The best Multi-Factor ETFs
How to invest in multi-factor ETFs
How do I invest in multi-factor ETFs?
Factor strategies are equity strategies that use scientific observations and patterns related to stocks and their performance. The specific research-based observation is referred to as "factor". Based on the scientific findings, the goal is to identify securities that will outperform the broad market in the future. As well as examining the factors themselves, patterns of their occurrence in specific market stages have been identified.Multi-factor ETFs make use of this knowledge by combining several factor strategies. In most cases, this is done by investing directly in the relevant stocks and not in single-factor ETFs. Some ETFs actively manage the weighting of the different factors, while others choose strategic weightings and maintain them over time. It is therefore worth comparing.
In this investment guide, you will find all available worldwide multi-factor ETFs. Currently, there are 6 multi-factor-ETFs available.
MSCI World Diversified Multiple-Factor performance
Multi-Factor ETFs in comparison
When choosing a multi-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 multi-factor ETFs with details on size, cost, age, income, domicile and replication method ranked by fund size.
Compare all multi-factor ETFs in detail
Compare all multi-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 Multifactor UCITS ETF USD (Acc)IE00BZ0PKT83 | 458 | 0.50% p.a. | Accumulating | Ireland | Optimized sampling | |
Invesco Goldman Sachs Equity Factor Index World UCITS ETFIE00BFG1RG61 | 112 | 0.55% p.a. | Accumulating | Ireland | Unfunded swap | |
JPMorgan Global Equity Multi-Factor UCITS ETF AccumulatingIE00BJRCLL96 | 86 | 0.20% p.a. | Accumulating | Ireland | Full replication | |
Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR EUR (C)LU1602145119 | 43 | 0.40% p.a. | Accumulating | Luxembourg | Full replication | |
Franklin LibertyQ Global Equity SRI UCITS ETFIE00BF2B0N83 | 26 | 0.40% p.a. | Accumulating | Ireland | Full replication | |
iShares Edge MSCI World Multifactor UCITS ETF EUR Hedged (Acc)IE00BYXPXK00 | 11 | 0.55% p.a. | Accumulating | Ireland | Optimized sampling |
Source: justETF.com; As of 10.08.22
Return comparison of all multi-factor ETFs
The table shows the returns of all multi-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 % |
|
---|---|---|---|---|---|---|
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 7.60% | 0.55% | 3.64% | 12.19% | 38.81% | |
Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR EUR (C) | 9.02% | 1.20% | 0.72% | 5.89% | 29.16% | |
iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) | 9.79% | 1.08% | 1.20% | 5.39% | 35.43% | |
Invesco Goldman Sachs Equity Factor Index World UCITS ETF | 8.71% | 1.07% | -0.96% | 3.86% | 27.01% | |
Franklin LibertyQ Global Equity SRI UCITS ETF | 7.77% | 0.28% | -1.68% | 3.48% | 29.17% | |
iShares Edge MSCI World Multifactor UCITS ETF EUR Hedged (Acc) | 7.19% | -2.14% | -6.67% | -7.55% | 20.56% |
ETF | 2022 in % |
2021 in % |
2020 in % |
2019 in % |
2018 in % |
|
---|---|---|---|---|---|---|
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 1.21% | 32.81% | -2.66% | - | - | |
Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR EUR (C) | -2.91% | 28.15% | -2.51% | 27.62% | - | |
iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) | -3.44% | 30.39% | 1.21% | 24.06% | -7.64% | |
Invesco Goldman Sachs Equity Factor Index World UCITS ETF | -5.50% | 28.09% | 0.57% | 23.08% | -3.80% | |
Franklin LibertyQ Global Equity SRI UCITS ETF | -5.95% | 26.83% | -0.11% | 27.54% | -5.07% | |
iShares Edge MSCI World Multifactor UCITS ETF EUR Hedged (Acc) | -11.94% | 21.53% | 7.19% | 17.95% | -12.74% |
Source: justETF.com; As of 31.07.22; Calculations in EUR including dividends