ISHARES EDGE MSCI EUROPE SIZE FACTOR UCITS ETF EUR (ACC)

Benchmark

The MSCI Europe Mid Cap Equal Weighted Index represents an alternative weighting scheme to its market cap weighted parent index, the MSCI Europe Index. All index constituents are weighted equally, effectively removing the influence of each constituents current price (high or low). Between rebalances, index constituent weightings will fluctuate due to price performance.

PERFORMANCE

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Analysis

Is the size factor broken? No, it never existed in the first place

No outperformance over past four decades

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