Summary
The iSTOXX World Min Vol index is designed to track the performance of an optimized minimum variance portfolio that will incorporate tilts towards companies that exhibit low volatility and favorable fundamentals (specifically profitability and leverage). The index is constructed by creating a minimum variance portfolio based on the STOXX World index, using data from LGIM. The index rules ensure tradability, diversification, positive exposure to fundamental quality (i.e., positive exposure to profitability and low leverage), and untargeted factor and industry/country/region exposures are risk managed.
Details
Symbol
ISWMVV
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH1169655516
Last Value
175.47
+0.89 (+0.51%)
As of CET
Week to Week Change
-1.41%
52 Week Change
15.84%
Year to Date Change
13.30%
Daily Low
175.45
Daily High
175.8
52 Week Low
151.35 — 20 Dec 2023
52 Week High
181.13 — 4 Dec 2024
Top 10 Components
| WALMART INC. | US |
| Costco Wholesale Corp. | US |
| Procter & Gamble Co. | US |
| NOVO NORDISK B | DK |
| Vertex Pharmaceuticals Inc. | US |
| Exxon Mobil Corp. | US |
| PALO ALTO NETWORKS | US |
| Johnson & Johnson | US |
| CADENCE DESIGN SYS. | US |
| McKesson Corp. | US |
Zoom
Low
High
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