Summary
The iSTOXX L&G Multifactor index is designed to provide exposure to regional Value, Momentum, Low Volatility and Quality risk-premia factors, where style factor scores are provided by Legal and General Investment Management (LGIM). The indices track the STOXX World regional indices, while ensuring tradability, diversification, and liquidity.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SWUMFHB
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213341188
Last Value
449.6
-0.06 (-0.01%)
As of
CETWeek to Week Change
1.24%
52 Week Change
14.90%
Year to Date Change
10.98%
Daily Low
449.6
Daily High
449.6
52 Week Low
389.18 — 29 Nov 2023
52 Week High
462.37 — 17 Oct 2024
Top 10 Components
HSBC | GB |
SHELL | GB |
3I GROUP PLC. | GB |
ASTRAZENECA | GB |
GSK | GB |
RELX PLC | GB |
UNILEVER PLC | GB |
TESCO | GB |
RIO TINTO | GB |
BAE SYSTEMS | GB |
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Low
High
Featured indices
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€364.09
-0.85
1Y Return
18.70%
1Y Volatility
0.10%
iSTOXX® L&G Emerging Markets Quality - USD (Net Return)
$690.6
-0.47
1Y Return
15.35%
1Y Volatility
0.12%
STOXX® North America Industry Neutral ESG 200 - USD (Gross Return)
$505.9
-8.51
1Y Return
45.11%
1Y Volatility
0.17%
DAX 50 ESG+ - EUR (Total Return)
€1594.02
+9.01
1Y Return
18.44%
1Y Volatility
0.12%
EURO STOXX® ESG-X Select Dividend 30 - EUR (Price Return)
€106.59
+0.31
1Y Return
7.18%
1Y Volatility
0.12%