Index | First Trust FactorFX |
Investment focus | Bonds, World, Government, 0-3 |
Fund size | GBP 1 m |
Total expense ratio | 0.75% p.a. |
Replication | Physical (Full replication) |
Legal structure | ETF |
Strategy risk | Actively managed |
Sustainability | No |
Fund currency | USD |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 8.52% |
Inception/ Listing Date | 27 July 2017 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Ireland |
Fund Provider | First Trust |
Fund Structure | Open-ended Investment Company (OEIC) |
UCITS compliance | Yes |
Administrator | BNY Mellon Fund Services (Ireland) Designated Activity Company |
Investment Advisor | First Trust Advisors L.P. |
Custodian Bank | The Bank of New York Mellon SA/NV (Dublin Branch) |
Revision Company | PwC |
Fiscal Year End | 31 December |
Swiss representative | Waystone Fund Services (Switzeland) SA |
Swiss paying agent | Banque Cantonale de Genève |
Germany | No tax rebate |
Switzerland | ESTV Reporting |
Austria | Tax Reporting Fund |
UK | UK Reporting |
Indextype | Total return index |
Swap counterparty | - |
Collateral manager | |
Securities lending | No |
Securities lending counterparty |
US912828J272 | 8.45% |
US91282CCL37 | 8.29% |
US912828D564 | 8.29% |
US91282CCX74 | 8.22% |
US91282CDB46 | 8.20% |
US91282CEH07 | 8.16% |
US91282CEU18 | 8.15% |
US91282CDS70 | 7.69% |
US91282CDH16 | 7.58% |
US91282CCG42 | 7.57% |
United States | 19.48% |
Singapore | 16.11% |
Canada | 4.63% |
New Zealand | 2.02% |
Other | 57.76% |
Other | 94.37% |
YTD | +1.86% |
1 month | -0.22% |
3 months | -3.00% |
6 months | +0.95% |
1 year | +5.73% |
3 years | +21.67% |
5 years | +9.84% |
Since inception (MAX) | +17.02% |
2023 | +5.65% |
2022 | +11.63% |
2021 | -1.63% |
2020 | -3.83% |
Volatility 1 year | 8.52% |
Volatility 3 years | 9.70% |
Volatility 5 years | 9.70% |
Return per risk 1 year | 0.67 |
Return per risk 3 years | 0.70 |
Return per risk 5 years | 0.20 |
Maximum drawdown 1 year | -8.44% |
Maximum drawdown 3 years | -12.78% |
Maximum drawdown 5 years | -14.97% |
Maximum drawdown since inception | -14.97% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
Stuttgart Stock Exchange | EUR | FTGB | - - | - - | - |
London Stock Exchange | USD | FTFX | FTFX LN FTFXINAV |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Global Government Bond UCITS ETF USD (Dist) | 873 | 0.20% p.a. | Distributing | Sampling |
iShares Global Government Bond UCITS ETF GBP Hedged (Dist) | 808 | 0.25% p.a. | Distributing | Sampling |
Xtrackers II Global Government Bond UCITS ETF 2D GBP Hedged | 551 | 0.25% p.a. | Distributing | Sampling |
Xtrackers Global Government Bond UCITS ETF 5C | 372 | 0.20% p.a. | Accumulating | Sampling |
Xtrackers Global Government Bond UCITS ETF 3C USD hedged | 332 | 0.25% p.a. | Accumulating | Sampling |