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

1,041 -1.25 (-0.12%)

As of 10:30 pm CET

Week to Week Change

-0.33%

52 Week Change

29.59%

Year to Date Change

12.08%

Daily Low

1041

Daily High

1041

52 Week Low

803.3099 — 23 Jun 2025

52 Week High

1045.75 — 16 Jun 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

Apple Inc.	US
Microsoft Corp.	US
ALPHABET INC. CL A	US
NVIDIA Corp.	US
Johnson & Johnson	US
SK HYNIX INC	KR
ALPHABET CLASS C	US
META PLATFORMS CLASS A	US
Samsung Electronics Co Ltd	KR
JPMorgan Chase & Co.	US

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Featured indices

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.

The Methodology Focuses on Maximizing ESG Scores and Reducing Carbon Intensity. Index construction starts with the DAX Index and excludes companies with unfavorable ESG scores. The screening is based on Sustainalytics’ Global Standard Screening and product involvement screening for Controversial Weapons, Nuclear Power, Thermal Coal, Military Contracting, Tobacco Production, Small Arms and Oil Sands.

In the next step – the universe of the HDAX, comprised of all companies included in the DAX, MDAX and TecDAX – is taken, to replace the excluded companies to complete the number of 40 index constituents (30 up to September 20, 2021). This is achieved by ranking the screened HDAX companies in terms of free-float market capitalization and ESG score. The component weights are derived through an optimization process with the goal of maximizing the portfolio ESG Score, meeting tracking error constraints (ex-ante tracking error versus DAX < 1.5%) and carbon reduction goals. Securities are capped at 10% on a component level.

This index also commits to a minimum percentage of sustainable investment thresholds based on ISS ESG data.

The DAX ESG Target is designed to serve as an underlying for derivatives, structured products and exchange-traded funds.

For a description of the selection methodology and the review calendar, please click here.

DAX ESG Target Product Sheet

Blog: BlackRock’s Sperandeo: How We Engage with Qontigo to Help Investors Prepare their Portfolios for a Net-Zero World

Press Release: DAX ESG Target Index selected as underlying index for a new iShares ETF

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

DAX ESG Target - EUR (Net Return)

€3509.46

-40.00

1Y Return

4.65%

1Y Volatility

0.16%

The ECPI Global ESG Recovery Index is an equally weighted index, of 100 components, designed to track the performance of companies, in global developed markets, that are expected to benefit the most from the 'Next Generation EU' fund.

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

ECPI Global ESG Recovery - EUR (Price Return)

€

1Y Return

—

1Y Volatility

—

The DAX® 50 ESG index employs two complementary approaches to incorporate ESG principles into the selection criteria:

The index features standardized negative screens for companies that are involved in controversial weapons, military contracting, nuclear power, thermal coal, tobacco, fossil fuels – or fail the standardized ESG screens within the Global Standard Screening.

The methodology considers environmental, social and governance (ESG) scores in the stock selection.

The methodology is designed to ensure an ESG index which serves as a benchmark for sustainable German equity portfolios.
The selection universe for the DAX® 50 ESG index is the HDAX® index, which comprises all equities that belong to either the DAX®, MDAX® or TecDAX® indices.

From this universe, the DAX® 50 ESG tracks the performance of the 50 largest, most liquid German market stocks that have passed standardized ESG screens related to Global Standards Screening, as well as the involvement in controversial weapons, tobacco production, thermal coal, nuclear power and military contracting, and feature comparably good performance based on their Environmental, Social and Governance criteria. This index applies screens in alignment with the ESMA guidelines on funds’ names and the BSW sustainable finance codex using ESG or sustainability-related terms.

Selected components are weighted by free-float market capitalization, subject to a 7% component cap.

The DAX® 50 ESG is designed to be suitable as underlying for derivatives, structured products and exchange-traded funds, and to be used as the ESG flagship benchmark for the German equity market.

For a description of the selection methodology and the review calendar, Please click here.

DAX 50 ESG - USD (Gross Return)

$3017.51

-35.93

1Y Return

5.49%

1Y Volatility

0.19%

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Quality 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.

iSTOXX^® L&G Japan Quality - USD (Net Return)

$451.25

+5.03

1Y Return

34.40%

1Y Volatility

0.21%

The iSTOXX APG Developed Real Estate -X and Responsible Indices start from a broad free float market cap weighted index (iSTOXX APG Developed Real Estate Index) and exclude companies based on various criteria such as APG Product Exclusion Flag, APG Real Estate ESG-Leader Flag, APG Real Estate Sound Governance Flag etc. Those indices incorporate these exclusions while seeking to maintain a similar profile to its parent index. The weighting of each constituent security is determined through an optimization process that is designed to minimize predicted tracking error to the parent index while controlling for subsector / country/ style factor active ex-posures, turnover, liquidity, absolute and relative issuer weights.

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

iSTOXX^® APG Developed Real Estate RI - EUR (Price Return)

€95.7

+0.08

1Y Return

8.89%

1Y Volatility

0.11%

iSTOXX® L&G Global Multi-Factor

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G Global Multi-Factor