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Summary
The iSTOXX World Min Vol ESG index (iSTOXX World MV ESG) is designed to track the performance of an optimized minimum variance portfolio that will incorporate tilts towards companies that exhibit low volatility, favorable fundamentals (specifically profitability and leverage), and superior ESG scores. The index is constructed in two steps, first by creating a minimum variance portfolio based on the STOXX World index, and second by improving the Climate and ESG profiles of this portfolio, using data from ISS ESG and LGIM, respectively. The index rules ensure tradability, diversification, positive exposure to fundamental quality (i.e., positive exposure to profitability and low leverage), and untargeted factor and industry/country/region exposures are risk managed.
Details
Symbol
ISWMVE
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH1169655441
Bloomberg
ISWMVE INDEX
Last Value
147.9
+1.16 (+0.79%)
As of
CETWeek to Week Change
-0.15%
52 Week Change
1.26%
Year to Date Change
-5.18%
Daily Low
146.97
Daily High
148.15
52 Week Low
143.2 — 7 Apr 2025
52 Week High
162.07 — 10 Feb 2025
Top 10 Components
Costco Wholesale Corp. | US |
WALMART INC. | US |
Procter & Gamble Co. | US |
Progressive Corp. | US |
Exxon Mobil Corp. | US |
NOVO NORDISK B | DK |
Johnson & Johnson | US |
McKesson Corp. | US |
PALO ALTO NETWORKS | US |
Nintendo Co. Ltd. | JP |
Zoom
146.97
Low
147.38
High
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