Summary
The iSTOXX L&G Multifactor index is designed to provide exposure to regional Value, Momentum, Low Volatility 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
SWGMFHB
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213345049
Last Value
774.88
+4.60 (+0.60%)
As of CET
Week to Week Change
0.69%
52 Week Change
23.45%
Year to Date Change
19.77%
Daily Low
774.88
Daily High
774.88
52 Week Low
616.33 — 29 Nov 2023
52 Week High
774.88 — 21 Nov 2024
Top 10 Components
| Microsoft Corp. | US |
| Apple Inc. | US |
| NVIDIA Corp. | US |
| JPMorgan Chase & Co. | US |
| META PLATFORMS CLASS A | US |
| ALPHABET INC. CL A | US |
| ALPHABET CLASS C | US |
| AT&T Inc. | US |
| VISA Inc. Cl A | US |
| CHUBB | US |
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Low
High
Featured indices
ISS STOXX® US ESG Climbers Industry Adjusted - USD (Gross Return)
$1536.87
-3.21
1Y Return
29.52%
1Y Volatility
0.14%
iSTOXX® APG World Multi-Factor Responsible Low-Carbon - EUR (Price Return)
€145.92
+1.21
1Y Return
29.86%
1Y Volatility
0.12%
iSTOXX® APG Emerging Markets Responsible - EUR (Price Return)
€164.76
+0.99
1Y Return
17.16%
1Y Volatility
0.13%
iSTOXX® L&G UK Low Volatility - GBP (Net Return)
€437.88
+3.78
1Y Return
14.58%
1Y Volatility
0.09%
iSTOXX® L&G Japan Momentum - USD (Net Return)
$367.31
+0.40
1Y Return
13.95%
1Y Volatility
0.25%