Factsheet and Information Brochure
Factsheet
Target Market
Costs and charges
Fund rules (159 kB)
Prospectus (1488 kB)
Periodic reports
Sustainability SFDR (391 kB)
Annual Report (10920 kB)
Semi-annual report (1198 kB)
Marketing material
Brief fund information
Summary SFDR (137 kB)
XACT OMXS30 ESG (UCITS ETF)
Legal name: XACT OMXS30 ESG (UCITS ETF)
Exchange traded fund Registered in Sweden (UCITS)
About risk
Historical yields are not a guarantee of future returns. A fund can both increase and decrease in value and it is not guaranteed that you will recover the entire invested amount. Note that a fund with risk level 5-7, as stated in the fund's fact sheet (KID), can vary greatly in value due to the fund's composition and management methodology. The prospectus, fund rules and KID are available under each fund. Summary of investors' rights.
Objectives and Investment Policy
The fund is an exchange-traded index fund with the objective to track the performance of the OMX Stockholm 30 ESG Responsible Index as closely as possible. The fund is passively managed.
The fund is passively managed. Fund returns are determined by how the fund's investments in equities increase or decrease in value. The index will be replicated through physical replication. The method selected for replication means that the fund invests directly in those equities included in the index, i.e., full replication. Tracking error is expected to be less than 0.2% under normal market conditions. The management fee, as well as customer flows, index rebalancing and corporate events all result in transaction costs for the fund, which are not present in the index. These are the main factors that impact the fund’s ability to replicate the index.
The index consists of the 30 most-traded shares on the Nasdaq OMX Nordic Exchange Stockholm (Stockholm stock exchange), excluding those companies that do not meet index sustainability requirements.
The fund follows an index that includes sustainability requirements. Companies that do not meet the defined requirements for sustainability are excluded from the index. The sustainability requirements include international standards and guidelines for the environment, social responsibility and corporate governance. The requirements also include the fund’s exclusion of companies involved in the production or distribution of fossil fuels, military equipment, tobacco, alcohol, gambling, cannabis and pornography.
The fund can invest in derivative instruments as part of the fund’s investment focus. However, the use of derivative instruments is of such a nature that it only has a marginal impact on the fund’s risk level.
The fund does not distribute dividends. All income is reinvested in the fund.
Normally, you can purchase and sell fund units on the stock market, the so-called secondary market, on all banking days. You can also create and redeem units directly with the management company on the so-called primary market.
Additional information about the sustainability work and the funds index, may be found in the prospectus.
Recommendation: This fund may not be suitable for investors who plan to withdraw their money within 5 years.
Performance
In percent including distribution
| Performance | Fund 1 | Index 2 |
|---|---|---|
| 30.04.2023 | 12.44 | 12.45 |
| 2022 | -14.52 | -14.15 |
| 2021 | 33.68 | 33.86 |
| 2020 | 7.29 | 7.44 |
| 2019 | 30.49 | 30.72 |
| Average. perf. | Fund 1 | Index 2 |
|---|---|---|
| 2 years | 3.41 | 3.70 |
| 3 years | 15.43 | 15.68 |
| 5 years | 10.21 | 10.42 |
| 10 years | 9.74 | 9.95 |
Sector Breakdown 30.04.2023
Industrials 42.43%
Financials 24.36%
Information Technology 9.78%
Health Care 5.94%
Consumer Discretionary 5.87%
Consumer Staples 3.90%
Telecommunication Services 3.72%
Materials 3.72%
Real Estate 0.29%
Largest holdings 30.04.2023
| Atlas Copco AB Class A | 9.70% |
| Investor AB Class B | 7.81% |
| Volvo AB Class B | 6.53% |
| Hexagon AB Class B | 5.91% |
| Sandvik AB | 5.10% |
| Assa Abloy AB Class B | 5.02% |
| Skandinaviska Enskilda Banken AB Class A | 4.89% |
| AstraZeneca PLC | 4.62% |
| Hennes & Mauritz AB Class B | 4.27% |
| Atlas Copco AB Class B | 4.00% |
| All holdings | |
Style Box™ 30.04.2023
Risk measures (3 years) 30.04.2023
| Total risk | 16.93% |
| Total risk in index | 16.92%* |
| Tracking error | 0.14%* |
| Information ratio | -1.88* |
| Sharpe ratio | 0.90 |
| Sharpe ratio index | 0.91* |
Distributions are reinvested in the funds and their benchmarks to obtain relevant comparisons. All key figures are calculated on the basis of effective annual yields. Values for the past three years have been used for the majority of funds. For newer funds Handelsbanken Fonder AB uses Bloomberg Port for risk forecast calculations.
Total risk/Total risk in index is stated as the standard deviation for variations in the fund/index's monthly yields. The higher the number, the higher the risk.
Tracking error is measured as the standard deviation for the difference between yields in the fund and its benchmark (variation in relative yields). The historical tracking error indicates how much the fund’s yield has deviated from its benchmark.
Information ratio is a measure of the active returns attained by the fund by deviating from its benchmark. It is the ratio between the active returns and the tracking error. A negative information ratio means that the fund has underperformed its benchmark.
Sharpe ratio/Sharpe ratio is a measure of the fund/index’s return, taking into account the risk of the fund/index. A high return attained at a lower risk is better than an equivalent return attained at a high risk. Calculated, on the one hand, as the ratio between the return, less the risk-free interest (interest on government securities) and, on the other hand, the total risk of the fund/index. The Sharpe ratio is most relevant to compare the yields of various markets, while taking risk into account.
Total risk/Total risk in index is stated as the standard deviation for variations in the fund/index's monthly yields. The higher the number, the higher the risk.
Tracking error is measured as the standard deviation for the difference between yields in the fund and its benchmark (variation in relative yields). The historical tracking error indicates how much the fund’s yield has deviated from its benchmark.
Information ratio is a measure of the active returns attained by the fund by deviating from its benchmark. It is the ratio between the active returns and the tracking error. A negative information ratio means that the fund has underperformed its benchmark.
Sharpe ratio/Sharpe ratio is a measure of the fund/index’s return, taking into account the risk of the fund/index. A high return attained at a lower risk is better than an equivalent return attained at a high risk. Calculated, on the one hand, as the ratio between the return, less the risk-free interest (interest on government securities) and, on the other hand, the total risk of the fund/index. The Sharpe ratio is most relevant to compare the yields of various markets, while taking risk into account.
Facts
| Fund Facts | |
|---|---|
| Fund managed by | Anders Dolata |
| Country of registration | Sweden |
| Main category | Equity Fund |
| Sub category | Nordic |
| Fund, date of launch | 30.10.2000 |
| Share class, date of launch | 30.10.2000 |
| Fund assets | 7,394 MSEK (30.04.2023) |
| Reporting Currency | SEK |
| Trading Currency | SEK |
| Instrument category | Uncomplicated |
| UCITS | Yes |
| ISIN | SE0000693293 |
| Short name | XACT OMXS30 |
| Available for sale | Finland, Norway, Sweden |
| Fund Company Facts | |
|---|---|
| Management Company | Handelsbanken Fonder AB |
| Approval of fund operations | 06.05.1991 |
| Other approvals |
Discretionary Asset Management Manager of Alternative Investment Funds (AIFs) Provide investment advice Receive and forward orders
|
| Custodian Institution | J. P. Morgan SE - Stockholm Bankfilial |
| Legal domicile of fund | Stockholm, Sweden |
| Regulation Authority | Swedish Financial Supervisory Authority |
| Auditor | Ernst & Young AB |
| Complaints Manager | Jörgen Larson |