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
SWGMEHB
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213353738
Last Value
813.7
+8.47 (+1.05%)
As of
CETWeek to Week Change
1.61%
52 Week Change
28.33%
Year to Date Change
23.06%
Daily Low
813.7
Daily High
813.7
52 Week Low
628.39 — 29 Nov 2023
52 Week High
813.7 — 22 Nov 2024
Top 10 Components
Apple Inc. | US |
Microsoft Corp. | 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 |
VISA Inc. Cl A | US |
AT&T Inc. | US |
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Low
High
Featured indices
EURO iSTOXX® ESG Weighted 50 NR Decrement 5% - EUR (Price Return)
€1753.73
+15.77
1Y Return
8.40%
1Y Volatility
0.11%
iSTOXX® Global ESG Select 100 - USD (Gross Return)
$383.87
-0.55
1Y Return
20.67%
1Y Volatility
0.10%
iSTOXX® L&G Developed Europe ex UK Value - EUR (Net Return)
€338.66
-2.64
1Y Return
10.36%
1Y Volatility
0.11%
iSTOXX® L&G UK Multi-Factor - GBP (Net Return)
€453.39
+4.19
1Y Return
15.88%
1Y Volatility
0.09%
EURO STOXX® Total Market Paris-Aligned Benchmark - EUR (Price Return)
€132.23
+1.55
1Y Return
7.20%
1Y Volatility
0.12%