Summary
The iSTOXX® MUTB Minimum Variance indices seek to minimize risk by reducing the volatility in a portfolio. The index optimizes the benchmark index with respect to volatility. During the optimization, constraints are enforced with the aim of staying close to the underlying index and ensuring tradability.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISMGJMVT
Calculation
Realtime
Dissemination Period
00:00-22:00 CET
ISIN
CH0389352003
Bloomberg ID
BBG00J7HHGQ1
Last Value
958.76
+2.26 (+0.24%)
As of
CETWeek to Week Change
3.66%
52 Week Change
19.03%
Year to Date Change
15.04%
Daily Low
954.9
Daily High
959.46
52 Week Low
793.44 — 1 Jun 2023
52 Week High
955.63 — 10 May 2024
Top 10 Components
Colgate-Palmolive Co. | US |
Merck & Co. Inc. | US |
McKesson Corp. | US |
Procter & Gamble Co. | US |
Southern Co. | US |
Coca-Cola Co. | US |
Waste Management Inc. | US |
General Mills Inc. | US |
WALMART INC. | US |
PepsiCo Inc. | US |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse
$347.01
+0.10
1Y Return
50.41%
1Y Volatility
0.21%
iSTOXX® Global Climate Change ESG NR Decrement 4.5%
€1646.97
+5.48
1Y Return
15.19%
1Y Volatility
0.10%
EURO iSTOXX® Ocean Care 40
€233.97
+0.95
1Y Return
15.49%
1Y Volatility
0.12%
EURO STOXX 50® Volatility-Balanced
€511.6681
+2.94
1Y Return
18.18%
1Y Volatility
0.11%
STOXX® Global Low Risk Weighted Diversified 200
$611.09
+2.40
1Y Return
4.11%
1Y Volatility
0.08%