Indices

iSTOXX^® L&G Emerging Markets 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 (Price Return)
EUR (Net Return)
EUR (Gross Return)
GBP (Gross Return)
USD (Price Return)
USD (Gross Return)
GBP (Price Return)
GBP (Net Return)
USD (Net Return)

Symbol

SWMMFHB

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213342293

Last Value

1,160.28 +10.29 (+0.89%)

As of 10:30 pm CET

Week to Week Change

-0.68%

52 Week Change

23.97%

Year to Date Change

22.04%

Daily Low

1160.28

Daily High

1160.28

52 Week Low

844.07 — 9 Apr 2025

52 Week High

1186.79 — 12 Nov 2025

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

TSMC	TW
TENCENT HOLDINGS	CN
CHINA CONSTRUCTION BANK CORP H	CN
SK HYNIX INC	KR
Samsung Electronics Co Ltd	KR
BANK OF CHINA 'H'	CN
ICBC H	CN
ALIBABA GROUP HOLDING	CN
Hon Hai Precision Industry Co	TW
EMAAR PROPERTIES	AE

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Featured indices

The STOXX Industry Leaders Low Carbon Indices represent the top industry (as defined by the ICB Industry classification) leaders with the lowest carbon emissions considering estimated and reported carbon intensity data. The indices are available for various regions and countries, including Global, Europe and USA. They are blue-chip indices with a fixed component number at the annual rebalance, and are price weighted with a weight factor based on the free-float market cap multiplied by the corresponding Z-score carbon intensity factor of each constituent. Components with lower carbon intensities are overweighted, while those with higher carbon emission are underweighted. Additionally, STOXX also calculates an equal weight version for this group of indices. The indices also exlcude companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

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.

STOXX calculates a comprehensive family of Low Carbon Indices. Click here to see all available indices.

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

STOXX^® Europe Low Carbon 100 Equal Weight - EUR (Gross Return)

€341.08

+1.09

1Y Return

3.67%

1Y Volatility

0.13%

The STOXX Paris-Aligned Benchmark Indices are based on liquid securities from a selection of STOXX Benchmark Indices. The indices are constructed to follow the EU Paris-aligned Benchmark (EU PAB) 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 Paris-aligned 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, as identified by ISS ESG, are also not eligible. Securities that generate revenues above a certain threshold from coal, oil and gas exploration or processing activities are excluded. Additionally, securities that derive higher than 10% of their revenues from thermal coal-based power generation, or higher than 50% from power generation with carbon intensity of lifecycle emissions higher than 100gCO2e/kWh are not considered for selection. 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 Paris-Aligned Benchmark Indices aim to reduce their greenhouse gas intensity by at least 50% 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 Paris-Aligned 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.

STOXX^® Global 1800 PAB - EUR (Price Return)

€213.9

-0.37

1Y Return

-1.72%

1Y Volatility

0.14%

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.

STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.

This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines.Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy.

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

STOXX^® Global 1800 ESG-X Ax Low Risk - EUR (Price Return)

€325.93

+0.72

1Y Return

-1.53%

1Y Volatility

0.12%

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

STOXX^® USA 900 PAB - EUR (Price Return)

€264.87

-0.79

1Y Return

-2.85%

1Y Volatility

0.19%

STOXX ESG Target indices aim to provide a strong ESG tilt to the benchmark index while maintaining low tracking error of the benchmark index. The weight of each constituent security is determined through an optimization process that is designed to ensure diversification and uses Axioma's Risk Models and Optimizer. Companies that are non-compliant based on the ISS ESG’ Norms-based research 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, high ESG risk, and ESG controversies.

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

EURO STOXX^® ESG Target - EUR (Price Return)

€239.44

+1.12

1Y Return

16.28%

1Y Volatility

0.16%

iSTOXX® L&G Emerging Markets Multi-Factor

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G Emerging Markets Multi-Factor