FairHorizon Red
R61-F

Amundi MSCI Europe Quality Factor UCITS ETF

Europe large/mid cap equities with quality factor filter. Passive tracker on MSCI Europe Quality Index.

About the Fund

Data as of

Amundi Investment Solutions is a leading asset manager in Europe, founded in 2010 from the merger of the asset management businesses of Credit Agricole and Société Générale. It manages over EUR2tn worth of assets.

The Amundi MSCI Europe Quality Factor UCITS ETF is a passive index solution that tracks the MSCI Europe Quality Index using a synthetic replication approach. The index is a subset of MSCI Europe Index, a free float-adjusted market cap index that tracks large and mid caps across 15 developed European countries, with additional filter to emphasise stocks that exhibit strong quality characteristics relative to their peers within the corresponding GICS sector based on 3 specific financial measurements that are high return-on-equity, low leverage, and low earnings variability. The ETF has >120 holdings similar to the index.

Performance

Price Performance – Maximum Period

The FairHorizon Context

Investment-Time-Horizon in years

0 - 22 - 44 - 7 7 - 1010 - 1515+
Expected long-term return
2 - 4% p.a.
Expected volatility
3 - 5% p.a.

Building Block Returns

Amundi MSCI Europe Quality Factor UCITS ETF

Ann. return (3-year):
5.41%
Ann. return (5-year):
5.54%
Ann. return (10-year):
Ann. Standard Deviation (5-year):
14.89%

This ETF represents passive exposure to the Europe large/mid cap equities, with quality factor filter.

Benchmark Returns

Vanguard Investment Series PLC - European Stock Index Fund

Ann. return (3-year):
12.28%
Ann. return (5-year):
10.18%
Ann. return (10-year):
8.94%
Ann. Standard Deviation (5-year):
12.53%

FairHorizon Benchmark Returns

Dimensional Funds PLC - World Equity Fund

Ann. return (3-year):
15.35%
Ann. return (5-year):
10.09%
Ann. return (10-year):
10.58%
Ann. Standard Deviation (5-year):
12.73%

The Dimensional World Equity Fund is our FAIRHORIZON Red reference benchmark solution that has primarily global developed equities for long-term global equity-like returns and volatility.

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Why we prefer this fund

Relevance of strategy

This ETF represents passive exposure to the Europe large/mid cap equities, with quality factor filter.

Differentiated portfolio

The quality factor filter appeals investors with related investment requirements.

Liquidity

The ETF is listed on multiple Europe exchanges in various currencies.

Historical maximum drawdown & recovery time

Max drawdown (since inception)
-31.99%
Recovery Period
287 Days

Diversification

Top 10 Holdings

  • ASML Holding NV7.37%
  • Novartis AG5.57%
  • Roche Holding AG Participating5.26%
  • AstraZeneca PLC5.14%
  • Nestle SA4.70%
  • Novo Nordisk A/S Class B Commo3.96%
  • ABB Ltd3.45%
  • Allianz SE2.80%
  • Schneider Electric SE2.77%
  • Unilever PLC2.60%

Sectors

  • No sector data

Geography

  • No geo data

Frequently asked questions

What is the Amundi MSCI Europe Quality Factor UCITS ETF?
The Amundi MSCI Europe Quality Factor UCITS ETF is a factor-based fund in the Europe Equities - Quality asset class, managed by Amundi. Europe large/mid cap equities with quality factor filter. Passive tracker on MSCI Europe Quality Index.
What is the Amundi MSCI Europe Quality Factor UCITS ETF's FairHorizon classification?
Das Family Office classifies this fund as FairHorizon Red, meaning it is suitable for investors with a 15+ years investment horizon. long-horizon, high-conviction equity allocation
What is the total expense ratio (TER) of the Amundi MSCI Europe Quality Factor UCITS ETF?
The Amundi MSCI Europe Quality Factor UCITS ETF has a total expense ratio of 0.23% per annum. The maximum recommended portfolio share is 30%.
What is the ISIN of the Amundi MSCI Europe Quality Factor UCITS ETF?
The ISIN of the Amundi MSCI Europe Quality Factor UCITS ETF share class tracked by Das Family Office is LU1681041890.
What are the historical returns of the Amundi MSCI Europe Quality Factor UCITS ETF?
As of the most recent month-end, the Amundi MSCI Europe Quality Factor UCITS ETF has delivered 3-year annualised total return of 5.41%, 5-year annualised total return of 5.54%. Past performance is not indicative of future results.
Is the Amundi MSCI Europe Quality Factor UCITS ETF accumulating or distributing?
The tracked share class (UCITS ETF - EUR ACC) is Accumulating — income is automatically reinvested into the fund.
When was the Amundi MSCI Europe Quality Factor UCITS ETF launched?
The Amundi MSCI Europe Quality Factor UCITS ETF was incepted on 2016-07-12.