Indices

iSTOXX^® L&G Global Value

Summary

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

USD (Gross Return)
EUR (Price Return)
EUR (Net Return)
EUR (Gross Return)
USD (Price Return)
GBP (Price Return)
GBP (Net Return)
GBP (Gross Return)
USD (Net Return)

Symbol

SWGVHB

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH0576209388

Last Value

947.43 -0.14 (-0.01%)

As of 10:30 pm CET

Week to Week Change

0.22%

52 Week Change

33.59%

Year to Date Change

17.15%

Daily Low

947.43

Daily High

947.43

52 Week Low

709.21 — 11 Aug 2025

52 Week High

947.57 — 7 Aug 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

META PLATFORMS CLASS A	US
Amazon.com Inc.	US
NVIDIA Corp.	US
Microsoft Corp.	US
Apple Inc.	US
JPMorgan Chase & Co.	US
ALPHABET INC. CL A	US
Bank of America Corp.	US
ALPHABET CLASS C	US
Comcast Corp. Cl A	US

Zoom

Low

High

Featured indices

The STOXX® Global ESG Select KPIs offer a broad market exposure that is tilted towards companies that score better with respect to a small set of environmental, social, and governance KPIs.

Companies are selected and weighted by the following KPIs: CDP emission/energy reduction target, percentage of women on the board, percentage of independent directors, policy against child labor, golden parachute agreement. The index includes ESG exclusion screens for Global Standards Screening, Controversial Weapons, Small Arms, Military Contracting, Unconventional Oil & Gas, Thermal Coal, Tobacco, Private Prisons and ESG Controversies. KPI standardization by industry and country capping reduce unwanted systematic active exposures.

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

STOXX^® Global ESG Select KPIs - USD (Gross Return)

$4188.64

-6.34

1Y Return

29.22%

1Y Volatility

0.12%

The ECPI Global ESG Infrastructure Index selects the 100 top capitalized companies in the Global developed market best placed to seize the long term growth trend in infrastructures such as Trasportation, Social, Water, Waste, Communication and Energy.

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

ECPI Global ESG Infrastructure - EUR (Price Return)

€

1Y Return

—

1Y Volatility

—

STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.

STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.

This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines.Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy.

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

STOXX^® Europe 600 ESG-X Ax Low Risk - EUR (Price Return)

€222.63

+0.27

1Y Return

10.04%

1Y Volatility

0.09%

STOXX ESG Target indices aim to provide a strong ESG tilt to the benchmark index while maintaining low tracking error of the benchmark index. The weight of each constituent security is determined through an optimization process that is designed to ensure diversification and uses Axioma's Risk Models and Optimizer. Companies that are non-compliant based on the ISS ESG’ Norms-based research assessment or are involved in controversial weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in tobacco production and distribution, thermal coal extraction and power generation, small arms manufacturing, military contracting, unconventional oil and gas exploration and production, high ESG risk, and ESG controversies.

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

STOXX^® Europe 600 ESG Target - EUR (Price Return)

€242.45

+0.67

1Y Return

20.04%

1Y Volatility

0.13%

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.