Summary
The iSTOXX L&G Multifactor ESG index is designed to provide regional exposures to Value, Momentum, Low Volatility 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
SWPMEGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213347797
Last Value
1,084.05
+2.96 (+0.27%)
As of
CETWeek to Week Change
0.90%
52 Week Change
24.80%
Year to Date Change
15.46%
Daily Low
1084.05
Daily High
1084.05
52 Week Low
858.59 — 5 Dec 2023
52 Week High
1105.17 — 30 Sep 2024
Top 10 Components
Commonwealth Bank of Australia | AU |
DBS Group Holdings Ltd. | SG |
Oversea-Chinese Banking Corp. | SG |
Wesfarmers Ltd. | AU |
ANZ GROUP | AU |
Aristocrat Leisure Ltd. | AU |
United Overseas Bank Ltd. | SG |
CSL Ltd. | AU |
BHP GROUP LTD. | AU |
XIAOMI | HK |
Zoom
Low
High
Featured indices
STOXX® Asia/Pacific 600 ESG Target TE - EUR (Price Return)
€193.5
-0.80
1Y Return
14.82%
1Y Volatility
0.19%
EURO STOXX® ESG-X ex Nuclear Power - EUR (Price Return)
€191.83
-1.65
1Y Return
8.25%
1Y Volatility
0.12%
iSTOXX® L&G North America Low Volatility - USD (Net Return)
$616.79
+2.57
1Y Return
23.32%
1Y Volatility
0.10%
DAX 50 ESG+ - EUR (Price Return)
€1260.05
+5.40
1Y Return
14.35%
1Y Volatility
0.12%
STOXX® Asia/Pacific Climate Awareness Ex Global Compact and Controversial Weapons - USD (Gross Return)
$206.11
+2.70
1Y Return
14.11%
1Y Volatility
0.20%