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
ISWMVEU
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH1169655482
Last Value
164.1
+0.04 (+0.02%)
As of
CETWeek to Week Change
1.41%
52 Week Change
18.92%
Year to Date Change
11.20%
Daily Low
163.89
Daily High
164.65
52 Week Low
133.5 — 27 Oct 2023
52 Week High
164.13 — 15 Jul 2024
Top 10 Components
WALMART INC. | US |
Costco Wholesale Corp. | US |
NOVO NORDISK B | DK |
Procter & Gamble Co. | US |
Exxon Mobil Corp. | US |
Vertex Pharmaceuticals Inc. | US |
PALO ALTO NETWORKS | US |
Johnson & Johnson | US |
McKesson Corp. | US |
Progressive Corp. | US |
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