Summary
The iSTOXX L&G Multifactor ESG index is designed to provide regional exposures to Value, Momentum, Low Risk and Quality risk-premia factors, a greater exposure to the ESG scores provided by LGIM, while achieving sustainable carbon reduction in terms of greenhouse gas emission intensities over time. 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
SWAMEP
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213345841
Last Value
461.96
-8.39 (-1.78%)
As of
CETWeek to Week Change
-1.86%
52 Week Change
30.36%
Year to Date Change
20.16%
Daily Low
461.96
Daily High
461.96
52 Week Low
345.77 — 27 Oct 2023
52 Week High
470.72 — 10 Jul 2024
Top 10 Components
Apple Inc. | US |
Microsoft Corp. | US |
NVIDIA Corp. | US |
ALPHABET INC. CL A | US |
ALPHABET CLASS C | US |
META PLATFORMS CLASS A | US |
JPMorgan Chase & Co. | US |
VISA Inc. Cl A | US |
BROADCOM | US |
Amazon.com Inc. | US |
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Low
High
Featured indices
STOXX® North America Ex Tobacco Industry Neutral ESG
$441.29
+3.45
1Y Return
25.50%
1Y Volatility
0.11%
STOXX® Global Climate Awareness Ex Global Compact and Controversial Weapons
$359.1
+0.94
1Y Return
23.56%
1Y Volatility
0.10%
iSTOXX® L&G Developed Asia Pacific ex Japan Value
$933.6
+7.01
1Y Return
—
1Y Volatility
0.14%
STOXX® Emerging Markets Total Market Large ESG-X
€153.9
-1.27
1Y Return
18.63%
1Y Volatility
0.12%
STOXX® Global 1800 ex Australia Low Carbon
$434.56
-4.31
1Y Return
20.47%
1Y Volatility
0.10%