IE00BZ0PKV06
IE00BZ0PKV06
iShares STOXX Europe Equity Multifactor UCITS ETF
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About this ETF
The iShares STOXX Europe Equity Multifactor UCITS ETF EUR (Acc) seeks to track the STOXX Developed Europe Equity Factor Screened index. The STOXX Developed Europe Equity Factor Screened index tracks stocks from European developed markets. The title selection and weighting is based on 4 style factors: Value, Momentum, Quality and Small Size.
TER
0.25%
Total Expense Ratio per year
Fund Size
€901.52M
Assets under management
Holdings
159
Underlying equities
Dividend Yield
0%
Accumulating
Fundamentals & Estimates
Weighted valuation multiples and analyst forecasts
Valuation Multiples
Weighted P/E
14.29
Weighted Fwd P/E
14.97
💰 Revenue Estimates
Current Year CY
+7.85% ⌀ 16 Analysts Coverage
Next Year NY
+6.05% ⌀ 16 Analysts Coverage
📈 EPS Estimates (Earnings Per Share)
Current Year CY
+23.79% ⌀ 15 Analysts Coverage
Next Year NY
+10.16% ⌀ 15 Analysts Coverage
Related ETFs
BNP PARIBAS EASY ALPHA ENHANCED EUROPE [UCITS ETF, C]
12.17 EUR
TER 0.25% 1Y +13.8%
ETF Profile
Provider
Fund Type
ETF Type
Passive Inception Date
09/04/2015 (11 yrs)
Index Group
STOXX Developed Europe Equity Factor Screened Region
Europe Country
-
Sector
-
Strategy
Multi Factor Theme
-
Distribution Policy
Accumulating Replication
Full replication Sustainable
Yes 🛡️ Risk & Structural Analysis
Multi-Factor Risk Model & Market Data
5/7 Elevated
Diversification Score: 68/100 Moderate
Diversification Score
68/100 Moderate
5Y Volatility
14.7% p.a.
Max Drawdown (5Y)
-24.6%
Sharpe Ratio (5Y)
0.57
Beta Factor
0.96
Notes & Warnings
Fund Volume (AUM) 🟢 Established large fund (> 500M € AUM)
🟡 Moderate analyst coverage (15.2 analysts)
⚠️ Sector concentration: 31% in "Financial Services".
⚠️ Elevated Economic Cyclicality: 58% in cyclical industries – more vulnerable to economic downturns.
⚠️ Elevated Interest Rate Sensitivity: 46% in rate-sensitive or leverage-heavy industries (real estate, banks, utilities).
⚠️ Elevated Regulatory & Policy Risk: 59% in heavily regulated industries (defense, regulated utilities, healthcare policy).
