Summary
The iSTOXX L&G Developed World Multifactor Min-Vol ESG Blended Index is designed to capture exposure to multiple well-established equity risk premia—Quality, Value, Momentum, and Low Volatility—while integrating enhanced ESG characteristics and supporting a reduction in greenhouse gas (GHG) emissions intensity over time. The index combines two complementary strategies through a dynamic blending approach: • iSTOXX L&G Developed World Quality Enhanced Multifactor ESG, providing diversified multifactor exposure with an ESG tilt, and • iSTOXX Developed World Minimum Volatility ESG, aiming to reduce portfolio volatility while maintaining ESG considerations. At inception, the index allocates 80% to the multifactor ESG strategy and 20% to the minimum volatility ESG strategy, with weights evolving over time based on relative performance. A rebalancing mechanism ensures that allocations remain within a predefined range, resetting to the target weights if deviations exceed specified thresholds.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Top 10 Components
| NVIDIA Corp. | US |
| Lam Research Corp. | US |
| Qualcomm Inc. | US |
| Johnson & Johnson | US |
| ARISTA NETWORKS | US |
| Applied Materials Inc. | US |
| Altria Group Inc. | US |
| ALPHABET CLASS C | US |
| BCO SANTANDER | ES |
| META PLATFORMS CLASS A | US |