Summary
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Details
Top 10 Components
| ASML HLDG | NL |
| ASTRAZENECA | GB |
| HSBC | GB |
| NOVARTIS | CH |
| ROCHE PS | CH |
| NESTLE | CH |
| SHELL | GB |
| Toyota Motor Corp. | JP |
| Royal Bank of Canada | CA |
| Commonwealth Bank of Australia | AU |
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
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