Indices

iSTOXX^® L&G Developed Europe ex UK Value

Summary

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Value where style factor scores are provided by Legal and General Investment Management (LGIM). 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

EUR (Price Return)
EUR (Gross Return)
USD (Price Return)
USD (Net Return)
USD (Gross Return)
GBP (Price Return)
GBP (Net Return)
GBP (Gross Return)
EUR (Net Return)

Symbol

SWEVGV

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH0465755475

Last Value

683.71 +0.47 (+0.07%)

As of 10:30 pm CET

Week to Week Change

-3.25%

52 Week Change

39.04%

Year to Date Change

40.08%

Daily Low

683.71

Daily High

683.71

52 Week Low

485.51 — 20 Dec 2024

52 Week High

717.64 — 13 Nov 2025

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

BCO SANTANDER	ES
BCO BILBAO VIZCAYA ARGENTARIA	ES
SANOFI	FR
MERCEDES-BENZ GROUP	DE
BNP PARIBAS	FR
BAYER	DE
ROCHE HLDG P	CH
NOVARTIS	CH
SIEMENS	DE
TOTALENERGIES	FR

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The EURO iSTOXX ESG Weighted 50 NR Decrement 5% Index replicates the performance of the net return version of the EURO iSTOXX ESG Weighted 50 Index assuming a constant 5% performance deduction per annum. The performance deduction accrues constantly on a daily basis.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

EURO iSTOXX^® ESG Weighted 50 NR Decrement 5% - EUR (Price Return)

€1967.02

+8.29

1Y Return

10.28%

1Y Volatility

0.14%

The STOXX Climate Transition Benchmark Indices are based on liquid securities from a selection of STOXX Benchmark Indices. The indices are constructed to follow the EU Climate Transition Benchmark (EU CTB) requirements outlined in the Commission Delegated Regulation (EU) 2020/1818 supplementing Regulation (EU) 2016/1011 of the European Parliament and of the Council as regards minimum standards for EU Climate Transition Benchmarks.

Companies identified as non-compliant based on norms-based Screening assessment, or are involved in Controversial Weapons, as identified by ISS ESG are not eligible for selection. Tobacco Producers are also excluded. Furthermore, STOXX will exclude companies that ISS ESG assesses to have significant obstruction in the following UN SDGs: SDG 12 Responsible Consumption and Production, SDG 13 Climate Action, SDG 14 Life Below Water and SDG 15 Life On Land.

The weighing process follows an optimization process to keep the tracking error less than on equal to 1.5% compared to the parent indes while meeting the minimum requirements detailed in the regulation. The STOXX Climate Transition Benchmark Indices aim to reduce their greenhouse gas intensity by at least 30% when compared to their underlying benchmarks. They are also designed to meet the year on year 7% decarbonization target.

High climate impact sector weights of the STOXX Climate Transition Benchmark Indices are not underweighted relative to the underlying benchmark. The indices also overweigh securities with Science Based Targets, as verified by the Science Based Target initiative (SBTi).

Index Guides, Benchmark statement, and other reports are available under the Data tab.

EURO STOXX^® Total Market CTB - EUR (Price Return)

€141.66

-0.18

1Y Return

6.47%

1Y Volatility

0.14%

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Quality risk-premia factor, where style factor scores are provided by Legal and General Investment Management (LGIM). 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.

iSTOXX^® L&G UK Quality - GBP (Net Return)

€557.06

+2.25

1Y Return

15.49%

1Y Volatility

0.12%

The DAX ESG Target Index provides investors with a sustainable version of the iconic DAX Index. It aims to reflect the risk and return characteristics of the original DAX Index while applying ESG screens, integrating ESG scores and reducing carbon intensity by at least 30%.

The index can help investors to navigate towards more sustainable German equity portfolios. The proprietary index optimization process maximizes the index’ ESG score and reduces carbon intensity.

The DAX ESG Target Index has an ex-ante (target) tracking error versus the DAX of < 1.5%, therefore it offers a similar risk/return profile to the flagship benchmark. It has the same number of constituents as the DAX.

The Methodology Focuses on Maximizing ESG Scores and Reducing Carbon Intensity. Index construction starts with the DAX Index and excludes companies with unfavorable ESG scores. The screening is based on Sustainalytics’ Global Standard Screening and product involvement screening for Controversial Weapons, Nuclear Power, Thermal Coal, Military Contracting, Tobacco Production, Small Arms and Oil Sands.

In the next step – the universe of the HDAX, comprised of all companies included in the DAX, MDAX and TecDAX – is taken, to replace the excluded companies to complete the number of 40 index constituents (30 up to September 20, 2021). This is achieved by ranking the screened HDAX companies in terms of free-float market capitalization and ESG score. The component weights are derived through an optimization process with the goal of maximizing the portfolio ESG Score, meeting tracking error constraints (ex-ante tracking error versus DAX < 1.5%) and carbon reduction goals. Securities are capped at 10% on a component level.

This index also commits to a minimum percentage of sustainable investment thresholds based on ISS ESG data.

The DAX ESG Target is designed to serve as an underlying for derivatives, structured products and exchange-traded funds.

For a description of the selection methodology and the review calendar, please click here.

DAX ESG Target Product Sheet

Blog: BlackRock’s Sperandeo: How We Engage with Qontigo to Help Investors Prepare their Portfolios for a Net-Zero World

Press Release: DAX ESG Target Index selected as underlying index for a new iShares ETF

Index Guides, Benchmark statement, and other reports are available under the "Data & Methodology" tab.

DAX ESG Target - USD (Total Return)

$3217.64

+14.77

1Y Return

24.20%

1Y Volatility

0.20%

The STOXX Global ESG Leaders index provides access to the leading global companies in terms of environmental, social and governance criteria, using a bottom-up selection approach based on ESG Risk Ratings provided by Sustainalytics. The index is made of the following three ESG sub-indices: the STOXX Global ESG Environmental Leaders, the STOXX Global ESG Social Leaders and the STOXX Global ESG Governance Leaders indices.

Companies that are non-compliant based on the Sustainalytics’ Global Standards Screening assessment or are involved in controversial weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in tobacco production and distribution, thermal coal extraction and power generation, small arms manufacturing, military contracting, unconventional oil and gas exploration and production, and ESG Controversies.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

STOXX^® Global ESG Leaders - USD (Gross Return)

$323.14

-0.18

1Y Return

32.11%

1Y Volatility

0.15%

iSTOXX® L&G Developed Europe ex UK Value

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G Developed Europe ex UK Value