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
SWMMER
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213353704
Last Value
744
-7.87 (-1.05%)
As of
CETWeek to Week Change
-1.37%
52 Week Change
19.65%
Year to Date Change
16.11%
Daily Low
744
Daily High
744
52 Week Low
615.23 — 17 Jan 2024
52 Week High
761.29 — 12 Dec 2024
Top 10 Components
TSMC | TW |
CHINA CONSTRUCTION BANK CORP H | CN |
Samsung Electronics Co Ltd | KR |
TENCENT HOLDINGS | CN |
Hon Hai Precision Industry Co | TW |
PDD HOLDINGS ADR | CN |
BANK OF CHINA 'H' | CN |
Infosys Ltd | IN |
ICBC H | CN |
EMAAR PROPERTIES | AE |
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Low
High
Featured indices
STOXX® North America Ex Tobacco Industry Neutral ESG - USD (Gross Return)
$466.78
+4.60
1Y Return
25.90%
1Y Volatility
0.13%
STOXX® Asia/Pacific 600 ESG-X Ax Multi-Factor - EUR (Price Return)
€217.64
+1.46
1Y Return
10.12%
1Y Volatility
0.18%
iSTOXX® L&G Developed Europe ex UK Value - EUR (Net Return)
€337.47
-2.17
1Y Return
4.15%
1Y Volatility
0.11%
iSTOXX® L&G Global Momentum - USD (Net Return)
$763.16
+3.02
1Y Return
24.43%
1Y Volatility
0.11%
EURO iSTOXX® Environmental 50 Equal Weight NR Decrement 5% - EUR (Price Return)
€1732.59
+1.45
1Y Return
10.09%
1Y Volatility
0.11%