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 7 multi-factor-ETFs available.
MSCI World Diversified Multiple-Factor performance
1 month: -3.03%
1 year: 19.17%
3 years: 23.11%
5 years: 56.74%
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 GBP | TER in % | Use of profits | Fund domicile | Replication method | |
|---|---|---|---|---|---|---|
| HSBC Multi-Factor Worldwide Equity UCITS ETF USDIE00BKZGB098 | 1,052 | 0.25% p.a. | Distributing | Ireland | Full replication | |
| Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF AccIE00BJQRDN15 | 538 | 0.30% p.a. | Accumulating | Ireland | Full replication | |
| iShares Edge MSCI World Multifactor UCITS ETF USD (Acc)IE00BZ0PKT83 | 477 | 0.50% p.a. | Accumulating | Ireland | Optimized sampling | |
| JPMorgan Global Equity Multi-Factor UCITS ETF AccumulatingIE00BJRCLL96 | 140 | 0.20% p.a. | Accumulating | Ireland | Full replication | |
| Franklin Global Equity SRI UCITS ETFIE00BF2B0N83 | 16 | 0.30% p.a. | Accumulating | Ireland | Full replication | |
| HSBC Multi Factor Worldwide Equity UCITS ETF USD (Acc)IE0000378O66 | 4 | 0.25% p.a. | Accumulating | Ireland | Full replication | |
| Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USDLU1602145200 | 3 | 0.40% p.a. | Accumulating | Luxembourg | Full replication |
Source: justETF.com; As of 26/12/2024
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 % | |
|---|---|---|---|---|---|---|
| Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc | 6.39% | 9.20% | 12.15% | 35.00% | 51.37% | |
| iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) | 5.86% | 8.61% | 12.73% | 26.51% | 31.95% | |
| HSBC Multi Factor Worldwide Equity UCITS ETF USD (Acc) | 4.46% | 6.73% | 9.24% | 24.58% | - | |
| HSBC Multi-Factor Worldwide Equity UCITS ETF USD | 4.46% | 6.68% | 9.26% | 24.57% | 31.88% | |
| JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 5.06% | 6.15% | 10.96% | 22.97% | 33.55% | |
| Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD | 5.81% | 7.70% | 11.46% | 22.95% | 25.58% | |
| Franklin Global Equity SRI UCITS ETF | 4.25% | 4.38% | 8.73% | 17.31% | 18.15% |
| ETF | 2024 in % | 2023 in % | 2022 in % | 2021 in % | 2020 in % | |
|---|---|---|---|---|---|---|
| Invesco Quantitative Strategies ESG Global Equity Multi-Factor UCITS ETF Acc | 27.69% | 17.40% | -3.64% | 26.26% | 6.59% | |
| iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) | 21.99% | 8.79% | -5.19% | 21.80% | 6.94% | |
| HSBC Multi-Factor Worldwide Equity UCITS ETF USD | 18.90% | 15.56% | -7.65% | 21.38% | 11.16% | |
| HSBC Multi Factor Worldwide Equity UCITS ETF USD (Acc) | 18.88% | 15.62% | - | - | - | |
| JPMorgan Global Equity Multi-Factor UCITS ETF Accumulating | 17.39% | 7.22% | 0.58% | 24.16% | 2.88% | |
| Amundi Index Equity Global Multi Smart Allocation Scientific Beta UCITS ETF DR USD | 17.27% | 7.39% | -4.38% | 20.61% | 2.80% | |
| Franklin Global Equity SRI UCITS ETF | 12.34% | 6.40% | -5.92% | 18.53% | 5.57% |
Source: justETF.com; As of 30/11/2024; Calculations in GBP including dividends