Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF ISIN IE00BDBRDV26, Ticker EHEF

 
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Current quote and strategy of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF

Investment strategy

The Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF seeks to track the Scientific Beta Developed Europe HFI Multi-Beta Multi-Strategy Six-Factor EW Market Beta Adjusted index. The Scientific Beta Developed Europe HFI Multi-Beta Multi-Strategy Six-Factor EW Market Beta Adjusted index tracks European equities. The title selection is based on six style factors: Size, Value, Momentum, Low Volatility, High Profitability, Low Investment. The securities are weighted using various strategies: Efficient Maximum Sharpe Ratio, Efficient Minimum Volatility, Maximum Deconcentration, Maximum Decorrelation and Diversified Risk Parity.

 

Scientific Beta Developed Europe HFI Multi-Beta Multi-Strategy Six-Factor EW Market Beta Adjusted (1)

Equity (1132) Europe (189) Multi-Factor Strategy (7)
 

Risk and fees of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF

Risk
GBP 76 m
Fund size
Fund size category

Replication

Synthetic (Unfunded swap)
Legal structure ETF
Strategy risk Long-only
Fund currency EUR

Currency risk

Currency unhedged
Volatility 1 year (in GBP) 16.24% Risk category
Inception/ Listing Date 5 December 2017
Fees
0.30% p.a.
Total expense ratio
0.04% Compare 1.38%
Compare ( Equity )
Dividend/ Taxes
Distribution policy Accumulating
Distribution frequency -
Fund domicile Ireland
Legal structure
Fund Structure Open-ended Investment Company (OEIC)
UCITS compliance Yes
Fund Provider Morgan Stanley
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 -
Swiss paying agent -
Tax Status
Germany Unknown
Switzerland No ESTV Reporting
Austria Non-Tax Reporting Fund
UK UK Reporting
Replication, swap, securities lending
Indextype Total return index
Swap counterparty -
Collateral manager
Securities lending No
Securities lending counterparty
 
 
 

Performance of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF

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Description of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF

The Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF invests in stocks with focus Multi-Factor Strategy, Europe. The dividends in the fund are reinvested (accumulating).

The total expense ratio amounts to 0.30% p.a.. The fund replicates the performance of the underlying index synthetically with a swap. The Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF is a small ETF with 76m GBP assets under management. The ETF is older than 5 years and is domiciled in Ireland.
 

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Returns of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF

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Listings of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF

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Rolling 1 year volatility of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF

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Volatility 1 year Volatility 3 years Volatility 5 years
16.24% 16.15% 17.70%
Return per risk 1 years Return per risk 3 years Return per risk 5 years
0.17 0.41 0.23
 

Frequently asked questions

What is the name of EHEF?

The name of EHEF is Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF.

What is the ticker of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF?

The primary ticker of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF is EHEF.

What is the ISIN of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF?

The ISIN of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF is IE00BDBRDV26.

What are the costs of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF?

The total expense ratio (TER) of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF amounts to 0.30% p.a.. These costs are withdrawn continuously from the fund assets and already included in the performance of the ETF. You don't have to pay them separately. Please have a look at our article for more information about the cost of ETFs.

Is Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF paying dividends?

Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF is an accumulating ETF. This means that dividends are not distributed to investors. Instead, dividends are reinvested in the fund on the ex-date, which leads to an increase of the ETF's share price.

What's the fund size of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF?

The fund size of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF is 76m GBP. See the following article for more information about the size of ETFs.

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— Data provided by Trackinsight, etfinfo, Xignite Inc. and justETF GmbH.

All quotes are 15 minutes delayed stock exchange quotes or NAVs (=daily published by fund provider). Returns include dividend payments. There is no warranty for completeness, accuracy and correctness for the displayed information.