Robeco QI Global Developed Sustainable Enhanced Index Equities I CHF
- Offers exposure close to an index, with an improved sustainability and risk-return profile
- Diversified exposure to an integrated multi-factor stock selection model
- Using proven return factors value, quality and momentum, with improved ESG profile and lower environmental footprints
Despite its popularity, passive investing isn’t offering investors the best available exposure to the equity markets. We argue that enhanced indexing may be an even better alternative.
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About this fund
Price development
Price development
Performance
{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundPerformances.date,'llll') ]}}| Fund | Reference index | |
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| {{'fund.detail.performance.period.sinceInception' | labelize:[ fundDate(fund.fundPerformances.sinceStart.startDate,'MM-YYYY') ]}} |
Annualized (for periods longer than one year).
Cumulized (total amount of return).
Performances are gross of fees and based on closing values. In reality, costs (such as management fees and other costs) are charged. These have a negative effect on the returns shown.
Performances are net of fees and based on transaction prices.
| Fund | Reference index | |
|---|---|---|
Annualized (for periods longer than one year).
Cumulized (total amount of return).
Performances are gross of fees and based on closing values. In reality, costs (such as management fees and other costs) are charged. These have a negative effect on the returns shown.
Performances are net of fees and based on transaction prices.
Statistics
{{'fund.detail.general.perDate' | labelize:[ fundDate( (fund.fundStatistics.date?fund.fundStatistics.date:fund.fundCharacteristics.date) ,'llll') ]}}| 3 years | 5 years | ||
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Fund allocation
{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundAllocations.date,'llll') ]}}| Name | Sector | Weight |
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Fund Classification
| Yes | No | N/A | ||
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| Voting | ||||
| Engagement | ||||
| ESG integration | ||||
| Exclusion |
| Yes | No | N/A | ||
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| Screening | ||||
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| Sustainability Themed Fund |
Currency policy
The fund aims for currency exposures that are close to the benchmark.
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 the main driver in the decision-making process. They are systematically integrated in the highly disciplined investment process, by using the ESG scores of the 3.800 largest companies from the annual RobecoSAM Corporate Sustainability Assessment. For each company the proprietary RobecoSAM score is compared with that of its peers in the sector. Stocks with higher ESG scores are likely to be overweighted in the portfolio. Companies with the lowest score can only be included in the portfolio for portfolio construction reasons up to the benchmark weight. As a signatory to the UN Principles for Responsible Investments, Robeco's dedicated Governance & Active Ownership department conducts engagement activities based on International Corporate Governance Network (ICGN) objectives. Finally, the strategy adheres to Robeco's general exclusion policy, supplemented with restrictions on weapons and tobacco.
Investment policy
Robeco QI Global Developed Sustainable Enhanced Index Equities invests in stocks of companies in developed markets. The selection of these stocks is based on a quantitative model. The fund's objective is to provide a superior sustainability and risk-return profile, by applying a large number of small over- and underweight positions with respect to the index. The fund aims to gain a well-diversified exposure to an integrated multi-factor stock selection model consisting of proven return factors such as value, quality and momentum. The portfolio overweights stocks with an attractive valuation, a profitable operating business, strong price momentum, and positive recent revisions from analysts. The portfolio aims for a significantly better ESG score than the index and reduced footprints for water use, greenhouse gas emissions, waste and energy.
Risk policy
Risk management is fully integrated in the investment process to ensure that positions always meet predefined guidelines.
Michael Strating, Machiel Zwanenburg
Mr. Michael Strating, Executive Vice President, is Head of Quantitative Equities team with Robeco and Portfolio Manager of a number of quantitatively managed accounts. Previously, he was Coordinator of the Global Equity team and held a position as Portfolio Manager European Equities with Robeco. Michael has been working as a Fund Manager since 1990. He graduated from the Erasmus University Rotterdam and holds Master's degree in both Law and in Business Economics. Michael Strating is registered with the Dutch Securities Institute. Mr. Zwanenburg is a Portfolio Manager within the Quantitative Equities team. His primary focus is Robeco's quantitative developed market strategies. Previously, he held positions as Senior Risk Manager RobecoSAM and Head of Client Portfolio Risk at Robeco. He joined Robeco in 1999 as part of the Quantitative Research department. He holds a Master's degree in Econometrics from Erasmus University Rotterdam and a Master's degree in Economics from the London School of Economics and Political Science.
Details
{{'fund.detail.general.perDate' | labelize:[ fundDate(fund.fundFacts.date,'llll') ]}}| Management company | |
| Fund capital | |
| Outstanding shares | |
| ISIN | LU1793227817 |
| Bloomberg | RQSEIIC LX |
| Valoren | 40916146 |
| WKN | |
| Availability | |
| 1st quotation date | 1522108800000 |
| Close financial year | 31-12 |
| Legal status | |
| Tracking error limit (%) | |
| Reference index |
Cost of this fund
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Transaction costs |
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Performance fee |
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Extra fees
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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 0.01% 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
Investors who are not subject to (exempt from) Dutch corporate-income tax (e.g. pension funds) are not taxed on the achieved result. Investors who are subject to Dutch corporate-income tax can be taxed for the result achieved on their investment in the fund. Dutch bodies that are subject to corporate-income tax are obligated to declare interest and dividend income, as well as capital gains in their tax return. Investors residing outside the Netherlands are subject to their respective national tax regime applying to foreign investment funds. We advise individual 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.
