Indices

iSTOXX^® L&G Global Multi-Factor

Summary

The iSTOXX L&G Multifactor index is designed to provide exposure to regional Value, Momentum, Low Volatility and Quality risk-premia factors, 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 (Net Return)
EUR (Gross Return)
USD (Price Return)
USD (Gross Return)
EUR (Price Return)
GBP (Price Return)
GBP (Net Return)
GBP (Gross Return)
USD (Net Return)

Symbol

SWGMFGV

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213345569

Last Value

919.72 -3.97 (-0.43%)

As of 10:30 pm CET

Week to Week Change

0.09%

52 Week Change

19.45%

Year to Date Change

23.22%

Daily Low

919.72

Daily High

919.72

52 Week Low

677.52 — 8 Apr 2025

52 Week High

923.69 — 11 Dec 2025

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

Microsoft Corp.	US
ALPHABET INC. CL A	US
NVIDIA Corp.	US
ALPHABET CLASS C	US
META PLATFORMS CLASS A	US
Apple Inc.	US
JPMorgan Chase & Co.	US
Netflix Inc.	US
MasterCard Inc. Cl A	US
VISA Inc. Cl A	US

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The DAX ESG Target Index provides investors with a sustainable version of the iconic DAX Index. It aims to reflect the risk and return characteristics of the original DAX Index while applying ESG screens, integrating ESG scores and reducing carbon intensity by at least 30%.

The index can help investors to navigate towards more sustainable German equity portfolios. The proprietary index optimization process maximizes the index’ ESG score and reduces carbon intensity.

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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DAX ESG Target Product Sheet

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

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The STOXX Climate Awareness Ex UN Global Compact Principles and Controversial Weapons indices will include companies with a CDP Performance Band A to C- (pre-2016 Performance Band A to C). Band A and A- includes companies that are seen as leading companies in terms of climate change: these companies are disclosing particular “actions” which mark them as leaders, as well as high scores across all other levels of the CDP Scoring matrix. Scoring requires detailed company-specific explanations. Band B & B- includes companies that “manage” climate change: companies seek evidence of climate actions implemented and requires company-specific understanding of cli-mate change related issues. Band C and C- identifies companies who have looked at implications of climate change for, and on, their business and recognizes a high level, contextual knowledge of environmental issues. The index also exlcudes companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

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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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.

iSTOXX^® APG World Multi-Factor -A - EUR (Price Return)

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1Y Return

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1Y Volatility

0.14%

iSTOXX® L&G Global Multi-Factor

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G Global Multi-Factor