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

9 Indices

on multi-factor strategies, which are tracked by ETFs

11 ETFs

on multi-factor strategies

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: -2.35%

1 year: 24.57%

3 years: 25.44%

5 years: 61.68%

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	1,268	0.25% p.a.	Distributing	Ireland	Full replication
Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF AccIE00BJQRDN15	648	0.30% p.a.	Accumulating	Ireland	Full replication
iShares Edge MSCI World Multifactor UCITS ETF USD (Acc)IE00BZ0PKT83	577	0.50% p.a.	Accumulating	Ireland	Optimized sampling
L&G Gerd Kommer Multifactor Equity UCITS ETF USD AccumulatingIE0001UQQ933	356	0.50% p.a.	Accumulating	Ireland	Optimized sampling
Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF EUR PfHdg AccIE00BJQRDP39	189	0.30% p.a.	Accumulating	Ireland	Full replication
JPMorgan Global Equity Multi-Factor UCITS ETF AccumulatingIE00BJRCLL96	169	0.20% p.a.	Accumulating	Ireland	Full replication
L&G Gerd Kommer Multifactor Equity UCITS ETF USD DistributingIE000FPWSL69	67	0.50% p.a.	Distributing	Ireland	Optimized sampling
Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR EUR (C)LU1602145119	36	0.40% p.a.	Accumulating	Luxembourg	Full replication
Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF EUR PfHdg DistIE0008YN55P8	34	0.30% p.a.	Distributing	Ireland	Full replication
Franklin Global Equity SRI UCITS ETFIE00BF2B0N83	19	0.30% 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 25.12.24

Find the best Multi-Factor ETF

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.

Cumulative
Calendar year

ETF	1 month in %	3 months in %	6 months in %	1 year in %	3 years in %
Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc	6.68%	10.40%	14.72%	40.14%	54.96%
Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF EUR PfHdg Dist	3.91%	6.32%	11.11%	35.21%	-
Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF EUR PfHdg Acc	3.91%	6.33%	11.08%	35.16%	43.07%
iShares Edge MSCI World Multifactor UCITS ETF USD (Acc)	6.14%	9.82%	15.31%	31.32%	35.00%
HSBC Multi-Factor Worldwide Equity UCITS ETF USD	4.72%	7.85%	11.76%	29.32%	35.00%
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating	5.35%	7.31%	13.50%	27.62%	36.71%
Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR EUR (C)	6.47%	8.61%	14.17%	27.28%	27.23%
iShares Edge MSCI World Multifactor UCITS ETF EUR Hedged (Acc)	3.42%	5.84%	11.85%	26.89%	24.11%
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating	4.46%	8.05%	12.00%	26.72%	-
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Distributing	4.46%	8.17%	12.04%	26.28%	-
Franklin Global Equity SRI UCITS ETF	4.55%	5.56%	11.23%	21.79%	20.97%

ETF	2024 in %	2023 in %	2022 in %	2021 in %	2020 in %
Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc	33.37%	19.82%	-8.71%	35.09%	0.86%
Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF EUR PfHdg Dist	28.23%	21.84%	-	-	-
Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF EUR PfHdg Acc	28.17%	21.86%	-14.41%	27.02%	6.80%
iShares Edge MSCI World Multifactor UCITS ETF USD (Acc)	27.39%	10.98%	-10.10%	30.39%	1.21%
HSBC Multi-Factor Worldwide Equity UCITS ETF USD	24.20%	17.93%	-12.47%	29.85%	5.18%
iShares Edge MSCI World Multifactor UCITS ETF EUR Hedged (Acc)	22.76%	12.33%	-15.77%	21.68%	7.19%
JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating	22.63%	9.42%	-4.70%	32.81%	-2.66%
Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR EUR (C)	22.34%	9.69%	-9.10%	28.15%	-2.51%
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Distributing	21.75%	-	-	-	-
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Accumulating	21.69%	-	-	-	-
Franklin Global Equity SRI UCITS ETF	17.34%	8.58%	-10.87%	26.83%	-0.11%

Source: justETF.com; As of 30.11.24; Calculations in EUR including dividends