Indices

iSTOXX^® APG World Multi-Factor -A

Summary

The iSTOXX APG World Multi-Factor Index Family are constructed by maximizing the index exposure to a multi-factor alpha signal while satisfying a set of constraints while improving the ESG and Carbon exposures on a developed market universe.

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

Details

USD (Gross Return)
USD (Price Return)
USD (Net Return)
EUR (Net Return)
EUR (Gross Return)
EUR (Price Return)

Symbol

ISWAGV

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213360824

Last Value

195.07 +1.36 (+0.70%)

As of 10:30 pm CET

Week to Week Change

0.80%

52 Week Change

22.45%

Year to Date Change

11.35%

Daily Low

195.07

Daily High

195.07

52 Week Low

159.3 — 1 Aug 2025

52 Week High

195.07 — 31 Jul 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

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Featured indices

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.

iSTOXX^® L&G UK Multi-Factor - GBP (Net Return)

€641.75

-0.76

1Y Return

21.14%

1Y Volatility

0.11%

The iSTOXX Eurozone Family Owned ESG Company index tracks the performance of the largest stocks from the Eurozone that are classified as family-owned by the Centre of Family Entrepreneurship and Ownership (CeFEO). Companies that are non-compliant based on the ISS-ESG Norms Based Screening assessment or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco, Thermal Coal, Gambling, Pornography, Civilian Firearms, and Military Contracting.

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

iSTOXX^® Eurozone Family Owned ESG Company - EUR (Price Return)

€112.1

-0.09

1Y Return

3.54%

1Y Volatility

0.17%

The ECPI Euro Ethical Government Bond Index selects fixed-rate, investment grade EUR denominated sovereign bonds issued by European Monetary Union countries which are Eligible investments according to ECPI Government and Supranational Rating Methodology.

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

ECPI Euro Ethical Government Bond - EUR (Gross Return)

€21408.693

-37.72

1Y Return

-0.63%

1Y Volatility

0.04%

The STOXX Benchmark ESG-X Indices are based on a selection of STOXX Benchmark Indices and apply standardized ESG exclusion screens. The screens are based on the responsible policies of leading asset owners and aim to reduce reputational and idiosyncratic risks.

STOXX excludes companies that ISS ESG considers to be non-compliant based on ISS ESG's Norms-based screening Screening assessment, that are involved in controversial weapons, are tobacco producers, or that either derive revenues from thermal coal extraction or exploration or have power generation capacity that utilizes thermal coal.

STOXX Benchmark ESG-X Indices are suitable as underlying indices for mandates, passive funds, ETFs, structured products and listed derivatives, with the ambition to increase liquidity and lower the cost of trading.

In February 2020, the STOXX^® USA 500 ESG-X Index became the underlying for the first listed derivative covering the US market which includes a screening for thermal coal mining and coal-fired power plants. The future is listed on Eurex.

STOXX And Eurex Expand ESG Footprint To Cover US Market

871 (m) Regulation

Eurex Launches Futures on STOXX USA 500 ESG-X

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^® USA 500 ESG-X - EUR (Price Return)

€644.61

+11.14

1Y Return

20.71%

1Y Volatility

0.14%

The DAX ESG Target Index provides investors with a sustainable version of the iconic DAX Index. It aims to reflect the risk and return characteristics of the original DAX Index while applying ESG screens, integrating ESG scores and reducing carbon intensity by at least 30%.

The index can help investors to navigate towards more sustainable German equity portfolios. The proprietary index optimization process maximizes the index’ ESG score and reduces carbon intensity.

The DAX ESG Target Index has an ex-ante (target) tracking error versus the DAX of < 1.5%, therefore it offers a similar risk/return profile to the flagship benchmark. It has the same number of constituents as the DAX.

The Methodology Focuses on Maximizing ESG Scores and Reducing Carbon Intensity. Index construction starts with the DAX Index and excludes companies with unfavorable ESG scores. The screening is based on Sustainalytics’ Global Standard Screening and product involvement screening for Controversial Weapons, Nuclear Power, Thermal Coal, Military Contracting, Tobacco Production, Small Arms and Oil Sands.

In the next step – the universe of the HDAX, comprised of all companies included in the DAX, MDAX and TecDAX – is taken, to replace the excluded companies to complete the number of 40 index constituents (30 up to September 20, 2021). This is achieved by ranking the screened HDAX companies in terms of free-float market capitalization and ESG score. The component weights are derived through an optimization process with the goal of maximizing the portfolio ESG Score, meeting tracking error constraints (ex-ante tracking error versus DAX < 1.5%) and carbon reduction goals. Securities are capped at 10% on a component level.

This index also commits to a minimum percentage of sustainable investment thresholds based on ISS ESG data.

The DAX ESG Target is designed to serve as an underlying for derivatives, structured products and exchange-traded funds.

For a description of the selection methodology and the review calendar, please click here.