Indices

iSTOXX^® L&G Developed Europe ex UK Momentum

Summary

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Momentum risk-premia factor, 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 (Net Return)
USD (Gross Return)
EUR (Price Return)
GBP (Net Return)
GBP (Gross Return)
USD (Price Return)
GBP (Price Return)
EUR (Net Return)

Symbol

SWEMHB

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213333581

Last Value

850.93 -4.72 (-0.55%)

As of 10:30 pm CET

Week to Week Change

-2.54%

52 Week Change

20.05%

Year to Date Change

7.94%

Daily Low

850.93

Daily High

850.93

52 Week Low

702.38 — 16 Jul 2025

52 Week High

877.17 — 3 Jul 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

ASML HLDG	NL
BCO SANTANDER	ES
SIEMENS ENERGY	DE
IBERDROLA	ES
NOVARTIS	CH
UNICREDIT	IT
BCO BILBAO VIZCAYA ARGENTARIA	ES
ROCHE PS	CH
SAFRAN	FR
ENGIE	FR

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

ECPI Global ESG Cybersecurity 3.5% Decrement - EUR (Net Return)

€

1Y Return

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1Y Volatility

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The ISS STOXX Developed World ESG Climbers Index selects securities from the STOXX Developed World universe that consistently improve their ESG performance, with standardized ESG exclusion screens applied for ISS ESG Norms Based Screening assessment, a set of definitions for Controversial Weapons, Tobacco, Thermal Coal, Unconventional Oil & Gas, Civilian Firearms and Military Equipment. The objective is to select such companies that are on trajectory to become ESG leaders in the future, based on whether their ISS ESG Corporate Ratings Overall Numeric Scores have improved at least 5 times over the past 5 years in case of new constituents and 3 times in case of existing constituents. The methodology also removes securities whose issuers are poor ESG performers, where their ISS ESG Corporate Ratings Overall Numeric Score is lower than 1.75. Securities whose issuers do not receive ESG Rating as of the effective review are also excluded.

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

ISS STOXX^® Developed World ESG Climbers - USD (Gross Return)

$1924.71

-3.00

1Y Return

31.07%

1Y Volatility

0.13%

The STOXX Global ESG Leaders Select 50 Risk Control 10% Index aims to create a portfolio consisting of a mix of the underlying index – the STOXX^® Global ESG Leaders Select 50 EUR Index – and a risk-free money market investment (EONIA), whose risk fluctuates around a predefined level. The allocation between the two components is determined by the volatility of the underlying index as compared to the risk level targeted by the Risk Control index: the more the underlying index's volatility exceeds the threshold, the higher the allocation to the cash component.

The underlying index, the STOXX Global ESG Leaders Select 50 EUR Index, captures the performance of stocks with low volatility and high dividends from the STOXX^® Global ESG Leaders Index.

The STOXX Global ESG Leaders Select 50 Risk Control 10% Index utilizes a measure of volatility in realized terms. The allocation to the underlying index, which may be adjusted on a daily basis, is capped to 150%.

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

STOXX^® Global ESG Leaders Select 50 Risk Control 10% - EUR (Total Return)

€2216.51

+6.70

1Y Return

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1Y Volatility

0.09%

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

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

DAX ESG Target - EUR (Price Return)

€2563.67

-1.31

1Y Return

4.98%

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.

STOXX^® Asia/Pacific 600 ESG Broad Market - EUR (Price Return)

€241.77

+2.10

1Y Return

26.14%

1Y Volatility

0.16%

iSTOXX® L&G Developed Europe ex UK Momentum

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G Developed Europe ex UK Momentum