Ossiam
CAPE.PA
LU1079842321
Shiller Europe - 1C - EUR
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About this ETF

The Ossiam Shiller Barclays CAPE® Europe Sector Value TR UCITS ETF 1C (EUR) seeks to track the Shiller Barclays CAPE® Europe Sector Value index. The Shiller Barclays CAPE® Europe Sector Value Strategy invests in European equity sectors that are considered undervalued based on their relative CAPE (cyclically adjusted price-to-earnings ratio).

TER
0.65%

Total Expense Ratio per year

Fund Size
€155.08M

Assets under management

Holdings
51

Underlying equities

Dividend Yield
0%

Accumulating

Fundamentals & Estimates

Weighted valuation multiples and analyst forecasts

Valuation Multiples
Weighted P/E
15.7
Weighted Fwd P/E
12.4
💰 Revenue Estimates
Current Year CY
+7.34% ⌀ 14 Analysts Coverage
Next Year NY
+6.3% ⌀ 14 Analysts Coverage
📈 EPS Estimates (Earnings Per Share)
Current Year CY
+17.64% ⌀ 13 Analysts Coverage
Next Year NY
+11.5% ⌀ 13 Analysts Coverage

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ETF Profile
Provider
Ossiam
Ossiam
Fund Type
ETF
Inception Date
12/30/2014 (11 yrs)
Region
Europe
Country
-
Strategy
Value
Theme
-
Distribution Policy
Accumulating
Replication
Swap-based
Sustainable
No

🛡️ Risk & Structural Analysis

Multi-Factor Risk Model & Market Data

5/7 Elevated
68/100 Moderate
Diversification Score
68/100 Moderate
5Y Volatility
13.1% p.a.
Max Drawdown (5Y)
-15.3%
Sharpe Ratio (5Y)
0.41
Beta Factor
0.76
Notes & Warnings
Fund Volume (AUM) Solid fund volume
🟡 Moderate analyst coverage (12.7 analysts)
⚠️ Elevated Interest Rate Sensitivity: 40% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 46% in heavily regulated industries (defense, regulated utilities, healthcare policy).
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