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
SAW1LRGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0512260776
Bloomberg
SAW1LRGV INDEX
Last Value
476.52
+0.61 (+0.13%)
As of CET
Week to Week Change
0.94%
52 Week Change
15.51%
Year to Date Change
14.39%
Daily Low
476.52
Daily High
476.52
52 Week Low
404.5299 — 20 Nov 2025
52 Week High
476.52 — 22 Oct 2026
Top 10 Components
| Apple Inc. | US |
| Berkshire Hathaway Inc. Cl B | US |
| NVIDIA Corp. | US |
| Microsoft Corp. | US |
| VISA Inc. Cl A | US |
| LINDE | US |
| Johnson & Johnson | US |
| AIR LIQUIDE | FR |
| DBS Group Holdings Ltd. | SG |
| Toronto-Dominion Bank | CA |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€210.66
+0.57
1Y Return
6.56%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€291.52
-0.19
1Y Return
6.57%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€181.54
-1.21
1Y Return
11.84%
1Y Volatility
0.10%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€220.46
+0.26
1Y Return
10.04%
1Y Volatility
0.10%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€21.8906
+1.48
1Y Return
32.81%
1Y Volatility
1.10%