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
SWGMFGHB
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213345056
Last Value
808.27
-1.68 (-0.21%)
As of
CETWeek to Week Change
0.31%
52 Week Change
22.94%
Year to Date Change
13.98%
Daily Low
808.27
Daily High
808.27
52 Week Low
641.31 — 7 Jul 2023
52 Week High
812.1799 — 26 Jun 2024
Top 10 Components
Apple Inc. | US |
Microsoft Corp. | US |
NVIDIA Corp. | US |
ALPHABET INC. CL A | US |
ALPHABET CLASS C | US |
Berkshire Hathaway Inc. Cl B | US |
META PLATFORMS CLASS A | US |
JPMorgan Chase & Co. | US |
VISA Inc. Cl A | US |
BROADCOM | US |
Zoom
Low
High
Featured indices
STOXX® Europe Ex Tobacco Industry Neutral ESG 250
€294.77
-2.38
1Y Return
16.01%
1Y Volatility
0.10%
STOXX® Europe 600 ESG-X Ax Momentum
€318.64
+3.16
1Y Return
26.11%
1Y Volatility
0.11%
EURO STOXX® Banks ESG-X
€120.55
+0.78
1Y Return
31.03%
1Y Volatility
0.16%
iSTOXX® Transatlantic ESG 100
€4197.05
+27.42
1Y Return
27.81%
1Y Volatility
0.11%
iSTOXX® Core Euro & Global Water Decrement 5%
€1712.29
+7.54
1Y Return
9.77%
1Y Volatility
0.11%