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
Symbol
SWGMFL
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213345064
Last Value
437.36
-1.72 (-0.39%)
As of
CETWeek to Week Change
-0.68%
52 Week Change
20.78%
Year to Date Change
19.64%
Daily Low
437.36
Daily High
437.36
52 Week Low
361.81 — 20 Dec 2023
52 Week High
441.52 — 6 Dec 2024
Top 10 Components
Microsoft Corp. | US |
Apple Inc. | US |
JPMorgan Chase & Co. | US |
NVIDIA Corp. | US |
META PLATFORMS CLASS A | US |
ALPHABET INC. CL A | US |
ALPHABET CLASS C | US |
AT&T Inc. | US |
VISA Inc. Cl A | US |
CHUBB | US |
Zoom
Low
High
Featured indices
iSTOXX® Global ESG Select 100 - USD (Gross Return)
$383.08
-5.08
1Y Return
17.46%
1Y Volatility
0.11%
STOXX® USA 900 Paris-Aligned Benchmark - EUR (Price Return)
€270.04
+1.59
1Y Return
28.14%
1Y Volatility
0.14%
STOXX® Europe Sustainability Diversification Select 30 EUR - EUR (Gross Return)
€456.4
-0.36
1Y Return
11.86%
1Y Volatility
0.09%
iSTOXX® Transatlantic ESG 100 Equal Weight - EUR (Gross Return)
€1905.7
-0.14
1Y Return
18.36%
1Y Volatility
0.10%
EURO STOXX® Reported Low Carbon - EUR (Gross Return)
€371.72
-1.49
1Y Return
11.97%
1Y Volatility
0.12%