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

SWEML

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213333607

Last Value

451.72 -2.21 (-0.49%)

As of 10:30 pm CET

Week to Week Change

-1.41%

52 Week Change

11.48%

Year to Date Change

3.51%

Daily Low

451.72

Daily High

451.72

52 Week Low

402.3399 — 21 Nov 2025

52 Week High

479.93 — 17 Aug 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

ASML HLDG	NL
ABB	CH
BCO SANTANDER	ES
SIEMENS ENERGY	DE
TOTALENERGIES	FR
IBERDROLA	ES
BCO BILBAO VIZCAYA ARGENTARIA	ES
ROCHE PS	CH
NOVARTIS	CH
SIEMENS	DE

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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 component selection process first excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 50 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.

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

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1Y Volatility

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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.

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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.

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1Y Return

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1Y Volatility

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

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1Y Volatility

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

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1Y Volatility

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iSTOXX® L&G Developed Europe ex UK Momentum

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G Developed Europe ex UK Momentum