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iShares Edge MSCI Europe Momentum Factor UCITS ETF...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BQN1K786
WKNA12DPN
IssueriShares
Inception DateJan 16, 2015
CategoryEurope Equities
Leveraged1x
Index TrackedMSCI Europe Growth NR EUR
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

IEFM.L has an expense ratio of 0.25%, which is considered low compared to other funds.


Expense ratio chart for IEFM.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: IEFM.L vs. EXO.AS, IEFM.L vs. QDVX.DE, IEFM.L vs. CEMR.DE, IEFM.L vs. SPYF.DE, IEFM.L vs. XDEQ.L, IEFM.L vs. MTUM, IEFM.L vs. QDVE.DE, IEFM.L vs. VUKE.DE, IEFM.L vs. XDEM.L, IEFM.L vs. RSG

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in iShares Edge MSCI Europe Momentum Factor UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
2.69%
6.76%
IEFM.L (iShares Edge MSCI Europe Momentum Factor UCITS ETF)
Benchmark (^GSPC)

Returns By Period

iShares Edge MSCI Europe Momentum Factor UCITS ETF had a return of 14.30% year-to-date (YTD) and 22.41% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date14.30%19.77%
1 month0.27%-0.67%
6 months2.69%10.27%
1 year22.41%31.07%
5 years (annualized)9.42%13.22%
10 years (annualized)N/A10.92%

Monthly Returns

The table below presents the monthly returns of IEFM.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.94%4.92%6.25%-1.57%3.74%-0.83%0.04%1.04%-1.03%-0.29%14.30%
20232.16%2.17%-0.24%3.97%-5.76%2.88%0.82%-2.18%0.00%-1.96%5.70%2.89%10.37%
2022-7.77%-2.96%3.48%-3.69%-0.23%-4.41%1.84%-0.75%-3.95%3.55%5.69%-0.21%-9.80%
2021-1.36%-2.02%3.98%5.82%0.01%0.28%2.77%2.30%-2.86%3.54%-1.24%2.42%14.07%
20200.64%-3.94%-6.88%4.24%9.32%3.75%0.59%0.80%2.65%-4.25%6.01%4.07%17.04%
20191.78%3.85%2.24%3.16%0.74%6.34%1.94%-0.66%0.43%-1.19%1.04%1.76%23.39%
20181.13%-2.77%-2.56%4.04%2.12%-1.48%4.64%1.74%-0.76%-7.78%-3.88%-4.07%-9.90%
20171.87%1.99%3.41%-0.46%4.45%-0.84%1.78%2.03%-1.20%5.19%-3.35%1.04%16.75%
2016-0.41%-0.40%2.96%-1.32%1.51%7.42%4.03%-0.18%3.65%1.41%-5.09%4.68%19.17%
20151.15%1.69%3.06%-1.06%0.70%-4.82%4.67%-4.99%-1.93%2.78%1.21%1.24%3.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IEFM.L is 31, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of IEFM.L is 3131
Combined Rank
The Sharpe Ratio Rank of IEFM.L is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of IEFM.L is 2020Sortino Ratio Rank
The Omega Ratio Rank of IEFM.L is 4444Omega Ratio Rank
The Calmar Ratio Rank of IEFM.L is 5353Calmar Ratio Rank
The Martin Ratio Rank of IEFM.L is 1919Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Edge MSCI Europe Momentum Factor UCITS ETF (IEFM.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


IEFM.L
Sharpe ratio
The chart of Sharpe ratio for IEFM.L, currently valued at 0.71, compared to the broader market0.002.004.006.000.71
Sortino ratio
The chart of Sortino ratio for IEFM.L, currently valued at 1.25, compared to the broader market0.005.0010.001.25
Omega ratio
The chart of Omega ratio for IEFM.L, currently valued at 1.28, compared to the broader market1.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for IEFM.L, currently valued at 1.58, compared to the broader market0.005.0010.0015.0020.001.58
Martin ratio
The chart of Martin ratio for IEFM.L, currently valued at 2.56, compared to the broader market0.0020.0040.0060.0080.00100.00120.002.56
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.67, compared to the broader market0.002.004.006.002.67
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.55, compared to the broader market0.005.0010.003.55
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.502.002.503.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.45, compared to the broader market0.005.0010.0015.0020.003.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.04, compared to the broader market0.0020.0040.0060.0080.00100.00120.0017.04

Sharpe Ratio

The current iShares Edge MSCI Europe Momentum Factor UCITS ETF Sharpe ratio is 0.71. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Edge MSCI Europe Momentum Factor UCITS ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.71
1.77
IEFM.L (iShares Edge MSCI Europe Momentum Factor UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


iShares Edge MSCI Europe Momentum Factor UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-7.33%
-2.19%
IEFM.L (iShares Edge MSCI Europe Momentum Factor UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Edge MSCI Europe Momentum Factor UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Edge MSCI Europe Momentum Factor UCITS ETF was 23.88%, occurring on Mar 12, 2020. Recovery took 68 trading sessions.

The current iShares Edge MSCI Europe Momentum Factor UCITS ETF drawdown is 7.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.88%Feb 20, 202015Mar 12, 202068Jun 23, 202083
-21.33%Nov 15, 202179Mar 8, 2022429Nov 16, 2023508
-17.89%Aug 29, 201860Dec 27, 201862Jun 24, 2019122
-14.13%Feb 29, 20241Feb 29, 2024
-13.93%Apr 13, 2015213Feb 11, 201695Jun 29, 2016308

Volatility

Volatility Chart

The current iShares Edge MSCI Europe Momentum Factor UCITS ETF volatility is 2.76%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.76%
3.20%
IEFM.L (iShares Edge MSCI Europe Momentum Factor UCITS ETF)
Benchmark (^GSPC)