Summary
The iSTOXX L&G Multifactor index is designed to provide exposure to regional Value, Momentum, Low Risk 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
Symbol
SWPMFP
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213341923
Last Value
265.14
+0.55 (+0.21%)
As of
CETWeek to Week Change
0.45%
52 Week Change
5.62%
Year to Date Change
2.20%
Daily Low
265.14
Daily High
265.14
52 Week Low
235.61 — 23 Oct 2023
52 Week High
268 — 20 May 2024
Top 10 Components
Commonwealth Bank of Australia | AU |
BHP GROUP LTD. | AU |
Oversea-Chinese Banking Corp. | SG |
DBS Group Holdings Ltd. | SG |
Wesfarmers Ltd. | AU |
Goodman Group | AU |
WOODSIDE ENERGY GROUP | AU |
Aristocrat Leisure Ltd. | AU |
ANZ GROUP | AU |
United Overseas Bank Ltd. | SG |
Zoom
Low
High
Featured indices
STOXX® Global Climate Impact Ex Global Compact and Controversial Weapons
$355.25
-0.73
1Y Return
21.52%
1Y Volatility
0.10%
STOXX® North America 600 ESG Broad Market
€469.92
-2.11
1Y Return
25.53%
1Y Volatility
0.12%
DAX ESG Target
€2673.57
+3.29
1Y Return
16.04%
1Y Volatility
0.11%
iSTOXX® L&G Developed Asia Pacific ex Japan Momentum
$1044.92
+2.53
1Y Return
8.75%
1Y Volatility
0.14%
iSTOXX® L&G Global Multi-Factor
$652.85
-1.81
1Y Return
21.66%
1Y Volatility
0.09%