iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) (IEMD.L)
IEMD.L is a passive ETF by iShares tracking the investment results of the MSCI Europe Growth NR EUR. IEMD.L launched on Feb 23, 2018 and has a 0.25% expense ratio.
ETF Info
| ISIN | IE00BG13YJ64 |
|---|---|
| WKN | A2JDDD |
| Issuer | iShares |
| Inception Date | Feb 23, 2018 |
| Category | Europe Equities |
| Leveraged | 1x |
| Index Tracked | MSCI Europe Growth NR EUR |
| Domicile | Ireland |
| Distribution Policy | Distributing |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Growth |
Expense Ratio
IEMD.L has an expense ratio of 0.25%, which is considered low compared to other funds.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist), comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) had a return of 16.95% year-to-date (YTD) and 23.08% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 16.95% | 15.91% |
| 1 month | 5.91% | 3.41% |
| 6 months | 8.08% | 8.87% |
| 1 year | 23.08% | 22.44% |
| 5 years (annualized) | 10.13% | 13.23% |
| 10 years (annualized) | N/A | 10.69% |
Monthly Returns
The table below presents the monthly returns of IEMD.L, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.82% | 4.53% | 6.48% | -1.10% | 3.43% | -0.12% | 0.47% | 1.13% | 16.95% | ||||
| 2023 | 2.71% | 2.86% | -0.54% | 3.96% | -3.76% | 3.08% | 0.97% | -2.09% | -1.16% | -2.46% | 6.69% | 2.11% | 12.54% |
| 2022 | -7.13% | -3.41% | 2.70% | -3.02% | -1.67% | -5.48% | 4.54% | -3.70% | -5.61% | 5.87% | 5.23% | -2.74% | -14.50% |
| 2021 | 0.07% | -0.17% | 6.02% | 3.69% | 1.20% | 0.32% | 3.54% | 1.68% | -2.85% | 5.15% | -1.91% | 3.68% | 21.92% |
| 2020 | 2.12% | -6.42% | -9.99% | 7.06% | 5.15% | 2.90% | 1.73% | 1.61% | 0.87% | -3.36% | 6.49% | 3.80% | 10.99% |
| 2019 | 5.94% | 4.06% | 3.75% | 1.44% | -1.98% | 4.91% | 0.09% | 0.38% | 2.22% | 1.11% | 2.67% | 1.92% | 29.63% |
| 2018 | -1.43% | 3.80% | 2.19% | -0.99% | 2.22% | 0.03% | 1.16% | -7.36% | -3.68% | -5.09% | -9.30% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of IEMD.L is 78, placing it in the top 22% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) (IEMD.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.
Dividends
Dividend History
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) granted a 2.58% dividend yield in the last twelve months. The annual payout for that period amounted to €0.20 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | €0.20 | €0.19 | €0.18 | €0.13 | €0.08 | €0.11 | €0.11 |
Dividend yield | 2.58% | 2.78% | 2.90% | 1.77% | 1.36% | 2.00% | 2.51% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist). The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.16 | €0.00 | €0.00 | €0.00 | €0.16 | |||
| 2023 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.15 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.04 | €0.19 |
| 2022 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.11 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.07 | €0.18 |
| 2021 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.05 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.08 | €0.13 |
| 2020 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.06 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.02 | €0.08 |
| 2019 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.10 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.02 | €0.11 |
| 2018 | €0.08 | €0.00 | €0.00 | €0.00 | €0.00 | €0.00 | €0.03 | €0.11 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist). 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 EUR (Dist) was 30.77%, occurring on Mar 18, 2020. Recovery took 195 trading sessions.
The current iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) drawdown is 2.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.77% | Feb 20, 2020 | 20 | Mar 18, 2020 | 195 | Dec 24, 2020 | 215 |
| -23.73% | Nov 18, 2021 | 216 | Sep 29, 2022 | 353 | Feb 22, 2024 | 569 |
| -18.02% | Sep 28, 2018 | 63 | Dec 27, 2018 | 118 | Jun 18, 2019 | 181 |
| -9.81% | Jul 15, 2024 | 16 | Aug 5, 2024 | — | — | — |
| -8.72% | Feb 17, 2021 | 13 | Mar 5, 2021 | 19 | Apr 1, 2021 | 32 |
Volatility
Volatility Chart
The current iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) volatility is 3.94%, 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.