Summary
The iSTOXX APG World-X and Responsible Minimum Volatility Indices are a set of indices desgined by optimizing the parent index (iSTOXX World A index) to produce a set of indices that have the lowest absolute ex-ante volatility under different ESG, Carbon and SDI constraints. Those indices also place controls over style factor tilts, industry / country exposures and liquidity / tradability etc.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISAMVF
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH1169656167
Bloomberg ID
BBG018QVYDG1
Last Value
189.02
+0.03 (+0.02%)
As of
CETWeek to Week Change
1.71%
52 Week Change
7.04%
Year to Date Change
3.61%
Daily Low
188.93
Daily High
189.18
52 Week Low
163.71 — 27 Oct 2023
52 Week High
192.5 — 27 Mar 2024
Top 10 Components
Costco Wholesale Corp. | US |
Procter & Gamble Co. | US |
Amphenol Corp. Cl A | US |
Microsoft Corp. | US |
Waste Management Inc. | US |
Eli Lilly & Co. | US |
Roper Technologies Inc. | US |
NOVARTIS | CH |
Oracle Corp. | US |
Amgen Inc. | US |
Zoom
Low
High
Featured indices
EURO STOXX® Banks
€149.41
+1.42
1Y Return
43.15%
1Y Volatility
0.16%
EURO STOXX® Automobiles & Parts
€650.64
-2.84
1Y Return
9.67%
1Y Volatility
0.17%
EURO STOXX® Financial Services
€389.17
-0.02
1Y Return
20.14%
1Y Volatility
0.12%
EURO STOXX® Chemicals
€728.69
+0.13
1Y Return
7.29%
1Y Volatility
0.14%
EURO STOXX® Utilities
€353.85
-1.98
1Y Return
8.86%
1Y Volatility
0.14%