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

SWEMR

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213333649

Last Value

569.38 -0.68 (-0.12%)

As of 10:30 pm CET

Week to Week Change

1.63%

52 Week Change

25.68%

Year to Date Change

1.63%

Daily Low

569.38

Daily High

569.38

52 Week Low

426.76 — 9 Apr 2025

52 Week High

570.0599 — 7 Jan 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

SIEMENS ENERGY	DE
BCO SANTANDER	ES
RHEINMETALL	DE
SAP	DE
UNICREDIT	IT
ROCHE HLDG P	CH
ALLIANZ	DE
IBERDROLA	ES
INTESA SANPAOLO	IT
SIEMENS	DE

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Featured indices

The STOXX Europe ESG Governance 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 Governance 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 Governance Leaders Diversification Select 30 EUR - EUR (Gross Return)

€566.93

+1.03

1Y Return

26.68%

1Y Volatility

0.12%

The iSTOXX Univest World Factor Index provides exposure to the Univest Value, Momentum, Quality and Low Risk risk-premia factors while closely tracking the STOXX Developed World parent index with an ex-ante tracking error of 1% and ensuring tradability and diversification.

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

iSTOXX^® Univest World Factor - EUR (Price Return)

€118.28

+0.10

1Y Return

8.30%

1Y Volatility

0.15%

STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.

STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.

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^® Europe 600 ESG-X Ax Quality - EUR (Price Return)

€246.27

-1.60

1Y Return

5.93%

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 based on ISS ESG's Norms-based screening Screening assessment, that are involved in controversial weapons, are tobacco producers, or that either derive revenues from thermal coal extraction or exploration or 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.

In February 2020, the STOXX^® USA 500 ESG-X Index became the underlying for the first listed derivative covering the US market which includes a screening for thermal coal mining and coal-fired power plants. The future is listed on Eurex.

STOXX And Eurex Expand ESG Footprint To Cover US Market

871 (m) Regulation

Eurex Launches Futures on STOXX USA 500 ESG-X

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

STOXX^® USA 500 ESG-X - EUR (Price Return)

€570.66

-0.34

1Y Return

1.48%

1Y Volatility

0.21%

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)

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

MDAX ESG+ - EUR (Net Return)

€1245.71

-2.67

1Y Return

23.00%

1Y Volatility

0.19%

iSTOXX® L&G Developed Europe ex UK Momentum

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G Developed Europe ex UK Momentum