Summary
The EURO iSTOXX ESG-X & Ex Nuclear Power Multi Factor Index is constructed on the EURO STOXX® Index with standardized ESG exclusion screens applied for Global Compact Principles, Controversial Weapons, Thermal Coal, Nuclear Power and Tobacco Producers. The objective is to diversify across the factors of Profitability, Earnings Yield, Leverage, Value and Low Volatility (accomplished through the minimum variance objective), with the weighting determined by a multi-factor optimization process.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
IXEXMFUN
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0459297872
Last Value
242.72
-0.62 (-0.25%)
As of
CETWeek to Week Change
-0.37%
52 Week Change
3.87%
Year to Date Change
3.10%
Daily Low
242.72
Daily High
242.72
52 Week Low
229.33 — 17 Jan 2024
52 Week High
263.08 — 27 Sep 2024
Top 10 Components
SAP | DE |
L'OREAL | FR |
SANOFI | FR |
KONE B | FI |
AHOLD DELHAIZE | NL |
HERMES INTERNATIONAL | FR |
ORANGE | FR |
GRP SOCIETE GENERALE | FR |
UNIPOL GRUPPO | IT |
IBERDROLA | ES |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse - USD (Price Return)
$394.31
+5.52
1Y Return
28.11%
1Y Volatility
0.22%
iSTOXX® Global Climate Change ESG NR Decrement 4.5% - EUR (Price Return)
€1783.47
-6.42
1Y Return
16.10%
1Y Volatility
0.11%
EURO iSTOXX® Ocean Care 40 - EUR (Price Return)
€231.56
-1.10
1Y Return
9.53%
1Y Volatility
0.12%
EURO STOXX 50® Volatility-Balanced - EUR (Excess Return)
€439.49622
-1.32
1Y Return
-4.35%
1Y Volatility
0.17%
STOXX® Global Low Risk Weighted Diversified 200 - USD (Net Return)
$638.48
+0.55
1Y Return
11.42%
1Y Volatility
0.08%