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FairHorizon Red
R60-F

iShares Edge MSCI Europe Momentum Factor UCITS ETF

Europe large/mid cap equities with momentum factor filter. Passive tracker on MSCI Europe Momentum Index.

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About the Fund

Data as of

iShares is the market leader in the ETFs and passive index funds space, managing over US$5tn of AUM through more than 1600 ETFs offered globally. iShares is a subsidiary of BlackRock, the largest asset manager globally.

The iShares Edge MSCI Europe Momentum Factor UCITS ETF is a passive index solution that tracks the MSCI Europe Momentum Index (EUR Net) using a physical optimised sampling 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 with high upward price momentum over the near term (6-12 month period), while maintaining reasonably high trading liquidity, investment capacity and moderate index turnover. 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

iShares Edge MSCI Europe Momentum Factor UCITS ETF

Ann. return (3-year):
17.71%
Ann. return (5-year):
11.30%
Ann. return (10-year):
12.56%
Ann. Standard Deviation (5-year):
11.89%

This ETF represents passive exposure to the Europe large/mid cap equities, with price momentum 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):
17.79%
Ann. return (5-year):
9.56%
Ann. return (10-year):
—
Ann. Standard Deviation (5-year):
14.96%
Link to the Funds FairSheet

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.

SHARING OUR PASSION FOR INVESTMENTS FAIRSHEET™  iShares Edge MSCI Europe Momentum Factor UCITS ETF  Page 1/2

Why we prefer this fund

Relevance of strategy

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

Differentiated portfolio

The momentum 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)
-23.88%
Recovery Period
103 Days

Diversification

Top 10 Holdings

  • ASML Holding NV5.18%
  • HSBC Holdings PLC4.91%
  • Novartis AG4.01%
  • Roche Holding AG Participating3.98%
  • Banco Santander SA3.83%
  • Iberdrola SA Ordinary Shares3.81%
  • Siemens Energy AG3.78%
  • TotalEnergies SE2.99%
  • Shell PLC2.79%
  • Banco Bilbao Vizcaya Argentari2.66%

Sectors

  • Financials23.62%
  • Health Care15.37%
  • Industrials14.52%
  • Utilities12.24%
  • Energy10.93%
  • Technology8.37%
  • Materials7.81%
  • Communications2.93%
  • Consumer Staples2.76%
  • Others1.46%

Geography

  • United Kingdom26.55%
  • Switzerland15.42%
  • Spain14.05%
  • Netherlands7.80%
  • Germany7.75%
  • France7.62%
  • Italy5.13%
  • Sweden4.07%
  • Finland3.75%
  • Denmark1.21%
  • Austria1.20%
  • Others5.45%