Summary
The iSTOXX L&G Single-Factor indices are designed to provide exposure to Low Volatility risk-premia factor, where style factor scores are provided by Legal and General Investment Management (LGIM). The indices track the STOXX World regional indices, while ensuring tradability, diversification, and liquidity.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SWALVGB
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1169658916
Last Value
442.78
-1.49 (-0.34%)
As of CET
Week to Week Change
-0.18%
52 Week Change
15.17%
Year to Date Change
9.14%
Daily Low
442.78
Daily High
442.78
52 Week Low
372.51 — 27 Oct 2023
52 Week High
444.97 — 26 Jun 2024
Top 10 Components
| Microsoft Corp. | US |
| Apple Inc. | US |
| Berkshire Hathaway Inc. Cl B | US |
| Johnson & Johnson | US |
| McDonald's Corp. | US |
| ALPHABET INC. CL A | US |
| ALPHABET CLASS C | US |
| NVIDIA Corp. | US |
| Merck & Co. Inc. | US |
| BROADCOM | US |
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Low
High
Featured indices
iSTOXX® L&G Global Quality
$636.86
-2.22
1Y Return
21.54%
1Y Volatility
0.10%
STOXX® North America Industry Neutral ESG 200
$467.83
+0.20
1Y Return
34.31%
1Y Volatility
0.14%
iSTOXX® L&G UK Low Volatility
€424.83
-1.00
1Y Return
12.67%
1Y Volatility
0.09%
iSTOXX® L&G North America Momentum
$942.52
-5.15
1Y Return
33.46%
1Y Volatility
0.12%
STOXX® North America Ex Tobacco Industry Neutral ESG
$422.54
-1.20
1Y Return
21.85%
1Y Volatility
0.11%