Index | JP Morgan Equity Risk Premia World Multi-Factor Long Only |
Investment focus | Equity, World, Multi-Factor Strategy |
Fund size | GBP 8 m |
Total expense ratio | 0.40% p.a. |
Replication | Synthetic (Unfunded swap) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | USD |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 23.58% |
Inception/ Listing Date | 23 March 2016 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Luxembourg |
Fund Provider | Amundi ETF |
Fund Structure | Company With Variable Capital (SICAV) |
UCITS compliance | Yes |
Administrator | SGSS |
Investment Advisor | |
Custodian Bank | SGSS |
Revision Company | DELOITTE |
Fiscal Year End | 31 October |
Swiss representative | Société Générale, Paris, Zweigniederlassung Zürich |
Swiss paying agent | Société Générale, Paris, Zweigniederlassung Zürich |
Germany | Tax transparent |
Switzerland | No ESTV Reporting |
Austria | Tax Reporting Fund |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | J.P. Morgan |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
YTD | -21.81% |
1 month | -15.28% |
3 months | -22.17% |
6 months | -21.35% |
1 year | -14.95% |
3 years | -9.55% |
5 years | - |
Since inception (MAX) | - |
2023 | +19.70% |
2022 | -7.51% |
2021 | +10.01% |
2020 | - |
Volatility 1 year | 23.58% |
Volatility 3 years | 16.49% |
Volatility 5 years | - |
Return per risk 1 year | -0.63 |
Return per risk 3 years | -0.20 |
Return per risk 5 years | - |
Maximum drawdown 1 year | - |
Maximum drawdown 3 years | - |
Maximum drawdown 5 years | - |
Maximum drawdown since inception | - |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
Stuttgart Stock Exchange | EUR | LYT3 | - - | - - | - |
London Stock Exchange | GBX | LYXW | LYXW LN LYT3IV | LYXW.L LYT3INAV=SOLA | Société Générale |
SIX Swiss Exchange | CHF | LYXW | LYXW SW LYXWCHIV | LYXW.S LYXWCHFINAV=SOLA | Société Générale |
XETRA | EUR | LYT3 | LYT3 GY LYT3EUIV | LYT3.DE LYT3EURINAV=SOLA | Société Générale |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) | 480 | 0.50% p.a. | Accumulating | Sampling |
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 200 | 0.20% p.a. | Accumulating | Full replication |
Franklin Global Equity SRI UCITS ETF | 18 | 0.30% p.a. | Accumulating | Full replication |
Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD | 3 | 0.40% p.a. | Accumulating | Full replication |