iShares Edge MSCI Europe Momentum Factor UCITS ETF

ISIN IE00BQN1K786

 | 

Ticker IEFM

TER
0.25% p.a.
Distribution policy
Accumulating
Replication
Sampling
Fund size
296 m
Holdings
126
 

Overview

Description

The iShares Edge MSCI Europe Momentum Factor UCITS ETF seeks to track the MSCI Europe Momentum index. The MSCI Europe Momentum index tracks stocks with a high price momentum from Europe. The index consists of titles that have experienced price increases over the past 6 and past 12 months with the assumption that increases will continue in the future.
 
The ETF's TER (total expense ratio) amounts to 0.25% p.a.. The iShares Edge MSCI Europe Momentum Factor UCITS ETF is the cheapest and largest ETF that tracks the MSCI Europe Momentum index. The ETF replicates the performance of the underlying index by sampling technique (buying a selection of the most relevant index constituents). The dividends in the ETF are accumulated and reinvested in the ETF.
 
The iShares Edge MSCI Europe Momentum Factor UCITS ETF has 296m GBP assets under management. The ETF was launched on 16 January 2015 and is domiciled in Ireland.
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Chart

Basics

Data

Index
MSCI Europe Momentum
Investment focus
Equity, Europe, Momentum
Fund size
GBP 296 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)
12.52%
Inception/ Listing Date 16 January 2015
Distribution policy Accumulating
Distribution frequency -
Fund domicile Ireland
Fund Provider iShares
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

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This section provides you with information on other ETFs with a similar investment focus to the iShares Edge MSCI Europe Momentum Factor UCITS ETF.
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How do you like our ETF profile? Here you'll find our Questionnaire.

Holdings

Below you find information about the composition of the iShares Edge MSCI Europe Momentum Factor UCITS ETF.

Top 10 Holdings

Weight of top 10 holdings
out of 126
35.17%
SAP SE
5.96%
Schneider Electric SE
4.53%
Novo Nordisk A/S
4.11%
ASML Holding NV
3.63%
Siemens AG
3.43%
ABB Ltd.
3.38%
HSBC Holdings Plc
2.78%
Rolls-Royce Holdings
2.68%
Safran SA
2.47%
UniCredit SpA
2.20%

Countries

France
16.33%
Germany
16.32%
United Kingdom
13.41%
Netherlands
10.99%
Other
42.95%
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Sectors

Industrials
32.53%
Financials
27.02%
Technology
11.24%
Consumer Discretionary
8.92%
Other
20.29%
Show more
As of 31/10/2024

Performance

Returns overview

YTD +16.41%
1 month +1.79%
3 months +5.93%
6 months +0.63%
1 year +18.40%
3 years +15.57%
5 years +60.83%
Since inception (MAX) +150.00%
2023 +11.13%
2022 -11.08%
2021 +14.15%
2020 +17.98%

Monthly returns in a heat map

Risk

Risk metrics in this section:
 
  • Volatility, annualised, measured for 1, 3 and 5 year periods. The annualised volatility reflects the degree of price fluctuations during a one year period. The higher the volatility, the more significantly the price of the asset (stock, ETF, etc.) has changed in the past. Assets with higher volatility are generally considered more risky. We calculate the volatility based on the data for the past 1, 3 and 5 years so that you can see if price fluctuations for the ETF became stronger or weaker over time.
  • Return per risk for 1, 3 and 5 year periods. This is the annualised (i.e. converted to a one year period) past return divided by the past annualised volatility. The metric puts the historical return of an asset in relation to its historical risk and gives you a retrospective indication of the degree of price fluctuation you had to bear with in order to obtain the return. We calculate this parameter for 1, 3 and 5 year periods to display its evolution over time.
  • Maximum drawdown for a period. This shows the worst possible loss an investor could have suffered during the respective period, by first buying and subsequently selling the asset at the least favourable prices. For example, if there was the following sequence of daily ETF prices: 10€, 5€, 12€, 20€, an investor would have suffered the worst loss by buying for 10€ and subsequently selling for 5€. Therefore in this case the maximum drawdown would be (5€ - 10€)/10€ = -50%.
ETF returns include dividend payments (if applicable).
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Risk overview

Volatility 1 year 12.52%
Volatility 3 years 15.32%
Volatility 5 years 17.71%
Return per risk 1 year 1.47
Return per risk 3 years 0.32
Return per risk 5 years 0.56
Maximum drawdown 1 year -8.27%
Maximum drawdown 3 years -19.71%
Maximum drawdown 5 years -23.76%
Maximum drawdown since inception -23.76%

Rolling 1 year volatility

Stock exchange

Listings

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 GBP - IEFM LN
INAVEMOG
IEFM.L
0J1VINAV.DE
London Stock Exchange EUR IEMO IEMO LN
INAVEMOE
IEMO.L
SIX Swiss Exchange EUR IEMO IEMO SE
INAVEMOE
IEMO.S
0J1TINAV.DE
XETRA EUR CEMR CEMR GY
INAVEMOE
CEMR.DE
0J1TINAV.DE

Further information

Further ETFs on the MSCI Europe Momentum index

Fund name Fund Size in m € (AuM) TER p.a. Distribution Replication
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) 9 0.25% p.a. Distributing Sampling

Frequently asked questions

What is the name of IEFM?

The name of IEFM is iShares Edge MSCI Europe Momentum Factor UCITS ETF.

What is the ticker of iShares Edge MSCI Europe Momentum Factor UCITS ETF?

The primary ticker of iShares Edge MSCI Europe Momentum Factor UCITS ETF is IEFM.

What is the ISIN of iShares Edge MSCI Europe Momentum Factor UCITS ETF?

The ISIN of iShares Edge MSCI Europe Momentum Factor UCITS ETF is IE00BQN1K786.

What are the costs of iShares Edge MSCI Europe Momentum Factor UCITS ETF?

The total expense ratio (TER) of iShares Edge MSCI Europe Momentum Factor UCITS ETF amounts to 0.25% 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 iShares Edge MSCI Europe Momentum Factor UCITS ETF paying dividends?

iShares Edge MSCI Europe Momentum Factor 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 iShares Edge MSCI Europe Momentum Factor UCITS ETF?

The fund size of iShares Edge MSCI Europe Momentum Factor UCITS ETF is 296m GBP. See the following article for more information about the size of ETFs.

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

Quotes are either real-time (gettex) or 15 minutes delayed stock exchange quotes or NAVs (daily published by the fund provider). By default, ETF returns include dividend payments (if applicable). There is no warranty for completeness, accuracy and correctness for the displayed information.