OEUR

O’Shares Europe Quality Dividend ETF
*Unless otherwise stated, data provided by FactSet.

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.

PERFORMANCE [as of 12/06/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
OEUR -5.22% -6.04% 14.51% 17.53% 10.24% 9.58% --
OEUR (NAV) -3.88% -5.34% 14.95% 17.81% 11.74% 9.41% --
MSCI Europe Large Cap -5.01% -4.28% 11.62% 13.06% 11.92% 9.34% 6.98%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

OEUR Summary Data

O'Shares
08/19/15
Open-Ended Fund
0.48%
$38.67M
$181.34K
0.23%
FEZ, IEV

OEUR Portfolio Data

$127.73B
21.99
4.40
3.49%
N/A
51

OEUR Index Data

O'Shares Europe Quality Dividend Index
Multi-Factor
Multi-Factor
MSCI Europe Large Cap

OEUR Portfolio Management

0.48%
--
--
--

OEUR Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

OEUR Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
High
Daily

OEUR Factset Analytics Block Liquidity

As of 12/07/21
5
4
3
2
1

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 Tradability

6,633
$181.34K
6,023
$167.98K
0.23%
$0.06
0.24%
1.72% / -1.79%
None
29.00%
50,000
0.12
0.20%
0.04%
0
$27.91
4

OEUR Sector/Industry Breakdown


OEUR
Segment Benchmark
22.86%
11.62%
20.93%
15.92%
20.26%
13.68%
11.08%
11.07%
8.36%
8.63%
5.30%
2.89%
3.69%
16.74%
2.19%
4.03%
1.10%
7.26%

OEUR Top 10 Holdings[View All]

5.47%
5.32%
4.30%
3.86%
3.11%
3.10%
2.99%
2.72%
2.54%
2.30%
35.71%

OEUR Countries


OEUR
Segment Benchmark
22.55%
17.05%
19.53%
21.62%
15.69%
17.94%
11.81%
14.53%
8.51%
8.76%
7.10%
3.93%
6.10%
5.10%
4.97%
1.40%
3.74%
4.15%
--
1.06%

OEUR Regions


OEUR
Segment Benchmark
100.00%
99.87%
--
0.13%

OEUR Economic Development


OEUR
Segment Benchmark
100.00%
100.00%

OEUR Performance Statistics

0.82
0.84
0.87
0.81
0.35%
MSCI Europe Large Cap

OEUR MSCI ESG Ratings

7.84 / 10
60.09
82.64
17.05%
--
35.29

OEUR Benchmark Comparison Holdings

51
187
42
43.11%

OEUR Benchmark Comparison Summary


OEUR
Segment Benchmark
51
187
$127.73B
$121.49B
21.99
19.84
4.40
2.13
2.27%
2.42%
Medium
Low

OEUR Benchmark Comparison Market Cap Size


OEUR
Segment Benchmark
97.62%
100.00%
2.38%
0.00%
0.00%
0.00%
0.00%
0.00%