Indices

iSTOXX^® L&G North America Value

Summary

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Value 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)
EUR (Price Return)
EUR (Net Return)
GBP (Gross Return)
USD (Price Return)
USD (Gross Return)
GBP (Price Return)
GBP (Net Return)
USD (Net Return)

Symbol

SWAVL

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH0377980716

Last Value

681.29 +2.45 (+0.36%)

As of 10:30 pm CET

Week to Week Change

0.60%

52 Week Change

29.28%

Year to Date Change

12.55%

Daily Low

681.29

Daily High

681.29

52 Week Low

521.3099 — 1 Aug 2025

52 Week High

686.79 — 4 Jun 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

Amazon.com Inc.	US
NVIDIA Corp.	US
Apple Inc.	US
META PLATFORMS CLASS A	US
Microsoft Corp.	US
ALPHABET INC. CL A	US
ALPHABET CLASS C	US
Bank of America Corp.	US
JPMorgan Chase & Co.	US
Qualcomm Inc.	US

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Featured indices

The EURO iSTOXX BDFG ESG Index components will have the components of the parent EURO STOXX Index as of the review effective date excluding the stocks in the BDF Gestion exclusion lists. These are companies that do not meet BDF Gestion’s ESG and climate criteria. The exclusion lists will be provided to STOXX on the Wednesday before the second Friday of April and October.

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

EURO iSTOXX^® BDFG ESG - EUR (Price Return)

€1581.36

-3.09

1Y Return

16.87%

1Y Volatility

0.16%

The MDAX® ESG+ index objective is to reflect the performance of the MDAX index while using ESG exclusion filters to remove at least 20% of the MDAX constituents. Companies that fail to meet norms-based screening, controversial weapons screening, minimum ESG ratings and a series of business activity screenings, as identified by ISS ESG, are excluded. If less than 20% of the components of the MDAX are excluded, the worst performing companies in terms of ESG Score are excluded. Removed companies are not replaced, therefore the MDAX ESG+ index will have fewer holdings than the parent MDAX index (MDAX focuses on midcap companies by tracking the performance of the 50 stocks which follow DAX® companies in terms of free-float market capitalization)

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.

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

MDAX ESG+ - EUR (Price Return)

€1061.7

+1.21

1Y Return

3.50%

1Y Volatility

0.19%

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 (Price Return)

$2276.87

-5.44

1Y Return

1.97%

1Y Volatility

0.19%

The STOXX Europe ESG Environmental Leaders Diversification Select 30 EUR Index captures the performance of European stocks with low correlation, low volatility and high dividends from the STOXX Global ESG Environmental Leaders Index.

The component selection process first excludes all stocks with the highest 12-month average correlation with all other stocks in the benchmark, then excludes stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 30 stocks with the highest 12-month historical dividend yields are selected to be included in the index. The percentage of exclusion/inclusion at each step is the same.

Those constituents are weighted according to the inverse of their volatility, with a cap at 10%. The indices are reviewed quarterly.

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

STOXX^® Europe ESG Environmental Leaders Diversification Select 30 EUR - EUR (Gross Return)

€621.36

-5.25

1Y Return

18.31%

1Y Volatility

0.10%

The ECPI World ESG Monthly Hedged Index is a monthly hedged version of the ECPI World ESG Equity Index. The ECPI Hedged indices are an innovative investment tool that measures the performance of an underlying index while at the same time eliminating foreign currency fluctuations. The indices therefore combine the performance of the underlying ECPI index with a hypothetical, rolling investment into one-month foreign exchange forward contracts. The ECPI Hedged indices are designed to serve as a benchmark for actively managed funds and to underlie exchange traded funds and structured products.

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

ECPI World ESG Monthly Hedged - EUR (Net Return)

€

1Y Return

—

1Y Volatility

—

iSTOXX® L&G North America Value

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G North America Value