Summary
The iSTOXX L&G Multifactor ESG index is designed to provide regional exposures to Value, Momentum, Low Volatility and Quality risk-premia factors, a greater exposure to the ESG scores provided by LGIM, while achieving sustainable carbon reduction in terms of greenhouse gas emission intensities over time. The indices track the STOXX World regional indices, while ensuring tradability, diversification, and liquidity.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SWAMEGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213346286
Last Value
773.73
+5.83 (+0.76%)
As of
CETWeek to Week Change
5.83%
52 Week Change
40.69%
Year to Date Change
31.71%
Daily Low
773.73
Daily High
773.73
52 Week Low
549.96 — 9 Nov 2023
52 Week High
773.73 — 8 Nov 2024
Top 10 Components
Apple Inc. | US |
Microsoft Corp. | US |
NVIDIA Corp. | US |
JPMorgan Chase & Co. | US |
META PLATFORMS CLASS A | US |
ALPHABET INC. CL A | US |
ALPHABET CLASS C | US |
Johnson & Johnson | US |
VISA Inc. Cl A | US |
AT&T Inc. | US |
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Low
High
Featured indices
iSTOXX® L&G Japan Multi-Factor ESG - USD (Net Return)
$331.84
-4.74
1Y Return
15.63%
1Y Volatility
0.24%
STOXX® Australia Total Market ESG-X - EUR (Price Return)
€158.36
+2.16
1Y Return
26.23%
1Y Volatility
0.15%
STOXX® France 90 ESG-X - EUR (Price Return)
€194.87
-0.92
1Y Return
-0.25%
1Y Volatility
0.13%
iSTOXX® Transatlantic ESG 100 - EUR (Price Return)
€4236.74
-3.35
1Y Return
27.36%
1Y Volatility
0.13%
iSTOXX® APG Developed Real Estate RI - EUR (Price Return)
€97.28
+1.08
1Y Return
21.51%
1Y Volatility
0.13%