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Index | JP Morgan Equity Risk Premia Europe Multi Factor Long Only |
Investment focus | Equity, Europe, Multi-Factor Strategy |
Fund size | EUR 27 m |
Total expense ratio | 0.40% p.a. |
Replication | Synthetic (Unfunded swap) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | EUR |
Currency risk | Currency unhedged |
Volatility 1 year (in EUR) | 26.58% |
Inception/ Listing Date | 30 September 2015 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Luxembourg |
Fund Provider | Amundi ETF |
Fund Structure | Company With Variable Capital (SICAV) |
UCITS compliance | Yes |
Administrator | SGSS |
Investment Advisor | |
Custodian Bank | SGSS |
Revision Company | DELOITTE |
Fiscal Year End | 31 October |
Swiss representative | Société Générale, Paris, Zweigniederlassung Zürich |
Swiss paying agent | Société Générale, Paris, Zweigniederlassung Zürich |
Tax data | Bundesanzeiger | |
Germany | Tax transparent | |
Switzerland | No ESTV Reporting | |
Austria | Tax Reporting Fund | |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | J.P. Morgan |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
YTD | -25.11% |
1 month | -16.77% |
3 months | -25.60% |
6 months | -18.70% |
1 year | -15.81% |
3 years | -10.60% |
5 years | - |
Since inception (MAX) | - |
2023 | +26.41% |
2022 | -10.75% |
2021 | +11.06% |
2020 | -0.96% |
Volatility 1 year | 26.58% |
Volatility 3 years | 17.79% |
Volatility 5 years | - |
Return per risk 1 year | -0.59 |
Return per risk 3 years | -0.21 |
Return per risk 5 years | - |
Maximum drawdown 1 year | - |
Maximum drawdown 3 years | - |
Maximum drawdown 5 years | - |
Maximum drawdown since inception | - |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
Stuttgart Stock Exchange | EUR | LYX5 | - - | - - | - |
SIX Swiss Exchange | CHF | LYX5 | LYX5 SW LYX5SWIV | LYX5.S LYX5SWINAV=SOLA | Société Générale |
XETRA | EUR | LYX5 | LYX5 GY LYXFIV | LYX5.DE LYXFINAV=SOLA | Société Générale |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI Europe Multifactor UCITS ETF | 202 | 0.45% p.a. | Accumulating | Sampling |
First Trust Eurozone AlphaDEX UCITS ETF Acc | 68 | 0.65% p.a. | Accumulating | Full replication |
UBS ETF (LU) MSCI EMU Select Factor Mix UCITS ETF (EUR) A-acc | 12 | 0.34% p.a. | Accumulating | Full replication |
iShares Edge MSCI Europe Multifactor UCITS ETF EUR (Dist) | 4 | 0.45% p.a. | Distributing | Sampling |