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The best Value-Factor ETFs

How to invest in value-factor ETFs

0.25% p.a. - 0.52% p.a.
annual total expense ratio (TER) of value-factor ETFs
on the value factor, which are tracked by ETFs
on the value factor
The best indices for value-factor ETFs

How do I invest in the value factor?

Statistical observations show that companies with relatively low valuations have tended to outperform the broad market in certain economic periods in the past. This research-based observation is referred to as the value factor. Typically, the price-earnings ratio is used as a measure for a company's value. This usually means comparing the current share price with the profit of the last period. More advanced approaches use additional variables such as price-to-book value and enterprise value-to-cash flow from operations.

This factor strategy can also be implemented by means of an index. In this investment guide, you will find all available worldwide value ETFs. Currently, there are 3 ETFs available.
 

MSCI World Enhanced Value performance

1 month: 11.25%
1 year: -11.73%
3 years: -2.08%
5 years: 13.59%
 

Value ETFs in comparison

The most important factors at a glance

When choosing a value-factor ETF one should consider several other factors in addition to the methodology of the underlying index and performance of an ETF. For better comparison, you will find a list of all value-factor ETFs with details on size, cost, age, income, domicile and replication method ranked by fund size.

Compare all value-factor ETFs in detail
Compare all value-factor ETFs in a chart

Provider
ISIN
  Fund size
in m EUR
TER
in %
Use of profits Fund domicile Replication method
iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59 2,106 0.30% p.a. Accumulating Ireland Optimized sampling
Xtrackers MSCI World Value Factor UCITS ETF 1CIE00BL25JM42 254 0.25% p.a. Accumulating Ireland Optimized sampling
VanEck Vectors Morningstar Global Wide Moat UCITS ETF AIE00BL0BMZ89 11 0.52% p.a. Accumulating Ireland Full replication

Source: justETF.com; As of 26/11/20

 

Return comparison of all value ETFs

The table shows the returns of all value-factor ETFs in comparison. All return figures are including dividends as of month end. Besides the return the reference date on which you conduct the comparison is important. In order to find the best ETFs, you can also perform a chart comparison.

ETF   1 month
in %
3 months
in %
6 months
in %
1 year
in %
3 years
in %
iShares Edge MSCI World Value Factor UCITS ETF -3.33% -0.18% -6.88% -21.15% -16.24%
Xtrackers MSCI World Value Factor UCITS ETF 1C -3.37% -0.22% -6.91% -21.22% -16.39%
VanEck Vectors Morningstar Global Wide Moat UCITS ETF A -2.73% 1.69% - - -
ETF   2020
in %
2019
in %
2018
in %
2017
in %
2016
in %
iShares Edge MSCI World Value Factor UCITS ETF -24.86% 22.02% -9.82% 7.36% 11.68%
Xtrackers MSCI World Value Factor UCITS ETF 1C -24.93% 21.97% -10.76% 7.98% 15.72%
VanEck Vectors Morningstar Global Wide Moat UCITS ETF A - - - - -

Source: justETF.com; As of 31/10/20; Calculations in EUR including dividends