JPGL
•
Equity
JPM GLOBAL EQUITY MULTI-FACTOR UCITS ETF - USD (ACC)
TER (bps):
19
AUM (USD m):
206
ISIN:
IE00BJRCLL96
Domicile:
Ireland
Share Class Currency:
USD
ESG:
No
Geographical Focus:
Developed Markets
As of:
16 Apr 2024
Climate Fund:
No
Benchmark
The JP Morgan Global Diversified Factor Equity Index Series is designed to reflect the performance of stocks which display certain factor characteristics more strongly when compared to their peer group, i.e. other stocks in the same sector or region. Factors are characteristics that describe the risk and return profile of securities from which investors expect to achieve above average returns over time, through assuming a particular risk or taking advantage of a behavioural bias. The Index allocates regional weights according to the FTSE Developed Index and then uses a two-step rules-based approach that weights sectors equally based on volatility followed by a stock selection process that uses multiple factors referred to as "multi-factor". The multi-factor score is derived from equally weighting the three factors such as Value, Momenum and Quality.
PERFORMANCE
