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
ISMGMVV
Calculation
Realtime
Dissemination Period
00:00-22:00 CET
ISIN
CH0389351955
Last Value
605.65
+4.13 (+0.69%)
As of
CETWeek to Week Change
0.48%
52 Week Change
10.69%
Year to Date Change
9.87%
Daily Low
600.76
Daily High
606.89
52 Week Low
509.75 — 27 Oct 2023
52 Week High
605.83 — 17 Jul 2024
Top 10 Components
Waste Management Inc. | US |
Republic Services Inc. | US |
WALMART INC. | US |
Coca-Cola Co. | US |
Colgate-Palmolive Co. | US |
Kimberly-Clark Corp. | US |
Procter & Gamble Co. | US |
T-Mobile US Inc | US |
McKesson Corp. | US |
Johnson & Johnson | US |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse
$362.45
+2.33
1Y Return
30.30%
1Y Volatility
0.20%
iSTOXX® Global Climate Change ESG NR Decrement 4.5%
€1659.82
+16.18
1Y Return
9.96%
1Y Volatility
0.10%
EURO iSTOXX® Ocean Care 40
€222.22
+1.75
1Y Return
7.82%
1Y Volatility
0.11%
EURO STOXX 50® Volatility-Balanced
€461.75116
+4.17
1Y Return
5.18%
1Y Volatility
0.11%
STOXX® Global Low Risk Weighted Diversified 200
$628.17
+6.05
1Y Return
7.25%
1Y Volatility
0.08%