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 10 ETFs available.
MSCI World Enhanced Value performance
1 month: 0.34%
1 year: 11.42%
3 years: 25.48%
5 years: 40.01%
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 GBP | TER in % | Use of profits | Fund domicile | Replication method | |
|---|---|---|---|---|---|---|
| iShares Edge MSCI World Value Factor UCITS ETFIE00BP3QZB59 | 2,999 | 0.25% p.a. | Accumulating | Ireland | Optimized sampling | |
| Xtrackers MSCI World Value Factor UCITS ETF 1CIE00BL25JM42 | 1,578 | 0.25% p.a. | Accumulating | Ireland | Optimized sampling | |
| JPMorgan Global Equity Premium Income Active UCITS ETF USD (dist)IE0003UVYC20 | 234 | 0.35% p.a. | Distributing | Ireland | Full replication | |
| HSBC MSCI World Value ESG UCITS ETF USD (Acc)IE000LYBU7X5 | 171 | 0.25% p.a. | Accumulating | Ireland | Full replication | |
| iShares Edge MSCI World Value Factor UCITS ETF USD (Dist)IE00BFYTYS33 | 102 | 0.25% p.a. | Distributing | Ireland | Optimized sampling | |
| SPDR MSCI World Value UCITS ETFIE00BJXRT813 | 57 | 0.25% p.a. | Accumulating | Ireland | Full replication | |
| JPMorgan Global Equity Premium Income Active UCITS ETF USD (acc)IE000WX7BVB0 | 42 | 0.35% p.a. | Accumulating | Ireland | Full replication | |
| Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF 1C (USD)LU2555926372 | 22 | 0.65% p.a. | Accumulating | Luxembourg | Swap-based | |
| Ossiam ESG Shiller Barclays CAPE® Global Sector UCITS ETF 1A (USD)IE000X44UYY8 | 9 | 0.75% p.a. | Accumulating | Ireland | Full replication | |
| Xtrackers MSCI World Value ESG UCITS ETF 1CIE000LAUZQT6 | 7 | 0.25% p.a. | Accumulating | Ireland | Full replication |
Source: justETF.com; As of 20/11/2024
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 % | |
|---|---|---|---|---|---|---|
| Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF 1C (USD) | 0.35% | 2.78% | 7.39% | 22.17% | - | |
| Ossiam ESG Shiller Barclays CAPE® Global Sector UCITS ETF 1A (USD) | -0.04% | 2.76% | 7.13% | 20.24% | - | |
| Xtrackers MSCI World Value ESG UCITS ETF 1C | -0.42% | -1.81% | 2.60% | 19.31% | - | |
| HSBC MSCI World Value ESG UCITS ETF USD (Acc) | -0.45% | -2.20% | 2.50% | 18.52% | - | |
| SPDR MSCI World Value UCITS ETF | -0.58% | -3.41% | -0.25% | 14.08% | 28.17% | |
| iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | -0.23% | -2.71% | 0.23% | 13.70% | 25.53% | |
| iShares Edge MSCI World Value Factor UCITS ETF | -0.15% | -2.68% | 0.39% | 13.53% | 25.97% | |
| Xtrackers MSCI World Value Factor UCITS ETF 1C | -0.14% | -2.71% | 0.38% | 13.51% | 26.20% | |
| JPMorgan Global Equity Premium Income Active UCITS ETF USD (acc) | 1.45% | 0.93% | 4.29% | - | - | |
| JPMorgan Global Equity Premium Income Active UCITS ETF USD (dist) | 1.43% | 0.90% | 4.26% | - | - |
| ETF | 2024 in % | 2023 in % | 2022 in % | 2021 in % | 2020 in % | |
|---|---|---|---|---|---|---|
| Ossiam Shiller Barclays CAPE® Global Sector Value UCITS ETF 1C (USD) | 12.63% | 10.37% | - | - | - | |
| Ossiam ESG Shiller Barclays CAPE® Global Sector UCITS ETF 1A (USD) | 10.85% | - | - | - | - | |
| JPMorgan Global Equity Premium Income Active UCITS ETF USD (acc) | 7.76% | - | - | - | - | |
| JPMorgan Global Equity Premium Income Active UCITS ETF USD (dist) | 7.74% | - | - | - | - | |
| HSBC MSCI World Value ESG UCITS ETF USD (Acc) | 7.69% | 14.69% | - | - | - | |
| Xtrackers MSCI World Value ESG UCITS ETF 1C | 6.04% | - | - | - | - | |
| iShares Edge MSCI World Value Factor UCITS ETF | 4.53% | 12.91% | 1.11% | 21.43% | -7.56% | |
| Xtrackers MSCI World Value Factor UCITS ETF 1C | 4.52% | 12.96% | 1.07% | 21.62% | -7.12% | |
| iShares Edge MSCI World Value Factor UCITS ETF USD (Dist) | 4.27% | 12.78% | 1.12% | 21.54% | -6.56% | |
| SPDR MSCI World Value UCITS ETF | 3.79% | 16.02% | 0.20% | 20.79% | - |
Source: justETF.com; As of 31/10/2024; Calculations in GBP including dividends