Robeco QI European Enhanced Index Equities I USD

Index: MSCI Europe Index (Net Return, USD)
ISIN: LU1654174538
  • Aims to consistently outperform the benchmark, with a low tracking error
  • Diversified exposure to an integrated multi-factor stock selection model
  • Using proven return factors value, quality and momentum
Assets class
Current price ()
Performance YTD ()
Currency USD
Total size of fund ()
Dividend payingNo

About this fund

Robeco QI European Enhanced Index Equities invests in stocks of companies in Europe. The selection of these stocks is based on a quantitative model. The fund's objective is to consistently achieve a better return than the index, by applying a large number of small over- and underweight positions with respect to the index, resulting in a low tracking error. The fund aims to gain a well-diversified exposure to an integrated multi-factor stock selection model consisting of proven return factors such as value, quality and momentum. The portfolio overweights stocks with an attractive valuation, a profitable operating business, strong price momentum, and positive recent revisions from analysts.


No performance data available


Robeco QI European Enhanced Index Equities I USD


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Subject 3 years 5 years
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Fund Classification

ESG integration
Sustainability Themed Fund

Fund allocation

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Name Sector Weight

Currency policy

The fund may use currency forwards to achieve currency exposures that are close to the benchmark.

Dividend policy

The fund does not distribute dividend. The fund retains any income that is earned, and so its entire performance is reflected in its share price.

ESG Integration policy

Environment, Social and Governance (ESG) factors are systematically integrated in the highly disciplined investment process, by using the ESG scores of the 4.000 largest companies from the annual RobecoSAM Corporate Sustainability Assessment. The ESG integration aims for an average ESG score of the portfolio at least as high as the ESG score of the benchmark. This ensures that stocks with higher ESG scores are more likely to be overweighted in the portfolio, while stocks of companies that have very poor ESG scores are more likely to be underweighted in the portfolio. With these portfolio construction rules we aim for an ESG profile of the fund that is above average compared to its peers. In addition, stocks with corporate governance issues or stocks that have major litigation or regulatory risk may be excluded from the investable universe. Next to ESG integration, Robeco has an exclusion policy and conducts proxy voting and engagement activities based on International Corporate Governance Network objectives.

Investment policy

Robeco QI European Enhanced Index Equities uses a quantitative stock selection strategy to invest in European equities. This leads to a diversified portfolio with a low tracking error relative to the benchmark. Stock selection is the key performance driver. The fund systematically neutralizes sector, region and country exposures. Stock selection within the fund is entirely based on Robeco’s proprietary quantitative stock selection model. This model ranks stocks on their expected future relative performance using valuation (including quality) and momentum factors. Highly ranked stocks are overweighted against the benchmark, whereas low-ranked stocks are underweighted.

Risk policy

Risk management is fully integrated in the investment process to ensure that positions always meet predefined guidelines.

Michael Strating, Machiel Zwanenburg
Michael Strating, Machiel Zwanenburg

Michael Strating, Machiel Zwanenburg

Mr. Michael Strating, Executive Vice President, is Head of Quantitative Equities team with Robeco and Portfolio Manager of a number of quantitatively managed accounts. Previously, he was Coordinator of the Global Equity team and held a position as Portfolio Manager European Equities with Robeco. Michael has been working as a Fund Manager since 1990. He graduated from the Erasmus University Rotterdam and holds Master's degree in both Law and in Business Economics. Michael Strating is registered with the Dutch Securities Institute. Mr. Zwanenburg is a Portfolio Manager within the Quantitative Equities team. His primary focus is Robeco's quantitative developed market strategies. Previously, he held positions as Senior Risk Manager RobecoSAM and Head of Client Portfolio Risk at Robeco. He joined Robeco in 1999 as part of the Quantitative Research department. He holds a Master's degree in Econometrics from Erasmus University Rotterdam and a Master's degree in Economics from the London School of Economics and Political Science.


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Management companyRobeco Luxembourg S.A.
Fund capital
Outstanding shares
AvailabilityFR, LU, SG, GB
1st quotation date1505433600000
Close financial year31-12
Legal statusInvestment company with variable capital incorporated under Luxembourg law (SICAV)
Reference index

Cost of this fund

Ongoing charges

This fund deducts ongoing charges of
These charges comprise
Management fee
Service fee

Transaction costs

The expected transaction costs are

Performance fee

This fund may also deduct a performance fee of

Extra fees

max entry fee
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Fiscal product treatment

The fund is established in Luxembourg and is subject to the Luxembourg tax laws and regulations. The fund is not liable to pay any corporation, income, dividend or capital gains tax in Luxembourg. The fund is subject to an annual subscription tax ('tax d'abonnement') in Luxembourg, which amounts to 0.05% of the net asset value of the fund. This tax is included in the net asset value of the fund. The fund can in principle use the Luxembourg treaty network to partially recover any withholding tax on its income.

Fiscal treatment of investor

The fiscal consequences of investing in this fund depend on the investor's personal situation. For private investors in the Netherlands real interest and dividend income or capital gains received on their investments are not relevant for tax purposes. Each year investors pay income tax on the value of their net assets as at 1 January if and inasmuch as such net assets exceed the investor’s tax-free allowance. Any amount invested in the fund forms part of the investor's net assets. Private investors who are resident outside the Netherlands will not be taxed in the Netherlands on their investments in the fund. However, such investors may be taxed in their country of residence on any income from an investment in this fund based on the applicable national fiscal laws. Other fiscal rules apply to legal entities or professional investors. We advise investors to consult their financial or tax adviser about the tax consequences of an investment in this fund in their specific circumstances before deciding to invest in the fund.


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