Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF
ISIN IE00BDBRDV26
|Ticker EHEF
TER
0,30% p.a.
Distributiebeleid
Accumulerend
Replicatie
Swap-gebaseerd
Fondsgrootte
2 m
Overzicht
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Beschrijving
The Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF seeks to track the Scientific Beta Developed Europe HFI Multi-Beta Multi-Strategy Six-Factor EW Market Beta Adjusted index. The Scientific Beta Developed Europe HFI Multi-Beta Multi-Strategy Six-Factor EW Market Beta Adjusted index tracks European equities. The title selection is based on six style factors: Size, Value, Momentum, Low Volatility, High Profitability, Low Investment. The securities are weighted using various strategies: Efficient Maximum Sharpe Ratio, Efficient Minimum Volatility, Maximum Deconcentration, Maximum Decorrelation and Diversified Risk Parity.
Documenten
Grafiek
Basis
Data
| Index | Scientific Beta Developed Europe HFI Multi-Beta Multi-Strategy Six-Factor EW Market Beta Adjusted |
| Investeringsfocus | Aandelen, Europa, Multi-factorstrategie |
| Fondsgrootte | EUR 2 m |
| Totale kostenratio (TER) | 0,30% p.a. |
| Replicatie | Synthetisch (Niet-gefinancierde swap) |
| Juridische structuur | ETF |
| Strategierisico | Langdurig |
| Duurzaamheid | No |
| Valuta van het fonds | EUR |
| Valutarisico | Valuta niet gedekt |
| Volatiliteit 1 jaar (in EUR) | 9,34% |
| Oprichtingsdatum/Noteringsdatum | 5 december 2017 |
| Distributiebeleid | Accumulerend |
| Distributiefrequentie | - |
| Vestigingsplaats van het fonds | Ierland |
| Fondsaanbieder | Morgan Stanley |
| Fondsstructuur | Open-ended Investment Company (OEIC) |
| UCITS-conformiteit | Yes |
| Administrateur | Northern Trust International Fund Administration Services (Ireland) Limited |
| Beleggingsadviseur | |
| Bewaarbank | Northern Trust Fiduciary Services (Ireland) Limited |
| Revisiebedrijf | Ernst & Young |
| Einde belastingjaar | 31 juli |
| Vertegenwoordiger van Zwitserland | BNP PARIBAS SECURITIES SERVICES, Paris, succursale de Zurich |
| Zwitserse uitbetalende instantie | BNP PARIBAS SECURITIES SERVICES, Paris, succursale de Zurich |
| Duitsland | Onbekend |
| Zwitserland | Geen ESTV-rapportage |
| Oostenrijk | Niet-belastingplichtig fonds |
| UK | UK-rapportage |
| Indextype | Totale rendementsindex |
| Swap tegenpartij | - |
| Collateral manager | |
| Effectenlening | No |
| Tegenpartij die effecten uitleent |
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In dit gedeelte vind je informatie over andere ETF met een vergelijkbare beleggingsfocus als de Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF
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Prestaties
Rendementsoverzicht
| YTD | +9,88% |
| 1 maand | +1,65% |
| 3 maanden | +4,02% |
| 6 maanden | +10,13% |
| 1 jaar | +17,28% |
| 3 jaar | +15,40% |
| 5 jaar | +44,82% |
| Since inception | +51,10% |
| 2023 | +16,96% |
| 2022 | -14,77% |
| 2021 | +24,01% |
| 2020 | -2,12% |
Maandelijks rendement in een heat map
Risico
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%.
Risico-overzicht
| Volatiliteit 1 jaar | 9,34% |
| Volatiliteit 3 jaar | 14,42% |
| Volatiliteit 5 jaar | 17,65% |
| Rendement/Risico 1 jaar | 1,85 |
| Rendement/Risico 3 jaar | 0,34 |
| Rendement/Risico 5 jaar | 0,43 |
| Maximaal waardedaling 1 jaar | -7,26% |
| Maximaal waardedaling 3 jaar | -25,00% |
| Maximaal waardedaling 5 jaar | -37,89% |
| Maximaal waardedaling sinds aanvang | -37,89% |
Voortschrijdende volatiliteit over 1 jaar
Beurs
Beursnoteringen
| Beursnotering | Handelsvaluta | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
|---|---|---|---|---|---|
| London Stock Exchange | EUR | EHEF | EHEF LN | IEBDBRDV2.I | Morgan Stanley |
Meer informatie
Andere ETF met vergelijkbare beleggingsfocus
| Naam fonds | Fondsgrootte in €m (AuM) | TER p.j. | Distributie | Replicatiemethode |
|---|---|---|---|---|
| iShares Edge MSCI Europe Multifactor UCITS ETF | 268 | 0,45% p.a. | Accumulerend | Sampling |
| First Trust Eurozone AlphaDEX UCITS ETF Acc | 65 | 0,65% p.a. | Accumulerend | Volledige replicatie |
| UBS ETF (LU) MSCI EMU Select Factor Mix UCITS ETF (EUR) A-acc | 13 | 0,34% p.a. | Accumulerend | Volledige replicatie |
| iShares Edge MSCI Europe Multifactor UCITS ETF EUR (Dist) | 4 | 0,45% p.a. | Distribueren | Sampling |
Nieuwste artikelen
Veelgestelde vragen
What is the name of EHEF?
The name of EHEF is Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF.
What is the ticker of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF?
The primary ticker of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF is EHEF.
What is the ISIN of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF?
The ISIN of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF is IE00BDBRDV26.
What are the costs of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF?
The total expense ratio (TER) of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF amounts to 0,30% 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 Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF paying dividends?
Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF 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 Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF?
The fund size of Morgan Stanley Scientific Beta HFE Europe Equity 6F EW UCITS ETF is 2m Euro. See the following article for more information about the size of ETFs.
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Standaard zijn ETF-rendementen inclusief dividenduitkeringen (indien van toepassing).