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
ISWMVEU
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH1169655482
Last Value
167.76
-0.33 (-0.20%)
As of CET
Week to Week Change
-1.54%
52 Week Change
19.69%
Year to Date Change
13.68%
Daily Low
167.43
Daily High
168.06
52 Week Low
140.16 — 20 Nov 2023
52 Week High
173.27 — 27 Sep 2024
Top 10 Components
| WALMART INC. | US |
| Costco Wholesale Corp. | US |
| Procter & Gamble Co. | US |
| Exxon Mobil Corp. | US |
| NOVO NORDISK B | DK |
| Vertex Pharmaceuticals Inc. | US |
| PALO ALTO NETWORKS | US |
| Johnson & Johnson | US |
| Progressive Corp. | US |
| McKesson Corp. | US |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€180.53
+1.68
1Y Return
13.28%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€253.89
+2.76
1Y Return
7.19%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€132.89
-0.04
1Y Return
5.47%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€172.57
+1.42
1Y Return
6.09%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€17.9689
-0.98
1Y Return
34.14%
1Y Volatility
0.99%