Indices

iSTOXX^® L&G Japan Low Volatility

Summary

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

Details

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

Symbol

SWJLVHB

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1169659286

Last Value

439.2 -1.21 (-0.27%)

As of 10:30 pm CET

Week to Week Change

-0.15%

52 Week Change

15.89%

Year to Date Change

3.64%

Daily Low

439.2

Daily High

439.2

52 Week Low

336.58 — 7 Apr 2025

52 Week High

477.36 — 27 Feb 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

Mitsubishi Corp.	JP
Toyota Motor Corp.	JP
Mitsubishi UFJ Financial Group	JP
SOFTBANK	JP
Itochu Corp.	JP
Fast Retailing Co. Ltd.	JP
Japan Tobacco Inc.	JP
Nintendo Co. Ltd.	JP
Takeda Pharmaceutical Co. Ltd.	JP
SONY GROUP CORP.	JP

Zoom

Low

High

Featured indices

The EURO STOXX Sustainability Index ex AGTAFA offers a consistent, flexible and investable representation of the largest European sustainability leaders in the Eurozone, excluding companies which generate revenues from alcohol, gambling, tobacco, armaments, firearms and adult entertainment. With a variable number of components, the EURO STOXX Sustainability Index ex AGTAFA covers stocks from 11 Eurozone countries: Austria, Belgium, Finland, France, Germany, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain.

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

EURO STOXX^® Sustainability ex Alcohol Gambling Tobacco Armaments & Firearms Adult Entertainment - EUR (Net Return)

€408.64

+13.52

1Y Return

14.67%

1Y Volatility

0.16%

The STOXX Europe ESG Leaders Select 30 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Global ESG Leaders Index.

The component selection process first excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 30 stocks with the highest 12-month historical dividend yields are selected to be included in the index. The percentage of exclusion/inclusion at each step is the same.

Those constituents are weighted according to the inverse of their volatility, with a cap at 10%. The indices are reviewed quarterly.

In October 2019, the STOXX^® Europe ESG Leaders Select 30 EUR Index became the underlying for one of Europe’s first ESG futures contracts, listed on Eurex.

Product Presentation

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

STOXX^® Europe ESG Leaders Select 30 EUR - EUR (Gross Return)

€569.76

+9.78

1Y Return

23.88%

1Y Volatility

0.13%

The STOXX Benchmark ESG-X Indices are based on a selection of STOXX Benchmark Indices and apply standardized ESG exclusion screens. The screens are based on the responsible policies of leading asset owners and aim to reduce reputational and idiosyncratic risks.

STOXX excludes companies that ISS ESG considers to be non-compliant with its Norms-based research, that are involved in controversial weapons or severe controversies, are tobacco producers, or that either derive revenues from thermal coal ext have power generation capacity that utilizes thermal coal.

STOXX Benchmark ESG-X Indices are suitable as underlying indices for mandates, passive funds, ETFs, structured products and listed derivatives, with the ambition to increase liquidity and lower the cost of trading.

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^® Emerging Markets 50 ESG-X - EUR (Price Return)

€256.03

-5.86

1Y Return

53.82%

1Y Volatility

0.26%

The iSTOXX Canada 240 BDFG ESG Index components will have the components of the parent STOXX France Total Market Indexas of the review effective date excluding the stocks in the BDF Gestion exclusion lists. These are companies that do not meet BDF Gestion’s ESG and climate criteria. The exclusion lists will be provided to STOXX on the Wednesday before the second Friday of April and October.

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

iSTOXX^® Canada 240 BDFG ESG - EUR (Price Return)

€1599.71

+53.50

1Y Return

26.76%

1Y Volatility

0.15%

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.