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Index | iSTOXX® Europe Multi-Factor Market Neutral |
Investment focus | Equity, Europe, Multi-Factor Strategy |
Fund size | EUR 4 m |
Total expense ratio | 0.55% 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) | 3.92% |
Inception/ Listing Date | 31 October 2017 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | France |
Fund Provider | Amundi ETF |
Fund Structure | Contractual Fund |
UCITS compliance | Yes |
Administrator | CACEIS Fund Administration |
Investment Advisor | |
Custodian Bank | CACEIS BANK |
Revision Company | PWC Sellam |
Fiscal Year End | 31 December |
Swiss representative | CACEIS (Switzerland) SA |
Swiss paying agent | CACEIS Bank, Paris, succursale de Nyon / Suisse |
Tax data | Bundesanzeiger | |
Germany | 30% tax rebate | |
Switzerland | No ESTV Reporting | |
Austria | Tax Reporting Fund | |
UK | No UK Reporting |
Indextype | Total return index |
Swap counterparty | BNP Paribas Arbitrage |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
YTD | -0.49% |
1 month | -1.27% |
3 months | -0.83% |
6 months | -0.54% |
1 year | -4.84% |
3 years | -6.52% |
5 years | -18.03% |
Since inception (MAX) | - |
2023 | -1.83% |
2022 | -1.10% |
2021 | -5.85% |
2020 | -4.88% |
Volatility 1 year | 3.92% |
Volatility 3 years | 4.34% |
Volatility 5 years | 4.44% |
Return per risk 1 year | -1.24 |
Return per risk 3 years | -0.51 |
Return per risk 5 years | -0.88 |
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 |
---|---|---|---|---|---|
gettex | EUR | SMRN | - - | - - | - |
Stuttgart Stock Exchange | EUR | SMRN | - - | - - | - |
Borsa Italiana | EUR | MKTN | MKTN IM IMKTN | MKTN.MI IMKTNINAV.PA | BNP Paribas Arbitrage |
Borsa Italiana | EUR | - | MKTN IM IMKTN | MKTN.MI IMKTNINAV.PA | BNP Paribas Arbitrage |
Euronext Paris | EUR | MKTN | MKTN FP IMKTN | MKTN.PA IMKTNINAV.PA | BNP Paribas Arbitrage |
XETRA | EUR | SMRN | SMRN GY IMKTN | SMRN.DE IMKTNINAV.PA | BNP Paribas Arbitrage |
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 |