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
SWMMEGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213353712
Last Value
775.6
-4.53 (-0.58%)
As of
CETWeek to Week Change
-2.73%
52 Week Change
19.70%
Year to Date Change
14.54%
Daily Low
775.6
Daily High
775.6
52 Week Low
644.29 — 27 Nov 2023
52 Week High
802.09 — 2 Oct 2024
Top 10 Components
TSMC | TW |
Samsung Electronics Co Ltd | KR |
CHINA CONSTRUCTION BANK CORP H | CN |
TENCENT HOLDINGS | CN |
Hon Hai Precision Industry Co | TW |
PDD HOLDINGS ADR | CN |
BANK OF CHINA 'H' | CN |
Infosys Ltd | IN |
Bank Central Asia Tbk PT | ID |
ICBC H | CN |
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Low
High
Featured indices
iSTOXX® US ESG 100 - EUR (Gross Return)
€623.03
+6.53
1Y Return
41.15%
1Y Volatility
0.17%
STOXX® Europe 600 ESG-X Ax Momentum - EUR (Price Return)
€302.41
+0.73
1Y Return
18.83%
1Y Volatility
0.13%
STOXX® Europe Small 200 ESG-X - EUR (Price Return)
€187.49
-1.18
1Y Return
7.12%
1Y Volatility
0.13%
iSTOXX® APG Emerging Markets Responsible - EUR (Price Return)
€164.76
+0.99
1Y Return
17.16%
1Y Volatility
0.13%
STOXX® Europe 600 Banks ESG-X - EUR (Price Return)
€133.38
-0.07
1Y Return
27.95%
1Y Volatility
0.16%