Invesco FTSE RAFI Europe Mid-small UCITS ETF (PWD.MI)
ETF Summary
The investment seeks to track the price and performance yield, before fees and expenses, of the FTSE RAFI Developed Europe Mid-Small index. The fund will achieve this by holding the shares from the index and their respective weightings, subject to the investment restrictions. It will invest in swaps and swaptions, options, FDIs, and in order to gain exposure to the components of the index or for cash management purposes, hold ancillary liquid assets such as cash, commercial paper and money market obligations such as short and medium-term treasury bills and treasury notes certificates of deposit, bankers’ acceptances, and variable and floating rate instruments which are either of investment grade or are issued or guaranteed by a national government or its agencies.
Risk Overview
Risk Overview Information Not Available
Performance & Risk
YTD Return | 1.51% |
5y Average Return | 7.14% |
Rank in Category (ytd) | -- |
% Rank in Category (ytd) | -- |
Beta (5Y Monthly) | 1.01 |
Morningstar Risk Rating | -- |
Risk Statistics
3 Years | 5 Years | 10 Years | ||||
---|---|---|---|---|---|---|
PWD.MI | Category Average | PWD.MI | Category Average | PWD.MI | Category Average | |
Alpha | -0.94 | -- | -0.45 | -- | -0.79 | -- |
BETA | 1.01 | -- | 0.98 | -- | 1 | -- |
Mean Annual Return | 0.66 | -- | 0.62 | -- | 0.84 | -- |
R-squared | 98.14 | -- | 98.21 | -- | 97.52 | -- |
Standard Deviation | 11.83 | -- | 12.75 | -- | 13.08 | -- |
Sharpe Ratio | 0.7 | -- | 0.61 | -- | 0.77 | -- |
Treynor Ratio | 7.77 | -- | 7.32 | -- | 9.61 | -- |