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Top 10 Components
| NOVO NORDISK B | DK |
| ASML HLDG | NL |
| NESTLE | CH |
| ASTRAZENECA | GB |
| NOVARTIS | CH |
| SAP | DE |
| Toyota Motor Corp. | JP |
| ROCHE HLDG P | CH |
| SHELL | GB |
| Royal Bank of Canada | CA |
Related research
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.
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.