Index | MSCI Europe Momentum |
Investment focus | Equity, Europe, Momentum |
Fund size | GBP 113 m |
Total expense ratio | 0.23% 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 GBP) | 15.12% |
Inception/ Listing Date | 10 May 2016 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | France |
Fund Provider | Amundi ETF |
Fund Structure | other |
UCITS compliance | Yes |
Administrator | Caceis Fund Administration |
Investment Advisor | |
Custodian Bank | Caceis Bank France |
Revision Company | PWC Sellam |
Fiscal Year End | 30 June |
Swiss representative | CACEIS (Switzerland) SA |
Swiss paying agent | CACEIS Bank, Paris, succursale de Nyon / Suisse |
Germany | Tax transparent |
Switzerland | 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 | +20.34% |
1 month | -0.94% |
3 months | +0.47% |
6 months | +8.68% |
1 year | +2.62% |
3 years | +28.37% |
5 years | - |
Since inception (MAX) | - |
2023 | -8.70% |
2022 | +14.90% |
2021 | - |
2020 | - |
Volatility 1 year | 15.12% |
Volatility 3 years | 13.69% |
Volatility 5 years | - |
Return per risk 1 year | 0.17 |
Return per risk 3 years | 0.63 |
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 |
---|---|---|---|---|---|
Borsa Italiana | EUR | - | IMCEU | IMCEUINAV.PA | |
Euronext Paris | EUR | - | IMCEU | IMCEUINAV.PA | |
XETRA | EUR | - | IMCEU | IMCEUINAV.PA |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI Europe Momentum Factor UCITS ETF | 321 | 0.25% p.a. | Accumulating | Sampling |
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) | 7 | 0.25% p.a. | Distributing | Sampling |