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
Symbol
SWAMEL
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213345817
Last Value
608.92
+0.95 (+0.16%)
As of
CETWeek to Week Change
4.36%
52 Week Change
38.97%
Year to Date Change
27.73%
Daily Low
608.92
Daily High
608.92
52 Week Low
438.16 — 9 Nov 2023
52 Week High
608.92 — 8 Nov 2024
Top 10 Components
Microsoft Corp. | US |
Apple Inc. | US |
NVIDIA Corp. | US |
JPMorgan Chase & Co. | US |
META PLATFORMS CLASS A | US |
ALPHABET INC. CL A | US |
ALPHABET CLASS C | US |
Johnson & Johnson | US |
Qualcomm Inc. | US |
VISA Inc. Cl A | US |
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Low
High
Featured indices
EURO iSTOXX® Ocean Care 40 Decrement 5% - EUR (Price Return)
€1649.37
-15.16
1Y Return
13.04%
1Y Volatility
0.12%
iSTOXX® L&G Japan Value - USD (Net Return)
$317.03
-0.33
1Y Return
17.42%
1Y Volatility
0.23%
STOXX® Europe Low Carbon 100 - EUR (Gross Return)
€326.86
-0.99
1Y Return
15.54%
1Y Volatility
0.11%
STOXX® USA 500 ESG Broad Market - EUR (Price Return)
€550.79
+7.17
1Y Return
38.37%
1Y Volatility
0.15%
iSTOXX® L&G Japan Quality - USD (Net Return)
$316.35
+2.54
1Y Return
15.42%
1Y Volatility
0.23%