Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAW1QUGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512259323
Bloomberg
SAW1QUGV INDEX
Last Value
551.78
+2.29 (+0.42%)
As of CET
Week to Week Change
3.35%
52 Week Change
14.62%
Year to Date Change
6.58%
Daily Low
551.78
Daily High
551.78
52 Week Low
393.49 — 7 Apr 2025
52 Week High
551.78 — 11 Feb 2026
Top 10 Components
| Costco Wholesale Corp. | US |
| NVIDIA Corp. | US |
| Apple Inc. | US |
| MasterCard Inc. Cl A | US |
| NOVO NORDISK B | DK |
| ASML HLDG | NL |
| NEWMONT | US |
| Advantest Corp. | JP |
| Tokyo Electron Ltd. | JP |
| McKesson Corp. | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$817.05
-2.73
1Y Return
15.38%
1Y Volatility
0.15%
STOXX® Europe 600 - EUR (Price Return)
€617.7
-0.82
1Y Return
11.55%
1Y Volatility
0.14%
STOXX® USA 500 - USD (Price Return)
$525.98
+1.28
1Y Return
10.36%
1Y Volatility
0.19%
STOXX® Global Total Market - USD (Gross Return)
$429.31
-3.99
1Y Return
21.45%
1Y Volatility
0.14%
STOXX® World AC Universal All Cap - USD (Gross Return)
$13837.2
+31.33
1Y Return
23.97%
1Y Volatility
0.14%