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
SWPMEHB
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213346799
Last Value
1,170.2
+11.42 (+0.99%)
As of CET
Week to Week Change
1.01%
52 Week Change
22.12%
Year to Date Change
14.21%
Daily Low
1170.2
Daily High
1170.2
52 Week Low
938.08 — 5 Dec 2023
52 Week High
1170.2 — 15 Nov 2024
Top 10 Components
| Commonwealth Bank of Australia | AU |
| DBS Group Holdings Ltd. | SG |
| Oversea-Chinese Banking Corp. | SG |
| Wesfarmers Ltd. | AU |
| ANZ GROUP | AU |
| Aristocrat Leisure Ltd. | AU |
| United Overseas Bank Ltd. | SG |
| CSL Ltd. | AU |
| BHP GROUP LTD. | AU |
| XIAOMI | HK |
Zoom
Low
High
Featured indices
EURO STOXX® ESG-X Select Dividend 30 - EUR (Price Return)
€106.56
+0.28
1Y Return
7.15%
1Y Volatility
0.12%
STOXX® North America Industry Neutral ESG 200 - USD (Gross Return)
$505.9
-8.51
1Y Return
45.11%
1Y Volatility
0.17%
STOXX® USA ESG Select KPIs - USD (Gross Return)
$3331.8
+0.53
1Y Return
26.36%
1Y Volatility
0.12%
STOXX® USA 500 ESG-X ex Nuclear Power - EUR (Price Return)
€546.79
-6.09
1Y Return
35.88%
1Y Volatility
0.15%
iSTOXX® L&G Global Quality - USD (Net Return)
$675.18
-1.52
1Y Return
26.06%
1Y Volatility
0.10%