Amundi ETF MSCI Europe Low Size Factor UCITS ETF

ISINLU1681041544
TickerCEM
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Total annual cost
0.47%

TER 0.23% + transaction cost 0.24%

Category
ETF
Data available from
Apr 30, 2025
Underlying assets
781

Metrics at a glance

CAGR
-3.46%
Volatility
9.75%
Sharpe
-0.56
Sortino
-0.44
Calmar
-0.47
Ulcer Index
5.37
Max Drawdown
11.74%
VaR 95%
4.34%
VaR 99%
5.94%
% Positive Months
58.33%

Performance over time

Fund composition

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

Amundi ETF MSCI Europe Low Size Factor UCITS ETF

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

22.0%
16.7%
11.2%
9.6%
8.8%
5.5%
5.5%
3.3%
3.1%
3.0%

Top holdings

Top 10 Weight

8.6%

Total Assets

781

HHI

0.000

  1. DIPLOMA
    1.2%
  2. IMI
    1.1%
  3. GAZTRANSPORT ET TECHNIGAZ
    0.9%
  4. FLUGHAFEN ZUERICH REG
    0.9%
  5. ACKERMANS & VAN HAAREN
    0.8%
  6. BEAZLEY PLC/UK
    0.8%
  7. PSP SWISS PROPERTY
    0.8%
  8. ACCELLERON INDUSTRIES
    0.7%
  9. SBM OFFSHORE
    0.7%
  10. KONECRANES OYJ
    0.7%

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