iShares
IBC0.DE
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

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ETF Profile
Provider
iShares
iShares
Fund Type
ETF
Inception Date
09/04/2015 (11 yrs)
Region
Europe
Country
-
Sector
-
Theme
-
Distribution Policy
Accumulating
Replication
Full replication
Sustainable
Yes

🛡️ Risk & Structural Analysis

Multi-Factor Risk Model & Market Data

5/7 Elevated
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).
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