Indices

iSTOXX^® L&G North America Multi-Factor

Summary

The iSTOXX L&G Multifactor index is designed to provide exposure to regional Value, Momentum, Low Volatility and Quality risk-premia factors, 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

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

Symbol

SWAMFP

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213339240

Last Value

518.47 +2.05 (+0.40%)

As of 10:30 pm CET

Week to Week Change

0.71%

52 Week Change

4.11%

Year to Date Change

4.41%

Daily Low

518.47

Daily High

518.47

52 Week Low

402.01 — 21 Apr 2025

52 Week High

519.32 — 28 Nov 2025

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

Microsoft Corp.	US
ALPHABET INC. CL A	US
NVIDIA Corp.	US
ALPHABET CLASS C	US
META PLATFORMS CLASS A	US
Apple Inc.	US
JPMorgan Chase & Co.	US
Netflix Inc.	US
MasterCard Inc. Cl A	US
VISA Inc. Cl A	US

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Featured indices

With the Dividend Points (DVP), STOXX Ltd. provides additional data linked to STOXX indices as an underlying for derivative products. It provides pure dividend data of the respective indices and increases the investors ability to focus on the fundamentals that determine equity values. The indices track gross cumulative cash dividends (i.e. the sum of the individual cash dividends) that are announced and paid by the constituents of the respective indices during the annual period. The STOXX Dividend Points (DVP) enables investors to hedge short selling and the possible resulting dividend impact.

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

EURO STOXX 50^® ESG DVP - EUR (Price Return)

€7.35

+0.14

1Y Return

-0.94%

1Y Volatility

1.76%

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 - EUR (Price Return)

€2452.6

-16.72

1Y Return

10.24%

1Y Volatility

0.18%

The iSTOXX APG World Multi-Factor Index Family are constructed by maximizing the index exposure to a multi-factor alpha signal while satisfying a set of constraints while improving the ESG, Carbon and SDI exposures on a developed market universe.

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

iSTOXX^® APG World Multi-Factor -A - EUR (Price Return)

€157.77

+1.11

1Y Return

9.18%

1Y Volatility

0.14%

The STOXX Global ESG Governance Leaders index offers a representation of the global leading companies in terms of governance criteria, based on ESG indicators provided by Sustainalytics. Together with the STOXX Global ESG Environmental Leaders and the STOXX Global ESG Social Leaders indices, the index forms the STOXX Global ESG Leaders index.

Companies that are non-compliant based on the Sustainalytics’ Global Standards Screening assessment or are involved in controversial weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in tobacco production and distribution, thermal coal extraction and power generation, small arms manufacturing, military contracting, unconventional oil and gas exploration and production, and ESG Controversies.

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

STOXX^® Global ESG Governance Leaders - USD (Gross Return)

$318.51

-0.41

1Y Return

36.61%

1Y Volatility

0.15%

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

STOXX excludes companies that ISS ESG considers to be non-compliant with its Norms-based research, that are involved in controversial weapons or severe controversies, are tobacco producers, or that either derive revenues from thermal coal ext have power generation capacity that utilizes thermal coal.

STOXX Benchmark ESG-X 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.

STOXX^® Singapore 75 ESG-X - EUR (Price Return)

€165.79

-0.20

1Y Return

9.96%

1Y Volatility

0.14%

iSTOXX® L&G North America Multi-Factor

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G North America Multi-Factor