Lyxor J.P. Morgan Europe Low Size Factor Index UCITS ETF C-EUR

ISIN LU1218123047

TER
0.30% p.a.
Distribution policy
Accumulating
Replication
Swap-based
Fund size
3 m
  • This fund has been liquidated or merged. Consequently, no fund information is updated anymore. For more information about the fund, please contact the fund provider.
 

Overview

Description

The Lyxor J.P. Morgan Europe Low Size Factor Index UCITS ETF C-EUR seeks to track the JP Morgan Equity Risk Premia Europe Low Size Factor Long Only index. The JP Morgan Equity Risk Premia Europe Low Size Factor Long Only index tracks European equities with low size within the MSCI Europe.
 
The ETF's TER (total expense ratio) amounts to 0.30% p.a.. The ETF replicates the performance of the underlying index synthetically with a swap. The dividends in the ETF are accumulated and reinvested in the ETF.
 
The Lyxor J.P. Morgan Europe Low Size Factor Index UCITS ETF C-EUR is a very small ETF with 3m GBP assets under management. The ETF was launched on 24 June 2015 and is domiciled in Luxembourg.
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Chart

Basics

Data

Fund size
GBP 3 m
Total expense ratio
0.30% p.a.
Replication Synthetic (Unfunded swap)
Legal structure ETF
Strategy risk Long-only
Fund currency EUR
Currency risk Currency unhedged
Volatility 1 year (in GBP)
0.00%
Inception/ Listing Date 24 June 2015
Distribution policy Accumulating
Distribution frequency -
Fund domicile Luxembourg
Fund Provider Amundi ETF
Germany Tax transparent
Switzerland ESTV Reporting
Austria Tax Reporting Fund
UK UK Reporting
Indextype Total return index
Swap counterparty J.P. Morgan
Collateral manager Société Générale
Securities lending No
Securities lending counterparty

Similar ETFs

This section provides you with information on other ETFs with a similar investment focus to the Lyxor J.P. Morgan Europe Low Size Factor Index UCITS ETF C-EUR.
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Performance

Returns overview

YTD +0.00%
1 month +0.00%
3 months +0.00%
6 months +0.00%
1 year +0.00%
3 years +11.91%
5 years -
Since inception (MAX) -
2023 +0.00%
2022 +5.97%
2021 +16.53%
2020 -

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 0.00%
Volatility 3 years 6.87%
Volatility 5 years -
Return per risk 1 year -
Return per risk 3 years 0.56
Return per risk 5 years -
Maximum drawdown 1 year -
Maximum drawdown 3 years -
Maximum drawdown 5 years -
Maximum drawdown since inception -

Rolling 1 year volatility

Stock exchange

Listings

Listing Trade Currency Ticker Bloomberg /
iNAV Bloomberg Code
Reuters RIC /
iNAV Reuters
Market Maker

Further information

Further ETFs with similar investment focus

Fund name Fund Size in m € (AuM) TER
in % p.a.
Distribution policy Replication method
Xtrackers MSCI Europe Small Cap UCITS ETF 1C 1,241 0.30% p.a. Accumulating Sampling
iShares MSCI EMU Small Cap UCITS ETF (Acc) 762 0.58% p.a. Accumulating Sampling
iShares EURO STOXX Small UCITS ETF 503 0.40% p.a. Distributing Sampling
UBS ETF (LU) MSCI EMU Small Cap UCITS ETF (EUR) A-dis 149 0.33% p.a. Distributing Full replication
WisdomTree Europe SmallCap Dividend UCITS ETF 33 0.38% p.a. Distributing Full replication

Frequently asked questions

What is the name of -?

The name of - is Lyxor J.P. Morgan Europe Low Size Factor Index UCITS ETF C-EUR.

What is the ticker of Lyxor J.P. Morgan Europe Low Size Factor Index UCITS ETF C-EUR?

The primary ticker of Lyxor J.P. Morgan Europe Low Size Factor Index UCITS ETF C-EUR is -.

What is the ISIN of Lyxor J.P. Morgan Europe Low Size Factor Index UCITS ETF C-EUR?

The ISIN of Lyxor J.P. Morgan Europe Low Size Factor Index UCITS ETF C-EUR is LU1218123047.

What are the costs of Lyxor J.P. Morgan Europe Low Size Factor Index UCITS ETF C-EUR?

The total expense ratio (TER) of Lyxor J.P. Morgan Europe Low Size Factor Index UCITS ETF C-EUR 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 Lyxor J.P. Morgan Europe Low Size Factor Index UCITS ETF C-EUR paying dividends?

Lyxor J.P. Morgan Europe Low Size Factor Index UCITS ETF C-EUR 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 Lyxor J.P. Morgan Europe Low Size Factor Index UCITS ETF C-EUR?

The fund size of Lyxor J.P. Morgan Europe Low Size Factor Index UCITS ETF C-EUR is 3m 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.