Summary
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 single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA5USZGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0539523875
Bloomberg
SA5USZGV INDEX
Last Value
623.69
-2.47 (-0.39%)
As of CET
Week to Week Change
-2.41%
52 Week Change
30.12%
Year to Date Change
21.87%
Daily Low
623.69
Daily High
623.69
52 Week Low
477.47 — 20 Nov 2025
52 Week High
642.07 — 14 Aug 2026
Top 10 Components
| NVIDIA Corp. | US |
| Marriott International Inc. Cl | US |
| Apple Inc. | US |
| Bank of New York Mellon Corp. | US |
| Waste Management Inc. | US |
| HOWMET AEROSPACE | US |
| Welltower Inc. | US |
| MONOLITHIC PWR.SYS. | US |
| FORTINET | US |
| Moody's Corp. | US |
Zoom
Low
High
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1Y Return
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1Y Volatility
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STOXX® U.S. Equity Factor - EUR (Price Return)
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STOXX® Global 1800 Ax Momentum - USD (Price Return)
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STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
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STOXX® Europe 600 Ax Size - EUR (Price Return)
€261.34
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1Y Return
16.78%
1Y Volatility
0.12%