Indices

iSTOXX^® APG World Multi-Factor Responsible Low-Carbon SDI

Summary

The iSTOXX APG World Multi-Factor Index Family are constructed by maximizing the index exposure to a multi-factor alpha signal while satisfying a set of constraints while improving the ESG, Carbon and SDI exposures on a developed market universe.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

Details

USD (Gross Return)
USD (Price Return)
USD (Net Return)
EUR (Net Return)
EUR (Gross Return)
EUR (Price Return)

Symbol

ISWRLCGR

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213361095

Last Value

168.53 -1.19 (-0.70%)

As of 10:30 pm CET

Week to Week Change

-2.05%

52 Week Change

6.93%

Year to Date Change

5.23%

Daily Low

168.53

Daily High

168.53

52 Week Low

140.07 — 7 Apr 2025

52 Week High

173.24 — 12 Nov 2025

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

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Index Guides, Benchmark statement, and other reports are available under the Data tab.

ISS STOXX^® Asia/Pacific AC Biodiversity - USD (Gross Return)

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1Y Volatility

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Index Guides, Benchmark statement, and other reports are available under the Data tab.

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1Y Volatility

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Companies identified as non-compliant based on norms-based Screening assessment, or are involved in Controversial Weapons, as identified by ISS ESG are not eligible for selection. Tobacco Producers are also excluded. Furthermore, STOXX will exclude companies that ISS ESG assesses to have significant obstruction in the following UN SDGs: SDG 12 Responsible Consumption and Production, SDG 13 Climate Action, SDG 14 Life Below Water and SDG 15 Life On Land.

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High climate impact sector weights of the STOXX Climate Transition Benchmark Indices are not underweighted relative to the underlying benchmark. The indices also overweigh securities with Science Based Targets, as verified by the Science Based Target initiative (SBTi).

Index Guides, Benchmark statement, and other reports are available under the Data tab.

EURO STOXX^® CTB - EUR (Price Return)

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Index Guides, Benchmark statement, and other reports are available under the Data tab.

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€113.02

-0.25

1Y Return

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1Y Volatility

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The index can help investors to navigate towards more sustainable German equity portfolios. The proprietary index optimization process maximizes the index’ ESG score and reduces carbon intensity.

The DAX ESG Target Index has an ex-ante (target) tracking error versus the DAX of < 1.5%, therefore it offers a similar risk/return profile to the flagship benchmark. It has the same number of constituents as the DAX.

The Methodology Focuses on Maximizing ESG Scores and Reducing Carbon Intensity. Index construction starts with the DAX Index and excludes companies with unfavorable ESG scores. The screening is based on Sustainalytics’ Global Standard Screening and product involvement screening for Controversial Weapons, Nuclear Power, Thermal Coal, Military Contracting, Tobacco Production, Small Arms and Oil Sands.

In the next step – the universe of the HDAX, comprised of all companies included in the DAX, MDAX and TecDAX – is taken, to replace the excluded companies to complete the number of 40 index constituents (30 up to September 20, 2021). This is achieved by ranking the screened HDAX companies in terms of free-float market capitalization and ESG score. The component weights are derived through an optimization process with the goal of maximizing the portfolio ESG Score, meeting tracking error constraints (ex-ante tracking error versus DAX < 1.5%) and carbon reduction goals. Securities are capped at 10% on a component level.

This index also commits to a minimum percentage of sustainable investment thresholds based on ISS ESG data.

The DAX ESG Target is designed to serve as an underlying for derivatives, structured products and exchange-traded funds.

For a description of the selection methodology and the review calendar, please click here.