iShares Edge MSCI World Momentum Factor UCITS ETF USD (Acc)/ IE00BP3QZ825 /
| NAV2024-05-03 | Chg.+0.8831 | Type of yield | Investment Focus | Investment company |
|---|---|---|---|---|
| 72.0865USD | +1.24% | reinvestment | Equity Worldwide | BlackRock AM (IE) ▶ |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2014 | - | - | - | - | - | - | - | - | - | - | 3.17 | -0.99 | - |
| 2015 | -0.23 | 5.22 | -0.88 | 0.18 | 1.95 | -1.66 | 3.19 | -6.64 | -3.69 | 6.91 | 0.15 | 0.00 | +3.83% |
| 2016 | -4.32 | -1.31 | 5.51 | 0.19 | 2.00 | 2.72 | 2.75 | -2.75 | 0.71 | -2.98 | 0.43 | 1.47 | +4.06% |
| 2017 | 3.54 | 2.36 | 2.14 | 1.87 | 4.21 | 0.22 | 3.11 | 1.43 | 2.53 | 4.54 | 1.87 | 0.30 | +31.90% |
| 2018 | 8.04 | -1.64 | -3.34 | 1.10 | 2.82 | -0.38 | 2.20 | 4.47 | 0.95 | -9.89 | 1.43 | -7.41 | -2.98% |
| 2019 | 6.32 | 3.67 | 2.59 | 3.21 | -3.66 | 6.31 | 1.00 | 0.05 | -0.83 | 1.25 | 2.55 | 2.46 | +27.44% |
| 2020 | 2.60 | -7.18 | -10.21 | 10.17 | 5.74 | 4.60 | 6.65 | 6.60 | -2.24 | -3.56 | 9.84 | 4.27 | +27.90% |
| 2021 | 0.74 | -0.63 | 0.21 | 6.78 | -1.06 | 1.10 | 1.64 | 3.16 | -3.73 | 7.50 | -3.08 | 1.44 | +14.31% |
| 2022 | -7.74 | -2.16 | 4.42 | -11.32 | -0.14 | -7.58 | 4.38 | -2.56 | -7.35 | 9.93 | 5.35 | -2.45 | -17.87% |
| 2023 | 1.07 | -3.23 | 0.88 | 2.89 | -4.84 | 6.37 | 2.40 | -1.30 | -4.13 | -1.82 | 9.29 | 4.42 | +11.56% |
| 2024 | 5.55 | 8.99 | 4.20 | -3.98 | 1.63 | - | - | - | - | - | - | - | - |
Calculated values
| YTD | 6 Months | 1 Year | 3 Years | 5 Years | |
|---|---|---|---|---|---|
| Volatility | 15.07% | 13.30% | 12.76% | 16.31% | 19.43% |
| Sharpe ratio | 3.71 | 4.53 | 2.12 | 0.09 | 0.39 |
| Best month | +8.99% | +9.29% | +9.29% | +9.93% | +10.17% |
| Worst month | -3.98% | -3.98% | -4.84% | -11.32% | -11.32% |
| Maximum loss | -7.08% | -7.08% | -8.17% | -29.79% | -31.48% |
| Outperformance | +15.69% | - | +15.85% | +31.25% | +50.16% |
All quotes in USD
Performance
| YTD | +16.98% | ||
|---|---|---|---|
| 6 Months | +27.84% | ||
| 1 Year | +30.96% | ||
| 3 Years | +17.02% | ||
| 5 Years | +71.06% | ||
| Since start | +186.97% | ||
| Year | |||
| 2023 | +11.56% | ||
| 2022 | -17.87% | ||
| 2021 | +14.31% | ||
| 2020 | +27.90% | ||
| 2019 | +27.44% | ||
| 2018 | -2.98% | ||
| 2017 | +31.90% | ||
| 2016 | +4.06% | ||
| 2015 | +3.83% | ||
