Robeco QI European Conservative Equities F USD

Index: MSCI Europe Index (Net Return, USD)
ISIN: LU1736382729
  • Aims for European equity returns with lower downside risk
  • Target stable equity returns and high income
  • Low-risk stocks with attractive valuation and positive momentum
Assets class
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Currency USD
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Dividend payingNo

About this fund

Robeco QI European Conservative Equities invests in low-volatile stocks in European economies. The fund's long-term aim is to achieve returns comparable to those on European market stocks, but at a distinctly lower level of downside risk. The selection of these low-volatile stocks is carried out using a quantitative model, which ranks stocks in a variety of ways, including market sensitivity, volatility, valuation and momentum.


No performance data available


Robeco QI European Conservative Equities F USD


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Subject 3 years 5 years
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Fund Classification

ESG integration
Sustainability Themed Fund

Fund allocation

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Name Sector Weight

Currency policy

Currency risk will not be hedged. Exchange-rate fluctuations will therefore directly affect the fund's share price.

Dividend policy

The fund does not distribute dividend. The fund retains any income that is earned, and so its entire performance is reflected in its share price.

ESG Integration policy

Environment, Social and Governance (ESG) factors are systematically integrated in the highly disciplined investment process, by using the ESG scores of more than 4,000 listed companies from the annual RobecoSAM Corporate Sustainability Assessment. The ESG integration aims for an average ESG score of the portfolio at least as high as the ESG score of the index. This ensures that stocks with higher ESG scores are more likely to be overweighted in the portfolio, while stocks of companies that have very poor ESG scores are more likely to be underweighted in the portfolio. With these portfolio construction rules we aim for an ESG profile of the fund that is above average compared to its peers. In addition, stocks with corporate governance issues or stocks that have major litigation or regulatory risk may be excluded from the investable universe. Next to ESG integration, Robeco has an exclusion policy and conducts proxy voting and engagement activities based on International Corporate Governance Network objectives.

Investment policy

The Robeco European Conservative Equity Fund's objective is to deliver long-term equity returns at distinctly lower risk than that of a market capitalization weighted index. It aims to achieve a higher Sharpe ratio than equities in the long term. The fund invests in stocks that show lower volatility combined with good upside potential. It combines the outcome of a stock selection model with a disciplined portfolio construction algorithm. This prudent investment approach results in a low turnover portfolio of low-risk stocks with low valuation and positive market sentiment.

Risk policy

Risk management is fully integrated in the investment process to ensure that positions always meet predefined guidelines.

Expectation of fund manager

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The European Conservative Equities fund invests in low volatility stocks with lower expected downside risk and good upside potential. The more stable stocks tend to be overlooked by investors, though they offer relatively high returns given their risk profile. We expect the fund to do particularly well during down markets and volatile market conditions. In a very bullish environment, the fund could lag the overall market, yet still deliver good absolute returns. In the long term, we expect stable equity returns and high income with considerably lower downside risk.

Pim van Vliet, Arlette van Ditshuizen, Maarten Polfliet, Jan Sytze Mosselaar, Arnoud Klep
Pim van Vliet, Arlette van Ditshuizen, Maarten Polfliet, Jan Sytze Mosselaar, Arnoud Klep

Pim van Vliet, Arlette van Ditshuizen, Maarten Polfliet, Jan Sytze Mosselaar, Arnoud Klep

Mr. Van Vliet is the head of the Conservative Equities team. Pim joined Robeco in 2005 as a Quantitative Researcher. He has published academic research in the Journal of Banking and Finance, Management Science, the Journal of Portfolio Management and other journals. He is a guest lecturer at several universities, advocates low-volatility investing at international seminars and is author of the book High Returns from Low Risk. Pim holds a PhD and an MSc (cum laude) in Financial and Business Economics from Erasmus University Rotterdam. Ms. Van Ditshuizen is a Portfolio Manager within the Conservative Equities team. Previously, Arlette was Risk Manager with Robeco and held a position as Portfolio Manager and Head of Derivatives Structures with Robeco. She started her career in 1997 at Robeco after graduating from Erasmus University Rotterdam with a Master's degree in Econometrics. Mr. Polfliet is a Portfolio Manager within the Conservative Equities team. Maarten joined Robeco in 2005. Previously, he was Client Portfolio Manager Quantitative Equities with Robeco. He started his career as portfolio manager at SNS Bank in 1999 after graduating from Tilburg University with a Master’s degree in Financial Economics. Mr. Mosselaar is a Portfolio Manager within the Conservative Equities team. Previously, Jan-Sytze was Portfolio Manager in the Robeco Asset Allocation department, managing multi-asset allocation funds, quant allocation funds and fiduciary pension mandates. He started his career at Robeco in 2004 after graduating from the University of Groningen with a Master’s degree in Business Economics. Mr. Klep is a Portfolio Manager within the Conservative Equities team. Previously, Arnoud was Head of Structured Investments with Robeco, managing various quantitative investment strategies. He started his career in the Robeco Quantitative Research department in 2001 after graduating from Tilburg University with a Master’s degree in Econometrics.


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Management companyRobeco Luxembourg S.A.
Fund capital
Outstanding shares
AvailabilityLU, SG, ES, CH
1st quotation date1513209600000
Close financial year31-12
Legal statusInvestment company with variable capital incorporated under Luxembourg law (SICAV)
Reference index

Cost of this fund

Ongoing charges

This fund deducts ongoing charges of
These charges comprise
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Transaction costs

The expected transaction costs are

Performance fee

This fund may also deduct a performance fee of

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Fiscal product treatment

The fund is established in Luxembourg and is subject to the Luxembourg tax laws and regulations. The fund is not liable to pay any corporation, income, dividend or capital gains tax in Luxembourg. The fund is subject to an annual subscription tax ('tax d'abonnement') in Luxembourg, which amounts to 0.05% of the net asset value of the fund. This tax is included in the net asset value of the fund. The fund can in principle use the Luxembourg treaty network to partially recover any withholding tax on its income.

Fiscal treatment of investor

The fiscal consequences of investing in this fund depend on the investor's personal situation. For private investors in the Netherlands real interest and dividend income or capital gains received on their investments are not relevant for tax purposes. Each year investors pay income tax on the value of their net assets as at 1 January if and inasmuch as such net assets exceed the investor’s tax-free allowance. Any amount invested in the fund forms part of the investor's net assets. Private investors who are resident outside the Netherlands will not be taxed in the Netherlands on their investments in the fund. However, such investors may be taxed in their country of residence on any income from an investment in this fund based on the applicable national fiscal laws. Other fiscal rules apply to legal entities or professional investors. We advise investors to consult their financial or tax adviser about the tax consequences of an investment in this fund in their specific circumstances before deciding to invest in the fund.


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