Index | MSCI USA Momentum |
Investment focus | Equity, United States, Momentum |
Fund size | GBP 15 m |
Total expense ratio | 0.20% p.a. |
Replication | Physical (Optimized sampling) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | USD |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 19.32% |
Inception/ Listing Date | 21 February 2018 |
Distribution policy | Distributing |
Distribution frequency | Semi annually |
Fund domicile | Ireland |
Fund Provider | iShares |
Fund Structure | Open-ended Investment Company (OEIC) |
UCITS compliance | Yes |
Administrator | State Street Fund Services (Ireland) Limited |
Investment Advisor | |
Custodian Bank | State Street Custodial Services (Ireland) Limited, Dublin 2 |
Revision Company | Deloitte |
Fiscal Year End | 31 May |
Swiss representative | BlackRock Asset Management Schweiz AG |
Swiss paying agent | State Street Bank International GmbH, Munich, Zurich Branch |
Germany | 30% tax rebate |
Switzerland | ESTV Reporting |
Austria | Tax Reporting Fund |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | - |
Collateral manager | Bank of New York Mellon|Euroclear|JP Morgan|State Street Bank |
Securities lending | Yes |
Securities lending counterparty | Barclays Bank Plc|Barclays Capital Securities Ltd.|BNP Paribas Arbitrage SNC|BNP Paribas SA|Citigroup Global Markets Ltd|Citigroup Inc|Credit Suisse Securities (Europe) Ltd.|Deutsche Bank AG|Goldman Sachs International|HSBC Bank Plc|J.P. Morgan Securities Plc|JP Morgan Chase & Co|Macquarie Bank Limited|Merrill Lynch International|Morgan Stanley & Co. International Plc|Nomura International Plc|Skandinaviska Enskilda Banken AB|Societe Generale SA|The Bank of Nova Scotia|UBS AG |
NVIDIA Corp. | 5.72% |
Broadcom Inc. | 5.05% |
Apple | 5.00% |
JPMorgan Chase & Co. | 4.76% |
Eli Lilly & Co. | 4.48% |
Walmart, Inc. | 4.30% |
Alphabet, Inc. A | 2.79% |
Costco Wholesale | 2.78% |
Philip Morris International, Inc. | 2.72% |
The Coca-Cola Co. | 2.57% |
United States | 97.97% |
Other | 2.03% |
Technology | 25.30% |
Consumer Staples | 15.33% |
Financials | 14.64% |
Industrials | 11.17% |
Other | 33.56% |
YTD | +35.09% |
1 month | +0.92% |
3 months | +16.49% |
6 months | +10.99% |
1 year | +39.29% |
3 years | +26.53% |
5 years | +85.80% |
Since inception (MAX) | +124.68% |
2023 | +3.03% |
2022 | -7.89% |
2021 | +14.07% |
2020 | +24.93% |
Current dividend yield | 0.46% |
Dividends (last 12 months) | GBP 0.04 |
Period | Dividend in GBP | Dividend yield in % |
---|---|---|
1 Year | GBP 0.04 | 0.63% |
2023 | GBP 0.07 | 1.16% |
2022 | GBP 0.08 | 1.25% |
2021 | GBP 0.02 | 0.45% |
2020 | GBP 0.04 | 0.89% |
Volatility 1 year | 19.32% |
Volatility 3 years | 20.85% |
Volatility 5 years | 24.19% |
Return per risk 1 year | 2.03 |
Return per risk 3 years | 0.39 |
Return per risk 5 years | 0.54 |
Maximum drawdown 1 year | -13.43% |
Maximum drawdown 3 years | -22.12% |
Maximum drawdown 5 years | -26.33% |
Maximum drawdown since inception | -26.33% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | IQQ2 | - - | - - | - |
London Stock Exchange | USD | IUMD | IUMD LN INAVIMUU | IUMD.L 0Q6FINAV.DE |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI USA Momentum Factor UCITS ETF | 483 | 0.20% p.a. | Accumulating | Sampling |