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
Symbol
SWGMEGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213353860
Last Value
653.87
+3.60 (+0.55%)
As of
CETWeek to Week Change
4.42%
52 Week Change
34.58%
Year to Date Change
26.30%
Daily Low
653.87
Daily High
653.87
52 Week Low
485.86 — 9 Nov 2023
52 Week High
653.87 — 8 Nov 2024
Top 10 Components
Microsoft Corp. | US |
Apple Inc. | US |
NVIDIA Corp. | US |
JPMorgan Chase & Co. | US |
META PLATFORMS CLASS A | US |
ALPHABET INC. CL A | US |
ALPHABET CLASS C | US |
Johnson & Johnson | US |
Qualcomm Inc. | US |
VISA Inc. Cl A | US |
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Low
High
Featured indices
iSTOXX® L&G North America Multi-Factor ESG - USD (Net Return)
$855.86
+1.43
1Y Return
38.65%
1Y Volatility
0.12%
iSTOXX® Europe 600 BDFG ESG - EUR (Price Return)
€1180.33
-5.79
1Y Return
—
1Y Volatility
—
STOXX® Europe ESG Governance Leaders Diversification Select 30 EUR - EUR (Gross Return)
€444.26
+2.89
1Y Return
17.32%
1Y Volatility
0.09%
STOXX® Europe Low Carbon Diversification Select 50 - EUR (Gross Return)
€529.74
+3.11
1Y Return
19.45%
1Y Volatility
0.08%
STOXX® North America 600 ESG Broad Market - EUR (Price Return)
€519.87
+5.25
1Y Return
37.20%
1Y Volatility
0.14%