Summary
The iSTOXX World Min Vol index is designed to track the performance of an optimized minimum variance portfolio that will incorporate tilts towards companies that exhibit low volatility and favorable fundamentals (specifically profitability and leverage). The index is constructed by creating a minimum variance portfolio based on the STOXX World index, using data from LGIM. 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
ISWMVGU
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH1169655557
Last Value
169.41
+0.58 (+0.34%)
As of
CETWeek to Week Change
0.37%
52 Week Change
11.83%
Year to Date Change
0.34%
Daily Low
168.63
Daily High
169.84
52 Week Low
151.49 — 5 Jan 2024
52 Week High
179.04 — 30 Aug 2024
Top 10 Components
WALMART INC. | US |
Costco Wholesale Corp. | US |
Procter & Gamble Co. | US |
Progressive Corp. | US |
NOVO NORDISK B | DK |
Exxon Mobil Corp. | US |
PALO ALTO NETWORKS | US |
Johnson & Johnson | US |
Vertex Pharmaceuticals Inc. | US |
Nintendo Co. Ltd. | JP |
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Low
High
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