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

187.17 -0.18 (-0.10%)

As of 10:30 pm CET

Week to Week Change

1.23%

52 Week Change

25.90%

Year to Date Change

6.84%

Daily Low

187.17

Daily High

187.17

52 Week Low

148.6699 — 12 May 2025

52 Week High

187.41 — 7 May 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
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Featured indices

The iSTOXX US ESG 100 Decrement 50 Index replicates the performance of the iSTOXX US ESG 100 Index assuming a constant dividend markdown expressed in index points. The performance deduction accrues constantly on a daily basis. Consequently, due to the performance deduction, the iSTOXX US ESG 100 Decrement 50 Index underperforms the iSTOXX US ESG 100.

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

iSTOXX^® US ESG 100 Decrement 50 - EUR (Price Return)

€1484.8

+3.02

1Y Return

13.20%

1Y Volatility

0.14%

The idDAX 50 ESG NR Decrement 4.0% Index replicates the performance of the underlying index while assuming a constant dividend markdown. Over the course of a year, a fixed percentage (4%) of the performance of the underlying index (DAX 50 ESG NR Index) is gradually subtracted according to the corresponding day-to-day year fraction.

Blog article: Germany’s LBBW licenses DAX 50 ESG decrement index for structured products

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

idDAX 50 ESG NR Decrement 4.0% - EUR (Price Return)

€1722.26

-32.25

1Y Return

-0.17%

1Y Volatility

0.16%

The EURO STOXX 50 ESG Index reflects the EURO STOXX 50 Index with standardized ESG exclusion screens applied for Norms-based research, Controversial Weapons, Small Arms, Military Contracting, Thermal Coal, Unconventional Oil; Gas, ESG Controversies, ESG Risk, and Tobacco. Furthermore, companies with the lowest ESG scores are excluded until a total of 20% (based on number of holdings) of the initial EURO STOXX 50 components are excluded. Each exclusion is replaced by a EURO STOXX company with a higher ESG score from the same ICB Supersector as the excluded company.

The index is free float market capitalization weighted with cap factors imposed on the index components such that the index achieves an overall ESG score that exceeds that of the EURO STOXX 50 Index excluding its worst 20% ESG scorers.The index is free float market capitalization weighted with cap factors imposed on the index components such that the index achieves an overall ESG score that exceeds that of the EURO STOXX 50 Index excluding its worst 20% ESG scorers.

This index applies screens in alignment with the ESMA guidelines on funds' names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coat (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines.

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

EURO STOXX 50^® ESG - EUR (Price Return)

€254.56

-4.43

1Y Return

10.50%

1Y Volatility

0.16%

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.

DAX ESG Target Product Sheet

Blog: BlackRock’s Sperandeo: How We Engage with Qontigo to Help Investors Prepare their Portfolios for a Net-Zero World

Press Release: DAX ESG Target Index selected as underlying index for a new iShares ETF

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

DAX ESG Target - USD (Net Return)

$3123.23

+8.39

1Y Return

8.41%

1Y Volatility

0.18%

The STOXX® USA ESG Select KPIs Indices offer a broad market exposure that is tilted towards companies that score better with respect to a small set of environmental, social, and governance KPIs.

Companies are selected and weighted by the following KPIs: CDP emission/energy reduction target, percentage of women on the board, percentage of independent directors, policy against child labor, golden parachute agreement. The index includes ESG exclusion screens for Global Standards Screening, Controversial Weapons, Small Arms, Military Contracting, Unconventional Oil & Gas, Thermal Coal, Tobacco, Private Prisons and ESG Controversies. KPI standardization by industry and country capping reduce unwanted systematic active exposures.

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

STOXX^® USA ESG Select KPIs - USD (Gross Return)

$4197.04

+18.57

1Y Return

23.76%

1Y Volatility

0.11%

iSTOXX® APG World Multi-Factor -A

Summary

Details

Featured indices

iSTOXX^® APG World Multi-Factor -A