Indices

iSTOXX^® L&G North America Momentum

Summary

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Momentum 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

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

SWAMGHB

Calculation

End-of-day

Dissemination Period

22:15-22:15 CET

ISIN

CH1213332849

Last Value

1,163.12 +6.14 (+0.53%)

As of 10:15 pm CET

Week to Week Change

-1.42%

52 Week Change

37.97%

Year to Date Change

24.66%

Daily Low

1163.12

Daily High

1163.12

52 Week Low

843.01 — 17 Jul 2023

52 Week High

1179.82 — 10 Jul 2024

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

NVIDIA Corp.	US
Microsoft Corp.	US
Amazon.com Inc.	US
Eli Lilly & Co.	US
META PLATFORMS CLASS A	US
Apple Inc.	US
BROADCOM	US
Berkshire Hathaway Inc. Cl B	US
Costco Wholesale Corp.	US
ALPHABET INC. CL A	US

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Featured indices

The iSTOXX APG World Multi-Factor Index Family are constructed by maximizing the index exposure to a multi-factor alpha signal while satisfying a set of constraints while improving the ESG, Carbon and SDI exposures on a developed market universe.

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

iSTOXX^® APG World Multi-Factor -A

€137.45

+0.43

1Y Return

23.52%

1Y Volatility

0.09%

The ISS STOXX Global 1800 ESG Climbers index selects securities from the STOXX Global 1800 universe that consistently improve their ESG performance with standardized ESG exclusion screens applied for ISS ESG Norms Based Screening assessment a set of definitions for Controversial Weapons Tobacco Thermal Coal Unconventional Oil & Gas Civilian Firearms and Military Equipment. The objective is to select such companies that are on trajectory to become ESG leaders in the future based on whether their ISS ESG Corporate Ratings Overall Numeric Scores have improved at least 5 times over the past 5 years in case of new constituents and 3 times in case of existing constituents. The methodology also removes securities whose issuers are poor ESG performers where their ISS ESG Corporate Ratings Overall Numeric Score is lower than 1.75. Securities whose issuers do not receive ESG Rating as of the effective review are also excluded.

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

ISS STOXX^® Global 1800 ESG Climbers

$1336.43

-10.78

1Y Return

15.23%

1Y Volatility

0.11%

These STOXX Low Carbon indices cover benchmark indices and the blue-chip index EURO STOXX 50®. By utilizing both estimated and reported carbon intensity scores, this index family represents broad indices with a variable number of components, covering the regions Global, Europe, Eurozone, USA and Japan. These indices closely track the risk-return profile of the underlying benchmark indices while offering a reduction in carbon emissions in the overall portfolio of constituents by overweighting lower carbon emitters, while underweighting higher carbon emitters. The indices 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. 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.

STOXX^® Global 1800 ex Japan Low Carbon

$450.25

+1.94

1Y Return

22.08%

1Y Volatility

0.10%

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.

STOXX^® Japan Low Carbon

€548.76

+1.09

1Y Return

34.55%

1Y Volatility

0.15%

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.

Companies identified as non-compliant based on Sustainalytics Global Standards Screening (GSS) assessment, are involved in Controversial Weapons or display a Severe (Category 5) Controversy Rating, as identified by Sustainalytics are not eligible for selection. Tobacco Producers, as identified by ISS ESG, are also not eligible. Securities that generate revenues above a certain threshold from coal, oil and gas exploration or processing activities are excluded. Additionally, securities that derive more than 10% of their revenues from thermal coal-based power generation, or more than 50% from power generation with carbon intensity of lifecycle emissions higher than 100gCO2e/kWh are not considered for selection. Furthermore, STOXX will exclude companies that ISS ESG assesses to have Significant Obstruction in the UN SDG 12,13,14,15.

The weighing process follows an optimization process to meet the minimum requirements detailed in the TEG report. 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.

High climate impact sector weights of the STOXX Paris-Aligned Benchmark Indices are not underweighted relative to the underlying benchmark. The indices also overweigh securities with Science Based Targets, as verified by the Science Based Target initiative (SBTi).

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

STOXX^® USA 900 Paris-Aligned Benchmark

€240.68

-4.28

1Y Return

22.10%

1Y Volatility

0.12%

iSTOXX® L&G North America Momentum

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G North America Momentum