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
SWGMEP
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213353845
Last Value
377.57
+3.09 (+0.83%)
As of CET
Week to Week Change
4.36%
52 Week Change
31.68%
Year to Date Change
25.03%
Daily Low
377.57
Daily High
377.57
52 Week Low
286.73 — 13 Nov 2023
52 Week High
377.57 — 11 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 |
Zoom
Low
High
Featured indices
STOXX® North America Ex Tobacco Industry Neutral ESG 200 - USD (Gross Return)
$521.79
-1.12
1Y Return
53.01%
1Y Volatility
0.17%
STOXX® US Equity Factor Screened - EUR (Price Return)
€560.76
+6.24
1Y Return
38.77%
1Y Volatility
0.14%
STOXX® Europe Ex Tobacco Industry Neutral ESG 200 - EUR (Gross Return)
€284.43
+2.85
1Y Return
19.31%
1Y Volatility
0.10%
iSTOXX® L&G North America Momentum - USD (Net Return)
$1037
-0.81
1Y Return
45.20%
1Y Volatility
0.14%
EURO STOXX® ESG-X & Ex Nuclear Power Value - EUR (Gross Return)
€316.61
-5.48
1Y Return
11.77%
1Y Volatility
0.11%