Index | MSCI Europe Momentum |
Investment focus | Equity, Europe, Momentum |
Fund size | GBP 278 m |
Total expense ratio | 0.25% p.a. |
Replication | Physical (Optimized sampling) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | EUR |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 11.18% |
Inception/ Listing Date | 16 January 2015 |
Distribution policy | Accumulating |
Distribution frequency | - |
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 |
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 |
SAP | 5.25% |
Novo Nordisk | 5.21% |
Novartis | 3.98% |
HSBC Holdings | 3.85% |
TotalEnergies | 3.47% |
UBS Group | 3.25% |
UniCredit SpA | 2.35% |
Air Liquide | 2.35% |
RELX | 2.25% |
Muenchener Rueckversicher | 2.25% |
YTD | +10.98% |
1 month | -0.86% |
3 months | +11.11% |
6 months | +19.48% |
1 year | +11.52% |
3 years | +16.90% |
5 years | +63.12% |
Since inception (MAX) | +138.34% |
2023 | +11.13% |
2022 | -11.08% |
2021 | +14.15% |
2020 | +17.98% |
Volatility 1 year | 11.18% |
Volatility 3 years | 15.93% |
Volatility 5 years | 17.62% |
Return per risk 1 year | 1.03 |
Return per risk 3 years | 0.34 |
Return per risk 5 years | 0.58 |
Maximum drawdown 1 year | -8.73% |
Maximum drawdown 3 years | -21.67% |
Maximum drawdown 5 years | -23.76% |
Maximum drawdown since inception | -23.76% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
London Stock Exchange | GBX | IEFM | - - | - - | - |
gettex | EUR | CEMR | - - | - - | - |
Stuttgart Stock Exchange | EUR | CEMR | - - | - - | - |
Bolsa Mexicana de Valores | MXN | - | CEMRN MM | CEMRN.MX | |
Borsa Italiana | EUR | IEMO | IEMO IM INAVEMOE | 0J1TINAV.DE | |
London Stock Exchange | EUR | IEMO | IEMO LN INAVEMOE | IEMO.L | |
London Stock Exchange | GBP | - | IEFM LN INAVEMOG | IEFM.L 0J1VINAV.DE | |
SIX Swiss Exchange | EUR | IEMO | IEMO SE INAVEMOE | IEMO.S 0J1TINAV.DE | |
XETRA | EUR | CEMR | CEMR GY INAVEMOE | CEMR.DE 0J1TINAV.DE |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) | 7 | 0.25% p.a. | Distributing | Sampling |