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
ISWMVEP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH1169655474
Last Value
138.64
+0.70 (+0.51%)
As of CET
Week to Week Change
-7.18%
52 Week Change
-0.17%
Year to Date Change
-4.90%
Daily Low
137.83
Daily High
141.56
52 Week Low
134.8899 — 19 Apr 2024
52 Week High
154.51 — 30 Aug 2024
Top 10 Components
| Costco Wholesale Corp. | US |
| WALMART INC. | US |
| Procter & Gamble Co. | US |
| Progressive Corp. | US |
| Exxon Mobil Corp. | US |
| NOVO NORDISK B | DK |
| Johnson & Johnson | US |
| McKesson Corp. | US |
| Nintendo Co. Ltd. | JP |
| PALO ALTO NETWORKS | US |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€185.75
-0.15
1Y Return
11.27%
1Y Volatility
0.10%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€256.18
-0.14
1Y Return
6.06%
1Y Volatility
0.09%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€151.36
+1.26
1Y Return
11.46%
1Y Volatility
0.13%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€188.44
-0.43
1Y Return
11.67%
1Y Volatility
0.12%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€21.9681
-1.41
1Y Return
45.41%
1Y Volatility
1.29%