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
ISWMVV
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH1169655516
Last Value
179.68
+0.24 (+0.13%)
As of
CETWeek to Week Change
0.86%
52 Week Change
12.08%
Year to Date Change
2.59%
Daily Low
179.42
Daily High
179.71
52 Week Low
159.31 — 13 Feb 2024
52 Week High
181.34 — 3 Dec 2024
Top 10 Components
WALMART INC. | US |
Costco Wholesale Corp. | US |
Procter & Gamble Co. | US |
Progressive Corp. | US |
NOVO NORDISK B | DK |
Vertex Pharmaceuticals Inc. | US |
Exxon Mobil Corp. | US |
Johnson & Johnson | US |
PALO ALTO NETWORKS | US |
Nintendo Co. Ltd. | JP |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€184.25
+0.29
1Y Return
12.40%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€255.83
-0.21
1Y Return
5.59%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€141.37
+0.04
1Y Return
11.71%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€176.99
+0.18
1Y Return
8.39%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€16.7009
+0.05
1Y Return
16.27%
1Y Volatility
1.06%