Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAGXLRGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260040
Bloomberg
SAGXLRGV INDEX
Last Value
343.5
+1.05 (+0.31%)
As of CET
Week to Week Change
-0.42%
52 Week Change
12.81%
Year to Date Change
10.38%
Daily Low
343.5
Daily High
343.5
52 Week Low
296.06 — 20 Nov 2025
52 Week High
351.44 — 3 Sep 2026
Top 10 Components
| Oversea-Chinese Banking Corp. | SG |
| Royal Bank of Canada | CA |
| Toronto-Dominion Bank | CA |
| Bank of Nova Scotia | CA |
| ASML HLDG | NL |
| DEUTSCHE BOERSE | DE |
| AIR LIQUIDE | FR |
| IBERDROLA | ES |
| Transurban Group | AU |
| National Bank of Canada | CA |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€210.26
+0.94
1Y Return
9.12%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€283.67
+0.10
1Y Return
7.21%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€188.35
-0.01
1Y Return
19.37%
1Y Volatility
0.09%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€218.96
-0.38
1Y Return
14.67%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€16.7254
-0.67
1Y Return
-0.36%
1Y Volatility
1.09%