Summary
The iSTOXX® MUTB Minimum Variance indices seek to minimize risk by reducing the volatility in a portfolio. The index optimizes the benchmark index with respect to volatility. During the optimization, constraints are enforced with the aim of staying close to the underlying index and ensuring tradability.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISMGMVP
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0389352144
Last Value
364.28
-0.17 (-0.05%)
As of CET
Week to Week Change
2.06%
52 Week Change
20.32%
Year to Date Change
16.73%
Daily Low
364.28
Daily High
364.28
52 Week Low
299.2799 — 29 Nov 2023
52 Week High
364.45 — 12 Nov 2024
Top 10 Components
| WALMART INC. | US |
| McKesson Corp. | US |
| T-Mobile US Inc | US |
| Waste Management Inc. | US |
| Procter & Gamble Co. | US |
| Cencora | US |
| Kimberly-Clark Corp. | US |
| MOTOROLA SOLUTIONS INC. | US |
| Northrop Grumman Corp. | US |
| Coca-Cola Co. | US |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse - USD (Price Return)
$392.23
+3.44
1Y Return
24.81%
1Y Volatility
0.22%
iSTOXX® Global Climate Change ESG NR Decrement 4.5% - EUR (Price Return)
€1783.47
-6.42
1Y Return
16.10%
1Y Volatility
0.11%
EURO iSTOXX® Ocean Care 40 - EUR (Price Return)
€231.96
-0.70
1Y Return
10.38%
1Y Volatility
0.12%
EURO STOXX 50® Volatility-Balanced - EUR (Excess Return)
€439.49622
-1.32
1Y Return
-4.35%
1Y Volatility
0.17%
STOXX® Global Low Risk Weighted Diversified 200 - USD (Net Return)
$638.48
+0.55
1Y Return
11.42%
1Y Volatility
0.08%