The best Multi-Factor ETFs

How to invest in multi-factor ETFs

0.20% p.a. - 0.55% p.a.
annual total expense ratio (TER) of multi-factor ETFs
on multi-factor strategies, which are tracked by ETFs
on multi-factor strategies
 
The best indices for 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 11 multi-factor-ETFs available.
 

MSCI World Diversified Multiple-Factor performance

1 month: 2.46%
1 year: 21.33%
3 years: 25.91%
5 years: 61.71%
 

Multi-Factor ETFs in comparison

The most important factors at a glance

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
HSBC Multi-Factor Worldwide Equity UCITS ETF USDIE00BKZGB098 1,167 0.25% p.a. Distributing Ireland Full replication
iShares Edge MSCI World Multifactor UCITS ETF USD (Acc)IE00BZ0PKT83 507 0.50% p.a. Accumulating Ireland Optimized sampling
Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF AccIE00BJQRDN15 377 0.30% p.a. Accumulating Ireland Full replication
L&G Gerd Kommer Multifactor Equity UCITS ETF USD AccumulatingIE0001UQQ933 239 0.50% p.a. Accumulating Ireland Optimized sampling
JPMorgan Global Equity Multi-Factor UCITS ETF AccumulatingIE00BJRCLL96 210 0.20% p.a. Accumulating Ireland Full replication
Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF EUR PfHdg AccIE00BJQRDP39 148 0.30% p.a. Accumulating Ireland Full replication
L&G Gerd Kommer Multifactor Equity UCITS ETF USD DistributingIE000FPWSL69 48 0.50% p.a. Distributing Ireland Optimized sampling
Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR EUR (C)LU1602145119 34 0.40% p.a. Accumulating Luxembourg Full replication
Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF EUR PfHdg DistIE0008YN55P8 32 0.30% p.a. Distributing Ireland Full replication
Franklin Global Equity SRI UCITS ETFIE00BF2B0N83 18 0.30% p.a. Accumulating Ireland Full replication
iShares Edge MSCI World Multifactor UCITS ETF EUR Hedged (Acc)IE00BYXPXK00 10 0.55% p.a. Accumulating Ireland Optimized sampling

Source: justETF.com; As of 11.07.24

 

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.

Source: justETF.com; As of 30.06.24; Calculations in EUR including dividends