The STOXX International Equity Factor Index is an equity multifactor index designed to provide factor exposure to the quality, value, size, momentum, and volatility factors across developed markets ex US equities.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Top 10 Components
|NOVO NORDISK B
|LVMH MOET HENNESSY
|Toyota Motor Corp.
|Royal Bank of Canada
|ROCHE HLDG P
Multifactor strategies: Proving their worth in the factor investment landscape
A new study from specialists at BlackRock and STOXX explores the potential benefits of low tracking-error, multifactor portfolios. While factor investing has historically been dominated by single-factor strategies with relatively strong tilts, the authors show that diversification across multiple factors with smaller tilts and less tracking error can pay off in the long run.