(GLOF) MSCI Global Multifactor - Overview
Etf: Momentum, Quality, Value, Size, Low Volatility
Dividends
| Dividend Yield | 1.81% |
| Yield on Cost 5y | 2.83% |
| Yield CAGR 5y | 4.69% |
| Payout Consistency | 94.4% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 13.1% |
| Relative Tail Risk | 5.93% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 1.09 |
| Alpha | 9.87 |
| Character TTM | |
|---|---|
| Beta | 0.838 |
| Beta Downside | 0.827 |
| Drawdowns 3y | |
|---|---|
| Max DD | 16.12% |
| CAGR/Max DD | 1.28 |
Description: GLOF MSCI Global Multifactor January 10, 2026
The iShares MSCI Global Multifactor ETF (ticker GLOF) tracks an index that selects large- and mid-cap equities from the STOXX World AC Index and applies an optimization process to maximize exposure to five systematic factors: momentum, quality, value, low volatility and size.
As of Q4 2024 the fund holds roughly 1,200 securities with an average market-cap weighting of about $12 billion, a total expense ratio of 0.35 %, and a 12-month rolling Sharpe ratio near 0.78, indicating modest risk-adjusted performance. Its factor tilt leans toward quality (average ROE ≈ 14 %) and low-volatility (beta ≈ 0.85) relative to the broader global equity market, which can be beneficial when earnings growth moderates or market volatility rises. Key macro drivers include the trajectory of global monetary-policy cycles (e.g., Fed and ECB rate decisions) and sectoral shifts such as the rotation from cyclical consumer discretionary toward defensive health-care and information-technology stocks.
For a deeper dive into how GLOF’s multi-factor exposure behaves across different market regimes, you might explore the analytics on ValueRay.
What is the price of GLOF shares?
Over the past week, the price has changed by +0.94%, over one month by +1.60%, over three months by +6.21% and over the past year by +23.16%.
Is GLOF a buy, sell or hold?
What are the forecasts/targets for the GLOF price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 64.9 | 18.5% |
GLOF Fundamental Data Overview February 02, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 157.3m USD (157.3m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 157.3m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 157.3m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 9.0% (E(157.3m)/V(157.3m) * Re(9.0%) + (debt-free company))
Discount Rate = 9.0% (= CAPM, Blume Beta Adj.)
Fair Price DCF = unknown (Cash Flow 0.0)