Indices

iSTOXX^® L&G Developed Europe ex UK 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

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

Symbol

SWEMEGR

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213346625

Last Value

763.01 -1.82 (-0.24%)

As of 10:30 pm CET

Week to Week Change

2.57%

52 Week Change

21.06%

Year to Date Change

1.75%

Daily Low

763.01

Daily High

763.01

52 Week Low

630.29 — 14 Apr 2025

52 Week High

793.39 — 27 Feb 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

NOVARTIS	CH
ROCHE PS	CH
SAP	DE
DEUTSCHE TELEKOM	DE
BCO SANTANDER	ES
ALLIANZ	DE
ASML HLDG	NL
SCHNEIDER ELECTRIC	FR
BCO BILBAO VIZCAYA ARGENTARIA	ES
IBERDROLA	ES

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Featured indices

The iSTOXX Global Family Owned ESG Company index tracks the performance of the largest Global 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.

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

iSTOXX^® Global Family Owned ESG Company - EUR (Price Return)

€117.42

-1.34

1Y Return

3.98%

1Y Volatility

0.12%

The objective of the STOXX Willis Tower Watson World Climate Transition Index is to align a broad based equity index, from a valuation and financial perspective, with a global economic transition that would limit greenhouse gas concentrations to levels consistent with United Nations objectives for global temperature rises. The index relies on Climate Transition Value at Risk (CTVaR) metrics from Willis Towers Watson, and incorporates screens for Global Standards Screening, Controversial Weapons, Thermal Coal and Oil Sands.

Innovative index series incorporates the quantifiable climate transition risk of companies as the economy as a whole moves to net-zero

Brochure: Quantifying the Financial impact of the net zero transition

Blog: STOXX Willis Towers Watson Climate Transition Indices: A Comprehensive Solution to Manage Companies’ Risk in the Economy’s Journey to Net Zero

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

STOXX^® Willis Towers Watson World Climate Transition - EUR (Price Return)

€157.23

+0.93

1Y Return

24.46%

1Y Volatility

0.12%

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^® Developed Markets Total Market ESG-X - EUR (Price Return)

€382.35

+2.12

1Y Return

22.25%

1Y Volatility

0.12%

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)

€2490.72

+3.31

1Y Return

3.96%

1Y Volatility

0.16%

The STOXX ESG Broad Market Indices track the performance of a selection of STOXX indices after a set of compliance, involvement and ESG performance screens are applied.

Companies that are non-compliant based on the ISS ESG's Norms-based screening or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco Production, Small Arms, Military Contracting, ESG Controversies, coal, oil, gas and energy production, aligned with the EU Paris Aligned Benchmarks (PAB) exclusions. The remaining securities are ranked in descending order of their ISS ESG scores within each of the 11 ICB Industry groups. The STOXX ESG Broad Market Indices select the top-ranking securities in each of the ICB Industries until the number of selected securities reaches 80% of the number of securities in the underlying index.

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

EURO STOXX^® ESG Broad Market - EUR (Price Return)

€243.94

-1.08

1Y Return

20.14%

1Y Volatility

0.15%

iSTOXX® L&G Developed Europe ex UK Multi-Factor ESG

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G Developed Europe ex UK Multi-Factor ESG