Global developed market large/mid cap equities with multi-factor filter. Passive tracker on STOXX Developed World Equity Factor Screened Index.
Data as of
iShares is the market leader in the ETFs and passive index funds space, managing over US$5tn of AUM through more than 1600 ETFs offered globally. iShares is a subsidiary of BlackRock, the largest asset manager globally.
The iShares STOXX World Equity Multifactor UCITS ETF is a passive index solution that tracks the STOXX Developed World Equity Factor Screened Net Index using a full physical replication approach. The index is a subset of STOXX Developed World Index, a market capitalisation weighted index that is designed to measure the global developed equity market performance across large and mid caps.
The index is constructed based on a multi-factor alpha signal based on a combination of fixed weights of 27% momentum, 36% quality, 27% value, 5% low volatility and 5% low size factors using Axioma factor risk models and portfolio optimiser. Each factor in turn are based on specific signals as defined within the STOXX Factor Indices. Constituents also undergo baseline exclusions and reducing greenhouse gas intensity based on Global Standards Screening assessment, Controversy Rating, and Controversial Weapons and Product Involvement. The ETF has >270 holdings.
Price Performance – Maximum Period
Investment-Time-Horizon in years
iShares STOXX World Equity Multifactor UCITS ETF
This ETF represents passive exposure to the global developed markets large/mid cap equities, with a multi-factor filter.
SPDR MSCI All Country World UCITS ETF
Dimensional Funds PLC - World Allocation 80/20 Fund
The Dimensional World Allocation 80/20 Fund is our FAIRHORIZON Orange reference benchmark solution that has 80% global developed equities and 20% global investment grade short-to-medium maturity bonds for global defensive equity-like returns and volatility.
This ETF represents passive exposure to the global developed markets large/mid cap equities, with a multi-factor filter.
The multi-factor filter appeals investors with related investment requirements.
The ETF is listed on multiple Europe exchanges in various currencies.
Sectors
Geography