The best Value-Factor ETFs
How to invest in 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 8 ETFs available.
MSCI World Enhanced Value performance
1 month: 1,54%
1 year: 16,37%
3 years: 30,47%
5 years: 49,75%
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 | 3.557 | 0,30% p.a. | Accumulerend | Ierland | Geoptimaliseerde sampling | |
| Xtrackers MSCI World Value Factor UCITS ETF 1CIE00BL25JM42 | 1.677 | 0,25% p.a. | Accumulerend | Ierland | Geoptimaliseerde sampling | |
| iShares MSCI World Value Factor ESG UCITS ETF USD (Acc)IE000H1H16W5 | 237 | 0,30% p.a. | Accumulerend | Ierland | Volledige replicatie | |
| HSBC MSCI World Value ESG UCITS ETF USD (Acc)IE000LYBU7X5 | 199 | 0,25% p.a. | Accumulerend | Ierland | Volledige replicatie | |
| iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)IE00BFYTYS33 | 127 | 0,30% p.a. | Distribueren | Ierland | Geoptimaliseerde sampling | |
| SPDR MSCI World Value UCITS ETFIE00BJXRT813 | 55 | 0,25% p.a. | Accumulerend | Ierland | Volledige replicatie | |
| Xtrackers MSCI World Value ESG UCITS ETF 1CIE000LAUZQT6 | 6 | 0,25% p.a. | Accumulerend | Ierland | Volledige replicatie | |
| Ossiam Shiller Barclays CAPE Global Sector Value UCITS ETF 1C (EUR)LU2555926455 | 4 | 0,65% p.a. | Accumulerend | Luxemburg | Swap-gebaseerd |
Source: justETF.com; As of 15-07-2024
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 % | |
|---|---|---|---|---|---|---|
| HSBC MSCI World Value ESG UCITS ETF USD (Acc) | 2,87% | 0,76% | 12,15% | 19,11% | - | |
| SPDR MSCI World Value UCITS ETF | 0,14% | -0,41% | 8,54% | 16,66% | 32,46% | |
| iShares MSCI World Value Factor ESG UCITS ETF USD (Acc) | 1,69% | 0,00% | 8,63% | 16,59% | - | |
| Ossiam Shiller Barclays CAPE Global Sector Value UCITS ETF 1C (EUR) | 1,54% | 1,17% | 9,95% | 15,75% | - | |
| iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | -0,30% | -1,80% | 7,55% | 13,86% | 28,19% | |
| iShares Edge MSCI World Value Factor UCITS ETF | -0,43% | -1,96% | 7,27% | 13,66% | 27,85% | |
| Xtrackers MSCI World Value Factor UCITS ETF 1C | -0,42% | -1,98% | 7,28% | 13,66% | 28,09% | |
| Xtrackers MSCI World Value ESG UCITS ETF 1C | 0,92% | -0,59% | 8,55% | - | - |
| ETF | 2024 in % | 2023 in % | 2022 in % | 2021 in % | 2020 in % | |
|---|---|---|---|---|---|---|
| HSBC MSCI World Value ESG UCITS ETF USD (Acc) | 12,15% | 17,04% | - | - | - | |
| Ossiam Shiller Barclays CAPE Global Sector Value UCITS ETF 1C (EUR) | 9,95% | 12,63% | - | - | - | |
| iShares MSCI World Value Factor ESG UCITS ETF USD (Acc) | 8,63% | 15,81% | -5,70% | - | - | |
| Xtrackers MSCI World Value ESG UCITS ETF 1C | 8,55% | - | - | - | - | |
| SPDR MSCI World Value UCITS ETF | 8,13% | 18,40% | -5,07% | 29,23% | - | |
| Xtrackers MSCI World Value Factor UCITS ETF 1C | 7,28% | 15,29% | -4,22% | 30,08% | -12,09% | |
| iShares Edge MSCI World Value Factor UCITS ETF | 7,27% | 15,26% | -4,34% | 30,09% | -12,53% | |
| iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 7,10% | 15,06% | -4,27% | 30,22% | -11,67% |
Source: justETF.com; As of 30-06-2024; Calculations in EUR including dividends