Indices

iSTOXX^® L&G North America Multi-Factor ESG

Summary

The iSTOXX L&G Multifactor ESG index is designed to provide regional exposures to Value, Momentum, Low Volatility and Quality risk-premia factors, a greater exposure to the ESG scores provided by LGIM, while achieving sustainable carbon reduction in terms of greenhouse gas emission intensities over time. 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

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

Symbol

SWAMEGR

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213346286

Last Value

930.04 +7.90 (+0.86%)

As of 10:30 pm CET

Week to Week Change

0.73%

52 Week Change

25.92%

Year to Date Change

10.78%

Daily Low

930.04

Daily High

930.04

52 Week Low

733.69 — 13 Jun 2025

52 Week High

930.04 — 4 Jun 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

Microsoft Corp.	US
NVIDIA Corp.	US
Apple Inc.	US
ALPHABET INC. CL A	US
Johnson & Johnson	US
ALPHABET CLASS C	US
META PLATFORMS CLASS A	US
JPMorgan Chase & Co.	US
Cisco Systems Inc.	US
Qualcomm Inc.	US

Zoom

Low

High

Featured indices

The iSTOXX US Family Owned ESG Company index tracks the performance of the largest US stocks that are classified as family-owned by the Centre of Family Entrepreneurship and Ownership (CeFEO). 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 Tobacco, Thermal Coal, Gambling, Pornography, Civilian Firearms, and Military Contracting. 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 Tobacco, Thermal Coal, Gambling, Pornography , Civilian Firearms, and Military Contracting.

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

iSTOXX^® US Family Owned ESG Company - USD (Price Return)

$125.08

-0.08

1Y Return

14.05%

1Y Volatility

0.17%

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

STOXX will exclude companies that ISS ESG considers to be non-compliant with the Global Compact Principles, are involved in Controversial Weapons, Nuclear Power, are Tobacco Producers, or that either derive revenues from Thermal Coal extraction or exploration, or have power generation capacity that utilizes Thermal Coal.

STOXX Benchmark ESG-X ex Nuclear Power 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.

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.

EURO STOXX^® ESG-X ex Nuclear Power - EUR (Price Return)

€248.21

-1.84

1Y Return

13.08%

1Y Volatility

0.15%

The DAX ESG Target Index provides investors with a sustainable version of the iconic DAX Index. It aims to reflect the risk and return characteristics of the original DAX Index while applying ESG screens, integrating ESG scores and reducing carbon intensity by at least 30%.

The index can help investors to navigate towards more sustainable German equity portfolios. The proprietary index optimization process maximizes the index’ ESG score and reduces carbon intensity.

The DAX ESG Target Index has an ex-ante (target) tracking error versus the DAX of < 1.5%, therefore it offers a similar risk/return profile to the flagship benchmark. It has the same number of constituents as the DAX.

The Methodology Focuses on Maximizing ESG Scores and Reducing Carbon Intensity. Index construction starts with the DAX Index and excludes companies with unfavorable ESG scores. The screening is based on Sustainalytics’ Global Standard Screening and product involvement screening for Controversial Weapons, Nuclear Power, Thermal Coal, Military Contracting, Tobacco Production, Small Arms and Oil Sands.

In the next step – the universe of the HDAX, comprised of all companies included in the DAX, MDAX and TecDAX – is taken, to replace the excluded companies to complete the number of 40 index constituents (30 up to September 20, 2021). This is achieved by ranking the screened HDAX companies in terms of free-float market capitalization and ESG score. The component weights are derived through an optimization process with the goal of maximizing the portfolio ESG Score, meeting tracking error constraints (ex-ante tracking error versus DAX < 1.5%) and carbon reduction goals. Securities are capped at 10% on a component level.

This index also commits to a minimum percentage of sustainable investment thresholds based on ISS ESG data.

The DAX ESG Target is designed to serve as an underlying for derivatives, structured products and exchange-traded funds.

For a description of the selection methodology and the review calendar, please click here.

DAX ESG Target Product Sheet

Blog: BlackRock’s Sperandeo: How We Engage with Qontigo to Help Investors Prepare their Portfolios for a Net-Zero World

Press Release: DAX ESG Target Index selected as underlying index for a new iShares ETF

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

DAX ESG Target - USD (Gross Return)

$3383.63

-53.91

1Y Return

4.52%

1Y Volatility

0.19%

The iSTOXX MUTB ex-Japan Paris Aligned Index is designed to help investors shift towards a low-carbon economy. They are based on liquid securities selection form its parent index, STOXX Global 1800 ex-Japan. Companies identified as non-compliant according to their Global Standards Screening (GSS) assessment or that are involved in Very Severe ESG Controversies or Controversial Weapons or Tobacco Production, are not eligible for selection. Securities that generate revenues above a certain threshold from coal, oil and gas exploration or processing activities, or from fossil fuel-based power generation are not considered for selection. Furthermore, companies that ISS ESG assesses to have Significant Obstruction in the UN SDGs 12,13,14 and 15 are excluded from the selection universe. The weighing process follows an optimization model that minimizes its exposure to a risk score consisting of four sustainable terms subject to constraints.

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

iSTOXX^® MUTB Global ex-Japan Paris Aligned - JPY (Gross Return)

€418.47

+0.11

1Y Return

34.67%

1Y Volatility

0.14%

The STOXX® Global ESG Select KPIs offer a broad market exposure that is tilted towards companies that score better with respect to a small set of environmental, social, and governance KPIs.

Companies are selected and weighted by the following KPIs: CDP emission/energy reduction target, percentage of women on the board, percentage of independent directors, policy against child labor, golden parachute agreement. The index includes ESG exclusion screens for Global Standards Screening, Controversial Weapons, Small Arms, Military Contracting, Unconventional Oil & Gas, Thermal Coal, Tobacco, Private Prisons and ESG Controversies. KPI standardization by industry and country capping reduce unwanted systematic active exposures.

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

STOXX^® Global ESG Select KPIs - USD (Gross Return)

$3954.95

+17.60

1Y Return

27.52%

1Y Volatility

0.11%

iSTOXX® L&G North America Multi-Factor ESG

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G North America Multi-Factor ESG