Summary
The iSTOXX L&G Multifactor ESG index is designed to provide regional exposures to Value, Momentum, Low Volatility and Quality risk-premia factors, a greater exposure to the ESG scores provided by LGIM, while achieving sustainable carbon reduction in terms of greenhouse gas emission intensities over time. 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
SWJMEHB
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213347847
Last Value
364.56
-3.41 (-0.93%)
As of
CETWeek to Week Change
-0.84%
52 Week Change
9.92%
Year to Date Change
8.89%
Daily Low
364.56
Daily High
364.56
52 Week Low
312.33 — 31 Oct 2023
52 Week High
385.6 — 22 Mar 2024
Top 10 Components
Hitachi Ltd. | JP |
Toyota Motor Corp. | JP |
Japan Tobacco Inc. | JP |
Honda Motor Co. Ltd. | JP |
Sumitomo Mitsui Financial Grou | JP |
Nintendo Co. Ltd. | JP |
Mizuho Financial Group Inc. | JP |
SONY GROUP CORP. | JP |
Mitsubishi UFJ Financial Group | JP |
Tokio Marine Holdings Inc. | JP |
Zoom
Low
High
Featured indices
EURO STOXX® Mid ESG-X - EUR (Price Return)
€200.2
-2.45
1Y Return
9.10%
1Y Volatility
0.12%
iSTOXX® L&G North America Value - USD (Net Return)
$679.32
+1.79
1Y Return
26.33%
1Y Volatility
0.12%
iSTOXX® Transatlantic ESG 100 - EUR (Price Return)
€4054.51
-40.24
1Y Return
25.53%
1Y Volatility
0.13%
EURO iSTOXX® 50 ESG NR Decrement 4% - EUR (Price Return)
€177.09
-0.75
1Y Return
—
1Y Volatility
0.13%
EURO STOXX® ESG-X & Ex Nuclear Power Value - EUR (Gross Return)
€332.25
+1.88
1Y Return
17.66%
1Y Volatility
0.11%