iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)

ISINIE00BP3QZ825
TickerIS3R
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Total annual cost
0.35%

TER 0.25% + transaction cost 0.10%

Category
ETF
Data available from
Oct 31, 2014
Underlying assets
348

Metrics at a glance

CAGR
+14.51%
Volatility
14.81%
Sharpe
0.84
Sortino
0.90
Calmar
0.73
Ulcer Index
6.27
Max Drawdown
17.21%
VaR 95%
7.20%
VaR 99%
8.75%
% Positive Months
61.70%

Performance over time

Rolling returns

Return computed over every rolling window of the selected length.

Fund composition

Estimated country, currency, and sector allocation from the underlying holdings.

iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)

Click a row name to exclude it from the calculation (remaining slices are renormalized).

59.0%
8.1%
6.6%
5.4%
3.6%
3.6%
2.5%
2.1%
2.0%
1.6%

Top holdings

Top 10 Weight

26.3%

Total Assets

348

HHI

0.000

  1. NVIDIA
    5.0%
  2. Broadcom
    4.5%
  3. Micron Technology
    2.8%
  4. Alphabet Inc Class A
    2.5%
  5. ASML Holding
    2.3%
  6. Alphabet Inc Class C
    2.1%
  7. Johnson & Johnson
    1.9%
  8. GE Vernova
    1.8%
  9. Lam Research
    1.8%
  10. Caterpillar
    1.6%

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