Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD

ISIN LU1602145200

 | 

Ticker SMRG

TER
0.40% p.a.
Distribution policy
Accumulating
Replication
Full replication
Fund size
3 m
Holdings
1,102
 

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.
 
The ETF's TER (total expense ratio) amounts to 0.40% p.a.. The Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD is the only ETF that tracks the Scientific Beta Developed Multi Beta Multi-Strategy Equal-Weight index. The ETF replicates the performance of the underlying index by full replication (buying all the index constituents). The dividends in the ETF are accumulated and reinvested in the ETF.
 
The Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD is a very small ETF with 3m GBP assets under management. The ETF was launched on 27 May 2014 and is domiciled in Luxembourg.
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Chart

Basics

Data

Index
Scientific Beta Developed Multi Beta Multi-Strategy Equal-Weight
Investment focus
Equity, World, Multi-Factor Strategy
Fund size
GBP 3 m
Total expense ratio
0.40% p.a.
Replication Physical (Full replication)
Legal structure ETF
Strategy risk Long-only
Sustainability No
Fund currency USD
Currency risk Currency unhedged
Volatility 1 year (in GBP)
9.73%
Inception/ Listing Date 27 May 2014
Distribution policy Accumulating
Distribution frequency -
Fund domicile Luxembourg
Fund Provider Amundi ETF
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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How do you like our new ETF profile? Here you'll find our Questionnaire.

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 1,102
5.59%
Merck & Co., Inc.
0.89%
Vertex Pharmaceuticals, Inc.
0.70%
Spotify Technology SA
0.57%
Walmart, Inc.
0.54%
Regeneron Pharmaceuticals
0.53%
Synopsys
0.51%
Alphabet, Inc. A
0.50%
Meta Platforms
0.49%
Micron Technology
0.44%
Exxon Mobil Corp.
0.42%

Countries

United States
63.81%
Japan
6.72%
United Kingdom
3.93%
Canada
3.21%
Other
22.33%
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Sectors

Technology
14.68%
Industrials
13.27%
Financials
12.57%
Health Care
11.01%
Other
48.47%
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As of 23/05/2024

Performance

Returns overview

YTD +4.96%
1 month -0.39%
3 months -1.16%
6 months +5.88%
1 year +13.40%
3 years +16.41%
5 years +35.33%
Since inception (MAX) +61.29%
2023 +7.39%
2022 -4.38%
2021 +20.61%
2020 +2.80%

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 9.73%
Volatility 3 years 13.99%
Volatility 5 years 17.23%
Return per risk 1 year 1.37
Return per risk 3 years 0.37
Return per risk 5 years 0.36
Maximum drawdown 1 year -5.41%
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 - SMRUN MM

BNP Paribas Arbitrage
Bolsa Mexicana de Valores USD -
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 p.a. Distribution Replication
iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) 507 0.50% p.a. Accumulating Sampling
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating 210 0.20% p.a. Accumulating Full replication
Franklin Global Equity SRI UCITS ETF 18 0.30% p.a. Accumulating Full replication

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 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.