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TER
0.40% p.a.
Distribution policy
Accumulating
Replication
Full replication
Fund size
2 m
Holdings
1,114
Overview
Description
The Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD seeks to track the Scientific Beta Developed Multi Beta Multi-Strategy Equal-Weight index. The Scientific Beta Developed Multi Beta Multi-Strategy Equal-Weight index tracks securities from developed markets worldwide. The title selection is based on four style factors: Size, Value, Momentum, Low Volatility. The securities are weighted using various strategies: Efficient Maximum Sharpe Ratio, Efficient Minimum Volatility, Maximum Deconcentration, Maximum Decorrelation and Diversified Risk Parity.
Documents
Chart
Basics
Data
| Fund size | GBP 2 m |
| Total expense ratio | 0.40% p.a. |
| Replication | Physical (Full replication) |
| Legal structure | ETF |
| Strategy risk | Long-only |
| Fund currency | USD |
| Currency risk | Currency unhedged |
| Volatility 1 year (in GBP) | 15.44% |
| Inception/ Listing Date | 14 February 2018 |
| Distribution policy | Accumulating |
| Distribution frequency | - |
| Fund domicile | Luxembourg |
| Fund Provider | Amundi ETF |
| Fund Structure | Company With Variable Capital (SICAV) |
| UCITS compliance | Yes |
| Administrator | CACEIS Bank, Luxembourg Branch |
| Investment Advisor | |
| Custodian Bank | CACEIS Bank Luxembourg S.A. |
| Revision Company | PWC |
| Fiscal Year End | 30 September |
| Swiss representative | CACEIS (Switzerland) SA |
| Swiss paying agent | CACEIS Bank, Paris, succursale de Nyon / Suisse |
| Germany | 30% tax rebate |
| Switzerland | ESTV Reporting |
| Austria | Tax Reporting Fund |
| UK | UK Reporting |
| Indextype | Total return index |
| Swap counterparty | - |
| Collateral manager | |
| Securities lending | Yes |
| Securities lending counterparty |
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Holdings
Below you find information about the composition of the Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD.
Top 10 Holdings
Weight of top 10 holdings
out of 1,114
4.80%
| MERCK & CO INC ORD | 0.72% |
| ACTIVISION BLIZZARD INC | 0.57% |
| VERTEX PHARMACEUTICALS ORD | 0.55% |
| SYNOPSYS INC | 0.49% |
| REGENERON PHARMACEUTICALS INC | 0.47% |
| THE KRAFT HEINZ CO. | 0.43% |
| EXXON MOBIL CORP | 0.43% |
| META PLATFORMS INC A | 0.38% |
| TRACTOR SUPPLY CO | 0.38% |
| HUBSPOT INC | 0.38% |
As of 23/08/2023
Performance
Returns overview
| YTD | +2.19% |
| 1 month | +2.36% |
| 3 months | +4.22% |
| 6 months | +4.18% |
| 1 year | +2.70% |
| 3 years | +26.37% |
| 5 years | +28.90% |
| Since inception (MAX) | +46.24% |
| 2022 | -4.38% |
| 2021 | +20.61% |
| 2020 | +2.80% |
| 2019 | +21.44% |
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 greater the volatility, the more significantly the price of the ETF changed in the past. ETFs 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 ETF 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 ETF’s 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 ETF 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%.
Risk overview
| Volatility 1 year | 15.44% |
| Volatility 3 years | 14.52% |
| Volatility 5 years | 17.56% |
| Return per risk 1 year | 0.17 |
| Return per risk 3 years | 0.56 |
| Return per risk 5 years | 0.30 |
| Maximum drawdown 1 year | -8.12% |
| Maximum drawdown 3 years | -12.63% |
| Maximum drawdown 5 years | -29.53% |
| Maximum drawdown since inception | -29.53% |
Rolling 1 year volatility
Stock exchange
Listings
| Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
|---|---|---|---|---|---|
| Bolsa Mexicana de Valores | MXN | - | BNP Paribas Arbitrage | ||
| Bolsa Mexicana de Valores | USD | - | SMRUN MM ISMRU | ISMRUINAV.PA | BNP Paribas Arbitrage |
| Euronext Paris | USD | SMRU | SMRU FP ISMRU | SMRU.PA ISMRUINAV.PA | BNP Paribas Arbitrage |
| London Stock Exchange | GBX | SMRG | SMRG LN ISMRU | SMRG.L ISMRUINAV.PA | BNP Paribas Arbitrage |
| London Stock Exchange | USD | SMRU | SMRU LN ISMRU | SMRU.L ISMRUINAV.PA | BNP Paribas Arbitrage |
Further information
Further ETFs with similar investment focus
| Fund name | Fund Size in m € (AuM) | TER in % p.a. | Distribution policy | Replication method |
|---|---|---|---|---|
| iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) | 463 | 0.50% p.a. | Accumulating | Sampling |
| JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 131 | 0.20% p.a. | Accumulating | Full replication |
| Franklin Global Equity SRI UCITS ETF | 22 | 0.30% p.a. | Accumulating | Full replication |
Latest articles
Frequently asked questions
What is the name of SMRG?
The name of SMRG is Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD.
What is the ticker of Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD?
The primary ticker of Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD is SMRG.
What is the ISIN of Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD?
The ISIN of Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD is LU1602145200.
What are the costs of Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD?
The total expense ratio (TER) of Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD amounts to 0.40% 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 Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD paying dividends?
Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD 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 Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD?
The fund size of Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD is 2m GBP. See the following article for more information about the size of ETFs.
— Data provided by Trackinsight, etfinfo, Xignite Inc. and justETF GmbH. All quotes are 15 minutes delayed stock exchange quotes or NAVs (=daily published by fund provider). Returns include dividend payments. There is no warranty for completeness, accuracy and correctness for the displayed information.
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