Index | BNP Paribas Momentum Europe ESG |
Investment focus | Equity, Europe, Momentum |
Fund size | GBP 2 m |
Total expense ratio | 0.31% p.a. |
Replication | Synthetic (Unfunded swap) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | Yes |
Fund currency | EUR |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 11.11% |
Inception/ Listing Date | 7 June 2016 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Luxembourg |
Fund Provider | BNP Paribas Easy |
Fund Structure | Company With Variable Capital (SICAV) |
UCITS compliance | Yes |
Administrator | BNP PARIBAS ASSET MANAGEMENT Luxembourg |
Investment Advisor | |
Custodian Bank | BNP Paribas Securities Services, Luxembourg branch |
Revision Company | PricewaterhouseCoopers Société Coopérative |
Fiscal Year End | 31 December |
Swiss representative | BNP PARIBAS SECURITIES SERVICES, Paris, succursale de Zurich |
Swiss paying agent | BNP PARIBAS SECURITIES SERVICES, Paris, succursale de Zurich |
Germany | 30% tax rebate |
Switzerland | ESTV Reporting |
Austria | Tax Reporting Fund |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | BNP |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
YTD | +8.51% |
1 month | -0.65% |
3 months | +8.42% |
6 months | +20.86% |
1 year | +11.42% |
3 years | +15.17% |
5 years | +34.04% |
Since inception (MAX) | +78.98% |
2023 | +12.02% |
2022 | -11.48% |
2021 | +14.74% |
2020 | +3.42% |
Volatility 1 year | 11.11% |
Volatility 3 years | 15.27% |
Volatility 5 years | 17.17% |
Return per risk 1 year | 1.03 |
Return per risk 3 years | 0.32 |
Return per risk 5 years | 0.35 |
Maximum drawdown 1 year | -8.58% |
Maximum drawdown 3 years | -21.50% |
Maximum drawdown 5 years | -30.02% |
Maximum drawdown since inception | -30.30% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | MOEU | - - | - - | - |
Stuttgart Stock Exchange | EUR | MOEU | - - | - - | - |
Borsa Italiana | EUR | EMOM | EMOM IM IEMOM | EMOM.MI EMOMINAV=IHSM | BNP Paribas Arbitrage |
Euronext Paris | EUR | EMOM | EMOM FP IEMOM | EMOM.PA EMOMINAV=IHSM | BNP Paribas Arbitrage |
SIX Swiss Exchange | EUR | EMOM | EMOM SE IEMOM | EMOM.S EMOMINAV=IHSM | BNP Paribas Arbitrage |
XETRA | EUR | MOEU | MOEU GY IEMOM | MOEU.DE EMOMINAV=IHSM | BNP Paribas Arbitrage |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI Europe Momentum Factor UCITS ETF | 324 | 0.25% p.a. | Accumulating | Sampling |
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) | 7 | 0.25% p.a. | Distributing | Sampling |