Indices

iSTOXX^® L&G Emerging Markets Multi-Factor ESG

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

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

Symbol

SWMMEGB

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213353639

Last Value

639.5 +5.84 (+0.92%)

As of 10:30 pm CET

Week to Week Change

0.31%

52 Week Change

20.46%

Year to Date Change

20.15%

Daily Low

639.5

Daily High

639.5

52 Week Low

466.55 — 9 Apr 2025

52 Week High

664.3 — 3 Nov 2025

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

TSMC	TW
TENCENT HOLDINGS	CN
Samsung Electronics Co Ltd	KR
CHINA CONSTRUCTION BANK CORP H	CN
SK HYNIX INC	KR
ALIBABA GROUP HOLDING	CN
ICBC H	CN
BANK OF CHINA 'H'	CN
Hon Hai Precision Industry Co	TW
EMAAR PROPERTIES	AE

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Featured indices

The DAX ESG Screened index objective is to reflect the performance of the DAX index, one of Europe's key benchmarks, while using ESG exclusion filters to remove companies that fail to meet norms-based screening, controversial weapons screening (including white phosphorus), minimum ESG ratings and a series of business activity screenings including coal, oil, gas and energy production (aligned with the EU Paris Aligned Benchmarks exclusions, as well as coal expansion). Removed companies are not replaced, therefore the DAX ESG Screened index will typically have fewer holdings than the parent DAX index.

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

DAX ESG Screened - EUR (Total Return)

€1996.73

+14.68

1Y Return

14.44%

1Y Volatility

0.18%

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.

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

$403.72

+1.07

1Y Return

23.06%

1Y Volatility

0.20%

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 (Total Return)

$2865

+15.84

1Y Return

32.88%

1Y Volatility

0.20%

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)

€3312.11

+22.40

1Y Return

11.91%

1Y Volatility

0.18%

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^® Developed Markets Total Market Mid ESG-X - EUR (Price Return)

€291.33

+0.33

1Y Return

-0.65%

1Y Volatility

0.13%

iSTOXX® L&G Emerging Markets Multi-Factor ESG

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G Emerging Markets Multi-Factor ESG