Indices

iSTOXX^® L&G North America Value

Summary

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Value 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 (Gross Return)
EUR (Price Return)
EUR (Net Return)
GBP (Gross Return)
USD (Price Return)
USD (Gross Return)
GBP (Price Return)
GBP (Net Return)
USD (Net Return)

Symbol

SWAVP

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH0393800757

Last Value

429.74 -6.13 (-1.41%)

As of 10:30 pm CET

Week to Week Change

-2.25%

52 Week Change

1.50%

Year to Date Change

1.74%

Daily Low

429.74

Daily High

429.74

52 Week Low

335.45 — 21 Apr 2025

52 Week High

448.45 — 12 Nov 2025

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

NVIDIA Corp.	US
ALPHABET INC. CL A	US
Apple Inc.	US
Amazon.com Inc.	US
ALPHABET CLASS C	US
Microsoft Corp.	US
META PLATFORMS CLASS A	US
Merck & Co. Inc.	US
Qualcomm Inc.	US
Bristol-Myers Squibb Co.	US

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The iSTOXX APG Emerging Markets Responsible Indices are a series of indices designed to track and quantify the impact of different ESG, Carbon and SDI constraints and tilts on a broad emerging global market cap index. The weighting of each constituent security is determined through an optimization process that is designed to minimize tracking error to the benchmark while improving the ESG, Carbon and SDI exposures.

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

iSTOXX^® APG Emerging Markets-X - EUR (Price Return)

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The STOXX Industry Leaders Low Carbon Indices represent the top industry (as defined by the ICB Industry classification) leaders with the lowest carbon emissions considering estimated and reported carbon intensity data. The indices are available for various regions and countries, including Global, Europe and USA. They are blue-chip indices with a fixed component number at the annual rebalance, and are price weighted with a weight factor based on the free-float market cap multiplied by the corresponding Z-score carbon intensity factor of each constituent. Components with lower carbon intensities are overweighted, while those with higher carbon emission are underweighted. Additionally, STOXX also calculates an equal weight version for this group of indices. The indices also exlcude companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

STOXX uses ISS ESG as reliable and professional data sources for the estimated and reported data. Data considered comprise Scope 1 (All direct GHG emissions) and Scope 2 (Indirect GHG emissions from consumption of purchased electricity, heat or steam) emissions.

STOXX calculates a comprehensive family of Low Carbon Indices. Click here to see all available indices.

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

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1Y Return

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1Y Volatility

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The STOXX Paris-Aligned Benchmark Indices are based on liquid securities from a selection of STOXX Benchmark Indices. The indices are constructed to follow the EU Paris-aligned Benchmark (EU PAB) requirements outlined in the Commission Delegated Regulation (EU) 2020/1818 supplementing Regulation (EU) 2016/1011 of the European Parliament and of the Council as regards minimum standards for EU Paris-aligned Benchmarks.

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The weighing process follows an optimization process to keep the tracking error less than on equal to 1.5% compared to the parent indes while meeting the minimum requirements detailed in the regulation. The STOXX Paris-Aligned Benchmark Indices aim to reduce their greenhouse gas intensity by at least 50% when compared to their underlying benchmarks. They are also designed to meet the year on year 7% decarbonization target.

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

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Companies that measure their environmental risk are better equipped to mitigate those risks. Those that are transparent about it and disclose this information provide critical insights to change market behavior. The STOXX Reported Low Carbon Indices cover only stocks with available reported carbon intensity data from companies, which are publicly committed to disclose their carbon emissions. These indices cover the regions Global, Europe, Eurozone and the USA. The indices have a variable number of components, and are price weighted with a weight factor based on the free-float market cap multiplied by the corresponding Z-score carbon intensity factor of each constituent. Components with lower carbon intensities are overweighted, while those with higher carbon emission are underweighted. The indices also exlcude companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

STOXX calculates a comprehensive family of Low Carbon Indices.Click here to see all available indices.

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

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$754.27

+4.41

1Y Return

12.52%

1Y Volatility

0.19%

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

iSTOXX^® Transatlantic ESG 100 GR Decrement 50 - EUR (Price Return)

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iSTOXX® L&G North America Value

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G North America Value