Summary
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.
Learn more about STOXX® Equity Factor Indices >
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Top 10 Components
| ASML HLDG | NL |
| NOVARTIS | CH |
| HSBC | GB |
| Royal Bank of Canada | CA |
| ROCHE PS | CH |
| Mitsubishi UFJ Financial Group | JP |
| ABB | CH |
| BHP GROUP LTD. | AU |
| NESTLE | CH |
| Mizuho Financial Group Inc. | JP |
Related research
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 STOXX 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, Global Head of Index Product Management at STOXX, discuss the recent update to BlackRock’s multi-factor offering and the outlook for factor investing.
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.