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
SWAMEHB
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213345619
Last Value
874.64
-4.19 (-0.48%)
As of
CETWeek to Week Change
-0.25%
52 Week Change
23.35%
Year to Date Change
16.78%
Daily Low
874.64
Daily High
874.64
52 Week Low
675.37 — 27 Oct 2023
52 Week High
897.63 — 10 Jul 2024
Top 10 Components
Microsoft Corp. | US |
Apple Inc. | US |
NVIDIA Corp. | US |
JPMorgan Chase & Co. | US |
VISA Inc. Cl A | US |
ALPHABET INC. CL A | US |
META PLATFORMS CLASS A | US |
ALPHABET CLASS C | US |
Johnson & Johnson | US |
BROADCOM | US |
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Low
High
Featured indices
iSTOXX® L&G North America Multi-Factor - USD (Net Return)
$803.32
-2.28
1Y Return
33.46%
1Y Volatility
0.12%
EURO STOXX 50® ESG Filtered - EUR (Price Return)
€144.64
-0.50
1Y Return
20.31%
1Y Volatility
0.13%
EURO STOXX® ESG-X Select Dividend 30 - EUR (Price Return)
€110.76
+1.30
1Y Return
8.91%
1Y Volatility
0.12%
STOXX® Global 1800 ESG-X Ax Quality - EUR (Price Return)
€431.78
+2.67
1Y Return
28.11%
1Y Volatility
0.13%
STOXX® Europe 600 ESG-X Ax Low Risk - EUR (Price Return)
€195.75
-1.05
1Y Return
11.95%
1Y Volatility
0.08%