GLOF
iShares Global Equity Factor ETF
STOXX Global Eq Factor NR USD
NAV as of
4 Week: 31.83 - 33.40
52 Week: 29.20 - 37.22
Latest Closing Price
33.28
Premium / Discount
-0.15
Expense Ratio
0.2%
Investment Objective
The investment seeks to track the investment results of the STOXX Global Equity Factor Index. The underlying index is composed of large- and mid-capitalization equity securities from the STOXX World AC Index (the “parent index”) that are selected and weighted using an optimization process designed to maximize exposure to five target factors: momentum, quality, value, low volatility and size.
Main Fund Characteristics
Performance
| Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
|---|---|---|---|
| YTD | 4.79 | 0.92 | 5.19 |
| 1 Day | 0.77 | 0.00 | 0.00 |
| 1 Week | 2.15 | 1.24 | 1.73 |
| 1 Month | 1.49 | 5.10 | 0.29 |
| 3 Months | 4.79 | 7.33 | 0.65 |
| 6 Months | 13.99 | 13.49 | 1.04 |
| 1 Year | -11.30 | 20.97 | -0.54 |
| 2 Years | -8.19 | 25.39 | -0.32 |
| 3 Years | 36.85 | 32.68 | 1.13 |
| 5 Years | 7.64 | 45.38 | 0.17 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | 0.0000 | 5.1270 | 29.6292 | -12.7933 | 22.9635 | 10.0350 | 18.5426 | -16.5618 |
| Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
| Rank | 0.0000 | 0.0000 | 0.0000 | 73.0000 | 3.0000 | 84.0000 | 73.0000 | 69.0000 | 49.0000 | 42.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 20/12/2016 | 27/12/2016 | 0.2398 |
| 21/06/2016 | 27/06/2016 | 0.2279 |
Portfolio Data
Total Number of Holdings: 639
Number of Bond Holdings: 0
Number of Equity Holdings: 595
Total Market Value: 117,378,050
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Cisco Systems Inc | 2.3309 | 57,008 | 0 | 2,763,748 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 41.77 |
| Large | 33.82 |
| Medium | 22.88 |
| Small | 0.45 |
| Micro | 0.00 |
Equity Style Box Breakdown
| 0 | 0 | 0 | Large |
| 0 | 0 | 0 | Mid |
| 0 | 0 | 0 | Small |
| Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
13.2362
Price/Book*
2.0559
Price/Sales*
1.1257
Price/Cash Flow*
6.4418
Dividend Yield*
3.4057
Growth Measures
Long-Term Earnings
11.2667
Historical Earnings
15.0363
Sales Growth
12.3231
Cash-Flow Growth
8.1219
Book-Value Growth
6.0016
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
0
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 0 |
| Average Weighted Price* | 0 |
Bond Style Box Breakdown
| 0 | 0 | 0 | High | Quality |
| 0 | 0 | 0 | Med | |
| 0 | 0 | 0 | Low | |
| Ltd | Mod | Ext | ||
| Interest-Rate Sensitivity | ||||
Credit Quality
| Type | % Bonds |
|---|---|
| N.A | |
Bond Sector
Bond Maturity
| % Bonds | |
|---|---|
| N.A | |
Data Source: Morningstar
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(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.
Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
