Summary
The iSTOXX® MUTB Minimum Variance indices seek to minimize risk by reducing the volatility in a portfolio. The index optimizes the benchmark index with respect to volatility. During the optimization, constraints are enforced with the aim of staying close to the underlying index and ensuring tradability.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
The iSTOXX® MUTB Minimum Variance indices are designed in cooperation with Axioma, combining Axioma’s factor model know-how with STOXX’s index creation and calculation expertise. The iSTOXX® MUTB Minimum Variance indices are available for the following regions: Japan, Global ex Japan, and Global.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISMGJMVG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0389352128
Last Value
795.98
-17.28 (-2.12%)
As of
CETWeek to Week Change
-1.98%
52 Week Change
16.49%
Year to Date Change
3.73%
Daily Low
795.98
Daily High
795.98
52 Week Low
683.3099 — 6 Mar 2024
52 Week High
823.25 — 3 Mar 2025
Top 10 Components
Cencora | US |
McKesson Corp. | US |
NESTLE | CH |
Colgate-Palmolive Co. | US |
Coca-Cola Co. | US |
Waste Management Inc. | US |
Duke Energy Corp. | US |
Southern Co. | US |
Procter & Gamble Co. | US |
Altria Group Inc. | US |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse - USD (Price Return)
$329.45
-0.72
1Y Return
-2.78%
1Y Volatility
0.27%
iSTOXX® Global Climate Change ESG NR Decrement 4.5% - EUR (Price Return)
€1516.81
-0.33
1Y Return
-7.75%
1Y Volatility
0.15%
EURO iSTOXX® Ocean Care 40 - EUR (Price Return)
€244.67
-1.46
1Y Return
8.58%
1Y Volatility
0.16%
EURO STOXX 50® Volatility-Balanced - EUR (Excess Return)
€421.88748
-18.57
1Y Return
-15.75%
1Y Volatility
0.18%
STOXX® Global Low Risk Weighted Diversified 200 - USD (Net Return)
$680.52
-0.27
1Y Return
16.48%
1Y Volatility
0.10%