Scientific Beta

ETF Strategy: "The ETFs, which provide core multi-factor (value, size, momentum and volatility) equity exposure to the US, Europe, Japan, and Asia ex-Japan through tracking EDHEC-Risk Institute’s Scientific Beta Indices, all outperformed their benchmarks on both return and risk metrics."

ETF Strategy 23/05/2016

"(...) All four smart beta exchange-traded funds from New York-based ETF provider Global X Funds have surpassed their market cap-weighted benchmarks one year after their initial launch. The ETFs, which provide core multi-factor (value, size, momentum and volatility) equity exposure to the US, Europe, Japan, and Asia ex-Japan through tracking EDHEC-Risk Institute’s Scientific Beta Indices, all outperformed their benchmarks on both return and risk metrics. (...) “We fully believe that multi-factor funds are the latest evolution in smart beta investing,” added Jacobs. “The rigorous research put into these strategies, combined with the low fees and increased tax efficiency associated with ETFs, represents an attractive alternative to expensive actively managed mutual funds.” (...)"