Summary
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.
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Details
Top 10 Components
| NVIDIA Corp. | US |
| Apple Inc. | US |
| Microsoft Corp. | US |
| Amazon.com Inc. | US |
| BROADCOM | US |
| ALPHABET CLASS C | US |
| META PLATFORMS CLASS A | US |
| JPMorgan Chase & Co. | US |
| TESLA | US |
| Johnson & Johnson | US |
Related research
A behind-the-scenes look at the design of the STOXX U.S. Equity Factor index
This paper explores the design of the STOXX U.S. Equity Factor index and the Multifactor signal that lies at the core of the STOXX Equity Factor suite designed in collaboration with BlackRock.
Two years of STOXX-BlackRock multifactor collaboration
A well-researched multifactor strategy can help investors avoid the inherent pitfalls of style-premia harvesting and cyclical headwinds, while increasing opportunities for incremental returns. We analyze the performance of the STOXX Equity Factor indices that have underlied iShares ETFs since June 2022.
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.