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
SWPMEHB
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213346799
Last Value
1,070.13
-8.91 (-0.83%)
As of
CETWeek to Week Change
0.78%
52 Week Change
11.77%
Year to Date Change
4.44%
Daily Low
1070.13
Daily High
1070.13
52 Week Low
910.13 — 21 Aug 2023
52 Week High
1079.04 — 15 Jul 2024
Top 10 Components
BHP GROUP LTD. | AU |
Oversea-Chinese Banking Corp. | SG |
Wesfarmers Ltd. | AU |
ANZ GROUP | AU |
Aristocrat Leisure Ltd. | AU |
Commonwealth Bank of Australia | AU |
DBS Group Holdings Ltd. | SG |
Goodman Group | AU |
United Overseas Bank Ltd. | SG |
CSL Ltd. | AU |
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Low
High
Featured indices
EURO iSTOXX® 50 ESG+ GR Decrement 5%
€131.51
-1.57
1Y Return
12.05%
1Y Volatility
0.12%
STOXX® USA 900 ESG-X Ax Momentum
€634.3
+1.96
1Y Return
49.23%
1Y Volatility
0.15%
STOXX® USA 500 ESG-X Ax Low Risk
€375.47
-2.01
1Y Return
20.41%
1Y Volatility
0.10%
STOXX® Developed Markets 2400 ESG-X
€336.77
+0.54
1Y Return
23.32%
1Y Volatility
0.10%
iSTOXX® L&G Emerging Markets Low Volatility
$692.33
-0.05
1Y Return
16.87%
1Y Volatility
0.11%