ETFsMSCI Europe Momentum Index (EUR NET)
iShares

iShares Edge MSCI Europe Momentum Factor UCITS ETF

IEFM LSEAccumulatingPhysical, sampledIreland
Last close · EUR
15.48EUR
-1.07% · -€0.17
Published closes: 4 Nov 2026 - 5 Nov 2026
5 Nov 2026, close
IEFMBase
Fund charges
Not publishedFee basis unverified
Fund size
Not published
Return 1Y
+10.8%
Sharpe 3Y
0.96
Volatility 1Y
14.7%annualised
Holdings
122Fund holdings

Performance

Compare
  • IEFM+10.8%
  • Price, EUR

Returns

Returns1M3M6MYTD1Y3Y5Y
IEFM-2.3%-2.5%+1.4%+6.4%+10.8%+73.9%+55.8%
MSCI World-2.8%-0.6%+7.8%+14.3%+14.1%+65.6%+64.8%
Gap to MSCI World+0.6%-1.9%-6.4%-7.9%-3.3%+8.3%-9.0%

Risk and return

Sharpe ratio · 3Y
0.96
Below MSCI World · 1.24
Return p.a.
+20.6%
Volatility
18.3%
Max loss
-15.7%Apr 2025

Sharpe vs indices

MSCI World
1.24
S&P 500
1.21
STOXX Europe 600
1.04
IEFM
0.96
MSCI Emerging Markets IMI
0.93
CAC 40
0.37
Method

Weekly EUR returns from adjusted closes. Sharpe is the annualised excess return over the euro overnight rate (Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C) divided by its volatility. Max loss uses daily closes.

Top holdings

Top 10
41.8%
Holdings
122
As of
Fund holdings
  1. 1NOVARTIS AG5.45%
  2. 2ROCHE PS PAR AG5.05%
  3. 3SHELL4.66%
  4. 4HSBC HOLDINGS PLC4.58%
  5. 5ASML HOLDING4.49%
  6. 6TOTALENERGIES4.41%
  7. 7IBERDROLA3.71%
  8. 8BANCO SANTANDER3.67%
  9. 9ABB LTD2.95%
  10. 10BANCO BILBAO VIZCAYA ARGENTARIA2.83%

Countries

Classified 99.6%
Largest
21.6%United Kingdom
Top 3
54.9%
Effective number
7.51 / HHI

Market cap

Weight vs holdings

41.8%of the fund sits in the top 10 holdings
  • Holdings 1-10
  • Holdings 11-50
  • Holdings 51-122

Size split

Not published

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