Indices

iSTOXX^® L&G Japan Multi-Factor

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

EUR (Net Return)
EUR (Gross Return)
USD (Gross Return)
EUR (Price Return)
GBP (Gross Return)
USD (Price Return)
GBP (Price Return)
GBP (Net Return)
USD (Net Return)

Symbol

SWJMFV

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213342236

Last Value

450.65 +3.91 (+0.88%)

As of 10:30 pm CET

Week to Week Change

2.32%

52 Week Change

50.99%

Year to Date Change

7.61%

Daily Low

450.65

Daily High

450.65

52 Week Low

298.46 — 7 Apr 2025

52 Week High

487.44 — 12 Feb 2026

Data

Index Guide
BMR Statement
ESG Report

Factsheet

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

Toyota Motor Corp.	JP
Inpex Corp.	JP
SONY GROUP CORP.	JP
Mitsubishi Corp.	JP
Shionogi & Co. Ltd.	JP
OTSUKA HOLDINGS	JP
Nintendo Co. Ltd.	JP
Tokio Marine Holdings Inc.	JP
Tokyo Gas Co. Ltd.	JP
Mitsubishi Electric Corp.	JP

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Featured indices

The STOXX Benchmark ESG-X Indices are based on a selection of STOXX Benchmark Indices and apply standardized ESG exclusion screens. The screens are based on the responsible policies of leading asset owners and aim to reduce reputational and idiosyncratic risks.

STOXX excludes companies that ISS ESG considers to be non-compliant with its Norms-based research, that are involved in controversial weapons or severe controversies, are tobacco producers, or that either derive revenues from thermal coal extraction or exploration, or have power generation capacity that utilizes thermal coal.

STOXX Benchmark ESG-X Indices are suitable as underlying indices for mandates, passive funds, ETFs, structured products and listed derivatives, with the ambition to increase liquidity and lower the cost of trading.

This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines.Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

STOXX^® Europe Total Market ESG-X - EUR (Price Return)

€218.51

-1.61

1Y Return

26.22%

1Y Volatility

0.14%

STOXX ESG Target indices aim to provide a strong ESG tilt to the benchmark index while maintaining low tracking error of the benchmark index. The weight of each constituent security is determined through an optimization process that is designed to ensure diversification and uses Axioma's Risk Models and Optimizer. Companies that are non-compliant based on the ISS ESG’ Norms-based research assessment or are involved in controversial weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in tobacco production and distribution, thermal coal extraction and power generation, small arms manufacturing, military contracting, unconventional oil and gas exploration and production, high ESG risk, and ESG controversies.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

STOXX^® Europe 600 ESG Target - EUR (Price Return)

€223.88

+8.95

1Y Return

27.90%

1Y Volatility

0.13%

The MDAX ESG Screened index objective is to reflect the performance of the MDAX index, one of Europe's key benchmarks, while using ESG exclusion filters to remove companies that fail to meet norms-based screening, controversial weapons screening (including white phosphorus), minimum ESG ratings and a series of business activity screenings including coal, oil, gas and energy production, aligned with the EU Paris Aligned Benchmarks (PAB) exclusions, as well as coal expansion. Removed companies are not replaced, therefore the MDAX ESG Screened index will typically have fewer holdings than the parent MDAX index.

Index Guides, Benchmark statement, and other reports are available under the Data & Methodology tab.

MDAX ESG Screened - EUR (Gross Return)

€1247.25

+65.13

1Y Return

19.98%

1Y Volatility

0.18%

STOXX excludes companies that ISS ESG considers to be non-compliant based on ISS ESG's Norms-based screening Screening assessment, that are involved in controversial weapons, are tobacco producers, or that either derive revenues from thermal coal extraction or exploration or have power generation capacity that utilizes thermal coal.

In February 2020, the STOXX^® USA 500 ESG-X Index became the underlying for the first listed derivative covering the US market which includes a screening for thermal coal mining and coal-fired power plants. The future is listed on Eurex.

STOXX And Eurex Expand ESG Footprint To Cover US Market

871 (m) Regulation

Eurex Launches Futures on STOXX USA 500 ESG-X

Index Guides, Benchmark statement, and other reports are available under the Data tab.

STOXX^® USA 500 ESG-X - EUR (Price Return)

€553.36

+3.15

1Y Return

15.72%

1Y Volatility

0.16%

STOXX excludes companies that ISS ESG considers to be non-compliant with its Norms-based research, that are involved in controversial weapons or severe controversies, are tobacco producers, or that either derive revenues from thermal coal ext have power generation capacity that utilizes thermal coal.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

EURO STOXX^® Banks ESG-X - EUR (Price Return)

€218.49

-1.24

1Y Return

64.29%

1Y Volatility

0.25%

iSTOXX® L&G Japan Multi-Factor

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G Japan Multi-Factor