Index | Scientific Beta Europe Multi-Beta Multi-Strategy ERC |
Investment focus | Equity, Europe, Multi-Factor Strategy |
Fund size | GBP 3 m |
Total expense ratio | 0.40% p.a. |
Replication | Synthetic (Unfunded swap) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | EUR |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 16.92% |
Inception/ Listing Date | 22 March 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 | BNP Paribas |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
YTD | +8.60% |
1 month | +5.19% |
3 months | +2.29% |
6 months | +14.54% |
1 year | +7.11% |
3 years | +44.94% |
5 years | +23.65% |
Since inception (MAX) | - |
2023 | -11.23% |
2022 | +16.45% |
2021 | +3.83% |
2020 | +18.31% |
Volatility 1 year | 16.92% |
Volatility 3 years | 16.28% |
Volatility 5 years | 17.02% |
Return per risk 1 year | 0.42 |
Return per risk 3 years | 0.81 |
Return per risk 5 years | 0.25 |
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 |
---|---|---|---|---|---|
gettex | EUR | SMRE | - - | - - | - |
Stuttgart Stock Exchange | EUR | SMRE | - - | - - | - |
Borsa Italiana | EUR | SMRE | SMRE IM ISMRE | SMRE.MI ISMREINAV.PA | BNP Paribas Arbitrage |
Borsa Italiana | EUR | - | SMRE IM ISMRE | SMRE.MI ISMREINAV.PA | BNP Paribas Arbitrage |
Euronext Paris | EUR | SMRE | SMRE FP ISMRE | SMRE.PA ISMREINAV.PA | BNP Paribas Arbitrage |
XETRA | EUR | SMRE | SMRE GY ISMRE | SMRE.DE ISMREINAV.PA | BNP Paribas Arbitrage |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI Europe Multifactor UCITS ETF | 202 | 0.45% p.a. | Accumulating | Sampling |
First Trust Eurozone AlphaDEX UCITS ETF Acc | 68 | 0.65% p.a. | Accumulating | Full replication |
First Trust Eurozone AlphaDEX UCITS ETF B Dist | 16 | 0.65% p.a. | Distributing | Full replication |
UBS ETF (LU) MSCI EMU Select Factor Mix UCITS ETF (EUR) A-acc | 12 | 0.34% p.a. | Accumulating | Full replication |
iShares Edge MSCI Europe Multifactor UCITS ETF EUR (Dist) | 4 | 0.45% p.a. | Distributing | Sampling |