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Index | Scientific Beta Developed Europe HFI Multi-Beta Multi-Strategy Six-Factor EW Market Beta Adjusted |
Investment focus | Equity, Europe, Multi-Factor Strategy |
Fund size | EUR 2 m |
Total expense ratio | 0.30% 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) | 9.80% |
Inception/ Listing Date | 5 December 2017 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Ireland |
Fund Provider | Morgan Stanley |
Fund Structure | Open-ended Investment Company (OEIC) |
UCITS compliance | Yes |
Administrator | Northern Trust International Fund Administration Services (Ireland) Limited |
Investment Advisor | |
Custodian Bank | Northern Trust Fiduciary Services (Ireland) Limited |
Revision Company | Ernst & Young |
Fiscal Year End | 31 July |
Swiss representative | BNP PARIBAS SECURITIES SERVICES, Paris, succursale de Zurich |
Swiss paying agent | BNP PARIBAS SECURITIES SERVICES, Paris, succursale de Zurich |
Tax data | Bundesanzeiger | |
Germany | Unknown | |
Switzerland | No ESTV Reporting | |
Austria | Non-Tax Reporting Fund | |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | - |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
YTD | +6.33% |
1 month | -0.39% |
3 months | +5.50% |
6 months | +18.27% |
1 year | +12.68% |
3 years | +18.35% |
5 years | +40.13% |
Since inception (MAX) | +46.22% |
2023 | +16.96% |
2022 | -14.77% |
2021 | +24.01% |
2020 | -2.12% |
Volatility 1 year | 9.80% |
Volatility 3 years | 14.53% |
Volatility 5 years | 17.72% |
Return per risk 1 year | 1.29 |
Return per risk 3 years | 0.40 |
Return per risk 5 years | 0.39 |
Maximum drawdown 1 year | -7.26% |
Maximum drawdown 3 years | -25.00% |
Maximum drawdown 5 years | -37.89% |
Maximum drawdown since inception | -37.89% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
London Stock Exchange | EUR | EHEF | EHEF LN | IEBDBRDV2.I | Morgan Stanley |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI Europe Multifactor UCITS ETF | 204 | 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 |