Indices

iSTOXX^® L&G Global Multi-Factor

Summary

The iSTOXX L&G Multifactor index is designed to provide exposure to regional Value, Momentum, Low Volatility and Quality risk-premia factors, 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 (Net Return)
EUR (Gross Return)
USD (Price Return)
USD (Gross Return)
EUR (Price Return)
GBP (Price Return)
GBP (Net Return)
GBP (Gross Return)
USD (Net Return)

Symbol

SWGMFV

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213345072

Bloomberg

SWGMFV INDEX

Last Value

836.05 +1.24 (+0.15%)

As of 10:30 pm CET

Week to Week Change

3.34%

52 Week Change

35.76%

Year to Date Change

-0.42%

Daily Low

836.05

Daily High

836.05

52 Week Low

614.46 — 8 Apr 2025

52 Week High

885.68 — 26 Feb 2026

Data

Index Guide
BMR Statement
ESG Report

Factsheet

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

Microsoft Corp.	US
NVIDIA Corp.	US
ALPHABET INC. CL A	US
Apple Inc.	US
Johnson & Johnson	US
ALPHABET CLASS C	US
META PLATFORMS CLASS A	US
Netflix Inc.	US
JPMorgan Chase & Co.	US
NEWMONT	US

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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.

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DAX ESG Target Product Sheet

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

DAX ESG Target - USD (Net Return)

$3039.53

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1Y Volatility

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The STOXX Europe ESG Leaders Select 30 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Global ESG Leaders Index.

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Product Presentation

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

STOXX^® Europe ESG Leaders Select 30 EUR - EUR (Gross Return)

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1Y Return

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1Y Volatility

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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.

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

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1Y Volatility

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STOXX uses ISS ESG as reliable and professional data sources for the estimated and reported data. Data considered comprise Scope 1 (All direct GHG emissions) and Scope 2 (Indirect GHG emissions from consumption of purchased electricity, heat or steam) emissions.

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

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1Y Return

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1Y Volatility

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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.

iSTOXX^® L&G Developed Europe ex UK Value - EUR (Net Return)

€450.36

-4.37

1Y Return

18.68%

1Y Volatility

0.16%

iSTOXX® L&G Global Multi-Factor

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G Global Multi-Factor