Index | MSCI Europe Momentum |
Investment focus | Equity, Europe, Momentum |
Fund size | GBP 46 m |
Total expense ratio | 0.23% 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) | 11.73% |
Inception/ Listing Date | 22 May 2016 |
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 S.A. |
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 | +10.00% |
1 month | -5.16% |
3 months | -4.53% |
6 months | +8.80% |
1 year | +16.39% |
3 years | +10.08% |
5 years | +48.10% |
Since inception (MAX) | +123.37% |
2023 | +11.05% |
2022 | -10.67% |
2021 | +14.27% |
2020 | +17.26% |
Volatility 1 year | 11.73% |
Volatility 3 years | 15.64% |
Volatility 5 years | 17.60% |
Return per risk 1 year | 1.39 |
Return per risk 3 years | 0.21 |
Return per risk 5 years | 0.46 |
Maximum drawdown 1 year | -8.21% |
Maximum drawdown 3 years | -21.59% |
Maximum drawdown 5 years | -23.79% |
Maximum drawdown since inception | -23.79% |
Listing | Trade Currency | Ticker | Bloomberg / iNAV Bloomberg Code | Reuters RIC / iNAV Reuters | Market Maker |
---|---|---|---|---|---|
gettex | EUR | MJMT | - - | - - | - |
Stuttgart Stock Exchange | EUR | MJMT | - - | - - | - |
Bolsa Mexicana de Valores | EUR | - | IMCEU | IMCEUINAV.PA | BNP Paribas Arbitrage |
Euronext Paris | EUR | MCEU | MCEU FP IMCEU | MCEU.PA ICEUM=BNPP | BNP Paribas Arbitrage |
XETRA | EUR | MJMT | MJMT GY IMCEU | MJMT.DE ICEUM=BNPP | BNP Paribas Arbitrage |
Fund name | Fund Size in m € (AuM) | TER p.a. | Distribution | Replication |
---|---|---|---|---|
iShares Edge MSCI Europe Momentum Factor UCITS ETF | 271 | 0.25% p.a. | Accumulating | Sampling |
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) | 28 | 0.25% p.a. | Distributing | Sampling |