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
ISWMVEV
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH1169655458
Bloomberg
ISWMVEV INDEX
Last Value
170.82
+0.01 (+0.01%)
As of
CETWeek to Week Change
-0.22%
52 Week Change
15.12%
Year to Date Change
10.36%
Daily Low
170.8
Daily High
171.07
52 Week Low
146.82 — 29 Nov 2023
52 Week High
175.12 — 14 Oct 2024
Top 10 Components
WALMART INC. | US |
Costco Wholesale Corp. | US |
Procter & Gamble Co. | US |
NOVO NORDISK B | DK |
Exxon Mobil Corp. | US |
Vertex Pharmaceuticals Inc. | US |
PALO ALTO NETWORKS | US |
Johnson & Johnson | US |
Progressive Corp. | US |
McKesson Corp. | US |
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Low
High
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