Indices

iSTOXX^® APG World Multi-Factor -X

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

Symbol

ISWXGV

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213360881

Last Value

176.35 -0.27 (-0.15%)

As of 10:30 pm CET

Week to Week Change

-0.13%

52 Week Change

24.66%

Year to Date Change

1.18%

Daily Low

176.35

Daily High

176.35

52 Week Low

127.09 — 7 Apr 2025

52 Week High

176.62 — 15 Jan 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

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Featured indices

The DAX ESG Screened index objective is to reflect the performance of the DAX index, one of Europe's key benchmarks, while using ESG exclusion filters to remove companies that fail to meet norms-based screening, controversial weapons screening (including white phosphorus), minimum ESG ratings and a series of business activity screenings including coal, oil, gas and energy production (aligned with the EU Paris Aligned Benchmarks exclusions, as well as coal expansion). Removed companies are not replaced, therefore the DAX ESG Screened index will typically have fewer holdings than the parent DAX index.

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

DAX ESG Screened - EUR (Total Return)

€2061.47

-5.43

1Y Return

15.70%

1Y Volatility

0.18%

The ISS STOXX Emerging Markets Biodiversity Index reflects the performance of the STOXX Emerging Markets after a set of compliance, ESG involvement screens, biodiversity screens, and overall impact on biodiversity and environmental UN Sustainable Development Goals (SDGs) objectives are applied. Companies that are non-compliant based on the ISS ESG Norms Based Screening assessment or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Palm Oil, GMO Agriculture, Hazardous Pesticides, Animal Welfare, Fur Involvement, Tobacco, Thermal Coal, Unconventional Oil & Gas, Civilian Firearms, and Military Contracting. Furthermore, only companies in the top 80% rank of Potentially Disappeared Fraction of species over Enterprise Value including Cash (PDF/EVIC) scores based on ISS ESG Biodiversity Impact Assessment Tool (BIAT) as well as the top 80% rank of biodiversity related ISS ESG SDG Impact Rating aggregated score within each ICB Sector of the universe are selected. If the GHG intensity reduction is not at least 30% versus the parent index, companies will be excluded by descending order of carbon intensity until the 30% reduction is reached

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

ISS STOXX^® Emerging Markets Biodiversity - USD (Gross Return)

$182.3

+1.15

1Y Return

51.07%

1Y Volatility

0.18%

STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.

STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.

This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines.Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy.

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

STOXX^® Europe 600 ESG-X Ax Quality - EUR (Price Return)

€255.43

+1.74

1Y Return

9.44%

1Y Volatility

0.15%

The STOXX Paris-Aligned Benchmark Indices are based on liquid securities from a selection of STOXX Benchmark Indices. The indices are constructed to follow the EU Paris-aligned Benchmark (EU PAB) requirements outlined in the Commission Delegated Regulation (EU) 2020/1818 supplementing Regulation (EU) 2016/1011 of the European Parliament and of the Council as regards minimum standards for EU Paris-aligned Benchmarks.

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, as identified by ISS ESG, are also not eligible. Securities that generate revenues above a certain threshold from coal, oil and gas exploration or processing activities are excluded. Additionally, securities that derive higher than 10% of their revenues from thermal coal-based power generation, or higher than 50% from power generation with carbon intensity of lifecycle emissions higher than 100gCO2e/kWh are not considered for selection. 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.

The weighing process follows an optimization process to keep the tracking error less than on equal to 1.5% compared to the parent indes while meeting the minimum requirements detailed in the regulation. The STOXX Paris-Aligned Benchmark Indices aim to reduce their greenhouse gas intensity by at least 50% when compared to their underlying benchmarks. They are also designed to meet the year on year 7% decarbonization target.

High climate impact sector weights of the STOXX Paris-Aligned 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^® PAB - EUR (Price Return)

€149.76

-0.35

1Y Return

7.36%

1Y Volatility

0.14%

The STOXX Benchmark ESG-X Indices are based on a selection of STOXX Benchmark Indices and apply standardized ESG exclusion screens. The screens are based on the responsible policies of leading asset owners and aim to reduce reputational and idiosyncratic risks.

STOXX excludes companies that ISS ESG considers to be non-compliant with its Norms-based research, that are involved in controversial weapons or severe controversies, are tobacco producers, or that either derive revenues from thermal coal ext have power generation capacity that utilizes thermal coal.

STOXX Benchmark ESG-X Indices are suitable as underlying indices for mandates, passive funds, ETFs, structured products and listed derivatives, with the ambition to increase liquidity and lower the cost of trading.

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

STOXX^® Global 3000 ESG-X - EUR (Price Return)

€361.53

+0.18

1Y Return

6.55%

1Y Volatility

0.15%

iSTOXX® APG World Multi-Factor -X

Summary

Details

Featured indices

iSTOXX^® APG World Multi-Factor -X