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
SWPMEL
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213346815
Last Value
376.08
-4.18 (-1.10%)
As of
CETWeek to Week Change
1.70%
52 Week Change
6.21%
Year to Date Change
5.08%
Daily Low
376.08
Daily High
376.08
52 Week Low
312.64 — 31 Oct 2023
52 Week High
380.26 — 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
MDAX ESG Screened
€1109.13
-1.25
1Y Return
-8.73%
1Y Volatility
0.15%
iSTOXX® L&G Global Value
$579.47
-2.61
1Y Return
21.75%
1Y Volatility
0.09%
iSTOXX® L&G Global Multi-Factor ESG
$693.57
-5.46
1Y Return
23.99%
1Y Volatility
0.09%
STOXX® Emerging Markets 1500 ESG-X
€163.2
-1.54
1Y Return
20.13%
1Y Volatility
0.12%
iSTOXX® L&G Developed Europe ex UK Momentum
€444.16
-5.18
1Y Return
20.20%
1Y Volatility
0.10%