Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

ISTOXX INDICES

iSTOXX L&G Developed World Quality-Enhanced Multifactor ESG

Export PDF

Index Description

The iSTOXX L&G Developed World Quality-Enhanced Multifactor ESG index primarily provides exposure to Quality, above-average exposure to Value and Momentum, and a 10% improvement in ESG scores from L&G. The index tracks the STOXX Developed World Universal parent, while ensuring tradability, diversification, and liquidity.

Key facts

  • Multi factor exposure primarily to Quality and above-average exposure to Value and Momentum.
  • The portfolio construction is performed using L&G’s Style factor scores and Axioma’s portfolio optimization software and risk models.
  • The index is designed to target a 10% improvement in the ESG exposure versus the parent index, measured by the rules-based L&G ESG scores.
  • The indices track the STOXX Developed World Universal indices, while ensuring tradability, diversification, and liquidity.

Descriptive Statistics

Index Market Cap (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX L&G Developed World Quality-Enhanced Multifactor ESG N/A 118.4 0.9 0.7 4.9 0.0 4.2 0.0 30.5
STOXX Developed World Universal 102,839.5 95,303.2 62.7 18.7 5,347.4 0.1 5.6 0.0 3.4

Supersector weighting (top 10)

Country weighting

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
iSTOXX L&G Developed World Quality-Enhanced Multifactor ESG 3.3 14.7 19.4 74.4 60.4 N/A N/A 19.4 20.4 9.9
STOXX Developed World Universal 2.7 13.1 20.3 73.4 68.5 N/A N/A 20.3 20.2 11.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX L&G Developed World Quality-Enhanced Multifactor ESG N/A N/A 12.8 12.9 14.9 N/A N/A 1.2 1.2 0.5
STOXX Developed World Universal N/A N/A 11.5 12.6 14.5 N/A N/A 1.4 1.3 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX L&G Developed World Quality-Enhanced Multifactor ESG 0.9 0.9 0.9 0.9 1.0 4.3 5.0 4.7 4.1 4.0
Index to benchmark Beta Annualized information ratio
iSTOXX L&G Developed World Quality-Enhanced Multifactor ESG 0.9 1.1 1.0 1.0 1.0 1.7 0.4 -0.1 0.0 -0.3

1For information on data calculation, please refer to STOXX calculation reference guide

2Based on EURIBOR1M

(USD, Net Return), all data as of August 31, 2026

ISTOXX INDICES

iSTOXX L&G Developed World Quality-Enhanced Multifactor ESG

Fundamentals

Index Price/earnings incl. negative Price/earnings excl. negative Price/book Dividend yield (%)3 Price/sales Price/cash flow
Trailing Projected Trailing Projected Trailing Trailing Trailing
iSTOXX L&G Developed World Quality-Enhanced Multifactor ESG 18.2 16.7 18.1 16.7 3.5 1.7 N/A 20.1
STOXX Developed World Universal 24.1 19.8 22.7 19.5 4.1 1.5 N/A 24.4

Performance and annual returns

Methodology

The iSTOXX L&G Developed World Quality-Enhanced Multifactor ESG index primarily provides exposure to Quality, above-average exposure to Value and Momentum, and a 10% improvement in ESG scores from L&G. The index tracks the STOXX Developed World Universal parent, while ensuring tradability, diversification, and liquidity.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1487685468 ISWDFENE ISWDFENE INDEX .ISWDFENE
Gross Return EUR CH1487685476 ISWDFEGE ISWDFEGE INDEX .ISWDFEGE
Price EUR CH1487685450 ISWDFEPE ISWDFEPE INDEX .ISWDFEPE
Price GBP CH1487685484 ISWDFEP ISWDFEP INDEX .ISWDFEP
Net Return GBP CH1487685492 ISWDFEN ISWDFEN INDEX .ISWDFEN
Gross Return GBP CH1487685500 ISWDFEG ISWDFEG INDEX .ISWDFEG
Price USD CH1487685518 ISWDFEPU ISWDFEPU INDEX .ISWDFEPU
Gross Return USD CH1487685534 ISWDFEGU ISWDFEGU INDEX .ISWDFEGU
Net Return USD CH1487685526 ISWDFENU ISWDFENU INDEX .ISWDFENU

Quick Facts

Weighting optimisation
Cap Factor 0.04
No. of components Variable
Review frequency Quarterly in April, July, October, and January
Calculation/distribution Realtime 15 sec
Calculation hours 00:00 - 22:30 CET Global
Base value/base date 100 as of March. 18, 2003
History Available from March. 18, 2003
Inception date 7th April,2026
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
NVIDIA Corp. Technology USA 4.166%
Lam Research Corp. Technology USA 3.486%
Qualcomm Inc. Technology USA 3.391%
ARISTA NETWORKS Telecommunications USA 3.063%
Altria Group Inc. Food, Beverage and Tobacco USA 2.380%
Johnson & Johnson Healthcare USA 1.887%
ALPHABET CLASS C Technology USA 1.792%
Applied Materials Inc. Technology USA 1.766%
Accenture PLC Cl A Industrial Goods and Services USA 1.679%
Western Digital Corp. Technology USA 1.625%

3Net dividend yield is calculated as net return index return minus price index return

4Based on the composition as of August 31, 2026

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.