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
SWMMEHB
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213353647
Last Value
1,004.27
+9.20 (+0.92%)
As of
CETWeek to Week Change
0.81%
52 Week Change
17.47%
Year to Date Change
11.85%
Daily Low
1004.27
Daily High
1004.27
52 Week Low
852.44 — 17 Jan 2024
52 Week High
1025.71 — 7 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
STOXX® Global ESG Governance Leaders - USD (Gross Return)
$234.09
+0.51
1Y Return
13.51%
1Y Volatility
0.13%
STOXX® Europe 600 Low Carbon - EUR (Gross Return)
€335.04
+4.34
1Y Return
13.52%
1Y Volatility
0.11%
iSTOXX® L&G Emerging Markets Quality - USD (Net Return)
$683.53
+0.27
1Y Return
15.01%
1Y Volatility
0.12%
MDAX ESG Screened - EUR (Net Return)
€1100.82
+13.50
1Y Return
-1.16%
1Y Volatility
0.14%
iSTOXX® L&G North America Multi-Factor ESG - USD (Net Return)
$851.92
+3.07
1Y Return
33.92%
1Y Volatility
0.12%