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Indices

iSTOXX® World Min Vol ESG

Summary

The iSTOXX World Min Vol ESG index (iSTOXX World MV ESG) is designed to track the performance of an optimized minimum variance portfolio that will incorporate tilts towards companies that exhibit low volatility, favorable fundamentals (specifically profitability and leverage), and superior ESG scores. The index is constructed in two steps, first by creating a minimum variance portfolio based on the STOXX World index, and second by improving the Climate and ESG profiles of this portfolio, using data from ISS ESG and LGIM, respectively. The index rules ensure tradability, diversification, positive exposure to fundamental quality (i.e., positive exposure to profitability and low leverage), and untargeted factor and industry/country/region exposures are risk managed.

Details

Symbol
ISWMVE
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH1169655441
Bloomberg
ISWMVE INDEX
Last Value
154.68 -0.65 (-0.42%)
As of 10:30 pm CET
Week to Week Change
-0.11%
52 Week Change
11.87%
Year to Date Change
10.68%
Daily Low
154.44
Daily High
156.16
52 Week Low
138.1399 — 5 Jan 2024
52 Week High
161.5 — 3 Dec 2024
Data
Factsheet

Top 10 Components

Procter & Gamble Co. US
WALMART INC. US
Costco Wholesale Corp. US
NOVO NORDISK B DK
Progressive Corp. US
Exxon Mobil Corp. US
PALO ALTO NETWORKS US
Johnson & Johnson US
McKesson Corp. US
Infosys Ltd IN
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
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  • 6M
  • YTD
  • 1Y
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Low
High

Related research

Index / ETFs
Nov 16

Qontigo licenses STOXX benchmark for ESG investing in China to PSBC

Qontigo, a global provider of indices and analytics and part of Deutsche Börse Group, has licensed the STOXX PSBC China A ESG Index to Postal Savings Bank of China (PSBC). The index serves as an underlying for an onshore wealth management vehicle launched by PSBC. The index applies an ESG score, exclusionary screens, and incorporates Qontigo’s quantitative portfolio construction tools.
Index / ETFs
Nov 03

LGIM switches to iSTOXX World Min Vol ESG index for pension fund mandate

The customized index is an optimized solution that balances multiple investment objectives and uses various inputs, including LGIM’s proprietary ESG data.

Index / ETFs
Nov 03

Qontigo licenses iSTOXX World Min Vol ESG Index to LGIM for pension fund mandate

Qontigo has licensed the newly launched iSTOXX World Min Vol ESG Index to Legal & General Investment Management (LGIM). The index will be used for a large pension fund mandate. This index is based on STOXX’s broadest equity universe, the STOXX World AC (All Countries), including both Developed and Emerging Markets and incorporates both proprietary ESG data provided by LGIM and data from ISS ESG.

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