Summary
The iSTOXX L&G Single-Factor indices are designed to provide exposure to Low Volatility risk-premia factor, 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
SWALVR
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1169658981
Last Value
484.21
+5.48 (+1.14%)
As of
CETWeek to Week Change
1.02%
52 Week Change
23.97%
Year to Date Change
15.03%
Daily Low
484.21
Daily High
484.21
52 Week Low
383.57 — 27 Oct 2023
52 Week High
484.21 — 16 Jul 2024
Top 10 Components
Apple Inc. | US |
Microsoft Corp. | US |
Berkshire Hathaway Inc. Cl B | US |
Johnson & Johnson | US |
McDonald's Corp. | US |
ALPHABET INC. CL A | US |
ALPHABET CLASS C | US |
NVIDIA Corp. | US |
BROADCOM | US |
Merck & Co. Inc. | US |
Zoom
Low
High
Featured indices
STOXX® Europe 600 Paris-Aligned Benchmark
€146.3
+0.95
1Y Return
11.20%
1Y Volatility
0.10%
STOXX® USA 500 ESG-X
€495.41
-10.87
1Y Return
26.74%
1Y Volatility
0.12%
STOXX® Europe Sustainability Diversification Select 30 EUR
€446.4
+3.20
1Y Return
14.66%
1Y Volatility
0.09%
STOXX® Japan 600 ESG-X Ax Multi-Factor
€211.91
+2.76
1Y Return
17.39%
1Y Volatility
0.16%
EURO STOXX® Low Carbon Diversification Select 50
€423.25
+3.43
1Y Return
7.96%
1Y Volatility
0.09%