Index | MSCI World Momentum |
Investment focus | Equity, World, Momentum |
Fund size | GBP 1,141 m |
Total expense ratio | 0.25% p.a. |
Replication | Physical (Optimized sampling) |
Legal structure | ETF |
Strategy risk | Long-only |
Sustainability | No |
Fund currency | USD |
Currency risk | Currency unhedged |
Volatility 1 year (in GBP) | 15.90% |
Inception/ Listing Date | 5 September 2014 |
Distribution policy | Accumulating |
Distribution frequency | - |
Fund domicile | Ireland |
Fund Provider | Xtrackers |
Fund Structure | Company With Variable Capital (SICAV) |
UCITS compliance | Yes |
Administrator | State Street Custodial Services (Ireland) Limited |
Investment Advisor | DWS Investments UK Limited |
Custodian Bank | State Street Custodial Services (Ireland) Limited |
Revision Company | Pricewaterhouse Coopers |
Fiscal Year End | 31 December |
Swiss representative | DWS CH AG |
Swiss paying agent | Deutsche Bank (Suisse) SA |
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 | Citigroup Global Markets Limited|Jefferies International Limited|NATIXIS|Societe Generale |
NVIDIA Corp. | 6.29% |
Amazon.com, Inc. | 5.22% |
Eli Lilly & Co. | 4.76% |
Meta Platforms | 4.69% |
Broadcom Inc. | 4.62% |
Alphabet, Inc. A | 2.68% |
JPMorgan Chase & Co. | 2.64% |
Alphabet, Inc. C | 2.36% |
Novo Nordisk A/S | 2.34% |
ASML Holding NV | 1.71% |
YTD | +20.36% |
1 month | -5.53% |
3 months | +0.10% |
6 months | +8.59% |
1 year | +31.28% |
3 years | +22.34% |
5 years | +63.15% |
Since inception (MAX) | +249.43% |
2023 | +5.60% |
2022 | -7.90% |
2021 | +15.90% |
2020 | +23.79% |
Volatility 1 year | 15.90% |
Volatility 3 years | 17.33% |
Volatility 5 years | 20.09% |
Return per risk 1 year | 1.96 |
Return per risk 3 years | 0.40 |
Return per risk 5 years | 0.51 |
Maximum drawdown 1 year | -13.88% |
Maximum drawdown 3 years | -20.60% |
Maximum drawdown 5 years | -23.56% |
Maximum drawdown since inception | -23.56% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | XDEM | - - | - - | - |
Stuttgart Stock Exchange | EUR | XDEM | - - | - - | - |
Borsa Italiana | EUR | XDEM | XDEM IM XDEMINVE | XDEM.MI 0J0GINAV.DE | |
London Stock Exchange | GBX | XDEM | XDEM LN XDEMINVU | XDEM.L 0J0HINAV.DE | |
SIX Swiss Exchange | USD | XDEM | XDEM SW XDEMINVG | XDEM.S 0J1GINAV.DE | |
XETRA | EUR | XDEM | XDEM GY XDEMINVG | XDEM.DE 0J1GINAV.DE |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 1,712 | 0.30% p.a. | Accumulating | Sampling |