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
SWELVL
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1169659039
Last Value
286.57
-0.32 (-0.11%)
As of
CETWeek to Week Change
1.12%
52 Week Change
11.61%
Year to Date Change
3.72%
Daily Low
286.57
Daily High
286.57
52 Week Low
242.11 — 27 Oct 2023
52 Week High
293.3 — 6 Jun 2024
Top 10 Components
NESTLE | CH |
NOVARTIS | CH |
TOTALENERGIES | FR |
SAP | DE |
ROCHE HLDG P | CH |
AIR LIQUIDE | FR |
ZURICH INSURANCE GROUP | CH |
L'OREAL | FR |
NOVO NORDISK B | DK |
FERRARI | IT |
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Low
High
Featured indices
iSTOXX® Core Euro & Global Water Decrement 5%
€1712.29
+7.54
1Y Return
9.77%
1Y Volatility
0.11%
iSTOXX® Global ESG Eurozone Leg Equal Weight
€2192.05
-3.88
1Y Return
13.78%
1Y Volatility
0.10%
STOXX® Emerging Markets 1500 ESG-X
€163.2
-1.54
1Y Return
20.13%
1Y Volatility
0.12%
STOXX® Japan 600 ESG-X Ax Momentum
€286.11
-4.29
1Y Return
30.04%
1Y Volatility
0.18%
iSTOXX® L&G Developed Asia Pacific ex Japan Momentum
$1079.4
-9.35
1Y Return
8.91%
1Y Volatility
0.14%