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
Symbol
SWUMFP
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213341410
Last Value
144.35
+2.12 (+1.49%)
As of
CETWeek to Week Change
2.64%
52 Week Change
17.56%
Year to Date Change
13.83%
Daily Low
144.35
Daily High
144.35
52 Week Low
122.41 — 29 Nov 2023
52 Week High
145.75 — 17 Oct 2024
Top 10 Components
HSBC | GB |
SHELL | GB |
3I GROUP PLC. | GB |
ASTRAZENECA | GB |
GSK | GB |
RELX PLC | GB |
UNILEVER PLC | GB |
TESCO | GB |
RIO TINTO | GB |
COMPASS GRP | GB |
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Low
High
Featured indices
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€337.39
+1.79
1Y Return
19.31%
1Y Volatility
0.12%
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€134.26
-4.07
1Y Return
10.22%
1Y Volatility
0.19%
EURO STOXX® Sustainability ex Alcohol Gambling Tobacco Armaments & Firearms - EUR (Net Return)
€288.61
+2.46
1Y Return
13.36%
1Y Volatility
0.12%
iSTOXX® USA 900 BDFG ESG - EUR (Price Return)
€1463.07
+2.49
1Y Return
—
1Y Volatility
—
iSTOXX® L&G Global Low Volatility - USD (Net Return)
$555.11
+0.51
1Y Return
20.70%
1Y Volatility
0.08%