The STOXX U.S. Equity Factor Index is an equity multifactor index designed to provide factor exposure to the quality, value, size, momentum, and volatility factors across US equities.
Learn more about STOXX® Equity Factor Indices >
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Top 10 Components
|ALPHABET CLASS C||Technology||US|
|Procter & Gamble Co.||Personal Care, Drug and Grocery Stores||US|
|UnitedHealth Group Inc.||Health Care||US|
|JPMorgan Chase & Co.||Banks||US|
|META PLATFORMS CLASS A||Technology||US|
|Johnson & Johnson||Health Care||US|
Multi-factor investing with iShares ETFs and STOXX Indices by Qontigo
In the current environment of rising inflation, interest rates, and geopolitical uncertainty iShares relaunched two ETFs in its factor suite (LRGF and INTF), using a multifactor strategy from index provider Qontigo.
BlackRock and Qontigo’s collaboration: iShares multi-factor ETFs track STOXX indices to deliver consistent, risk-managed exposure for a portfolio’s core
Lukas Smart, Head of US iShares Sustainable and Factors Product Segments, and Arun Singhal, Qontigo’s Global Head of Index Product Management, discuss the recent update to BlackRock’s multi-factor offering and the outlook for factor investing.
Not so fast. Factor investing is alive and doing well!
A new white paper from Qontigo analyzes the components of a multi-factor alpha forecast in a universe of US stocks. The alpha has enhanced market returns over the last 20 years, with 2021 showing the best annual results.
Qontigo launches modern STOXX multifactor indices to underlie iShares ETFs managed by BlackRock
The STOXX Equity Factor Indices offer diversified exposure to five equity risk premia factors – Quality, Value, Momentum, Low Size and Low Volatility — through an enhanced multifactor approach designed for core portfolio allocation. Powered by STOXX’s indexing capabilities and Axioma’s risk models and portfolio optimizer, the indices deliver balanced, well-researched style factor exposures seeking long-term outperformance.