 10 holdings concentration: 52% of fund in top 10 positions.
⚠️ Sector concentration: 32% in "Technology".
⚠️ Elevated Regulatory & Policy Risk: 40% in heavily regulated industries (defense, regulated utilities, healthcare policy).
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