OEURO’Shares Europe Quality Dividend ETF
OEUR Fund Description
OEUR tracks an index that selects and weights large and mid-cap Europe stocks based on three factors: high quality, low volatility, and high dividend yield.
OEUR Factset Analytics Insight
OEUR, along with the US-focused OUSA, was part of the first launch from O’Shares Investments. The fund brings a factor-based, high-dividend-yield approach to the large-cap-European equity markets. Constituents in the underlying index are selected from the S-Network Europe 500 Index —roughly 500 of the largest publicly listed companies within developed Europe—and weighted by three factors: high quality, low volatility and high dividend yield. Multiple metrics within each factor are averaged to develop an overall ranking score for each security. Securities are weighted based on a score-modified market-cap, with the top 50 highest weighted companies being selected for the portfolio. The fund places a 5% cap on any one constituent at each quarterly rebalance to avoid over concentration, and applies a sector weight cap of 22% during semi-annual reconstitution. Prior to June 1. 2020, OEUR was named O'Shares FTSE Europe Quality Dividend ETF and tracked FTSE Developed Europe Qual/Vol/Yield 5% Capped Factor Index.
OEUR MSCI ESG Analytics Insight
O’Shares Europe Quality Dividend ETF has an MSCI ESG Fund Rating of AA based on a score of 7.84 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.
The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. O’Shares Europe Quality Dividend ETF ranks in the 83th percentile within its peer group and in the 60th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.
OEUR MSCI FaCS and Factor Box
MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.
OEUR Summary Data
OEUR Portfolio Data
OEUR Index Data
OEUR Portfolio Management
OEUR Tax Exposures
OEUR Fund Structure
OEUR Factset Analytics Block Liquidity
This measurement shows how easy it is to trade a $1 million USD block of OEUR. OEUR is rated a 4 out of 5.
OEUR Sector/Industry Breakdown
OEUR Top 10 Holdings[View All]
OEUR Economic Development
OEUR Performance Statistics
OEUR MSCI ESG Ratings
OEUR Benchmark Comparison Summary
OEUR Benchmark Comparison Market Cap Size