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

SWMMEGV

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213353688

Last Value

1,744.11 +12.00 (+0.69%)

As of 10:30 pm CET

Week to Week Change

4.97%

52 Week Change

66.48%

Year to Date Change

35.52%

Daily Low

1744.11

Daily High

1744.11

52 Week Low

1047.67 — 19 Jun 2025

52 Week High

1744.11 — 18 Jun 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

SK HYNIX INC	KR
Samsung Electronics Co Ltd	KR
TSMC	TW
TENCENT HOLDINGS	CN
CHINA CONSTRUCTION BANK CORP H	CN
Delta Electronics Inc	TW
ALIBABA GROUP HOLDING	CN
MediaTek Inc	TW
ICBC H	CN
Hon Hai Precision Industry Co	TW

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STOXX ESG Target TE Indices aim to provide a low tracking error to the benchmark index while ensuring an improved ESG score. The weighting of each constituent security is determined through an optimization process that is designed to ensure diversification and uses Axioma's Risk Model and Optimizer to construct the indices. 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.

EURO STOXX^® ESG Target TE - EUR (Price Return)

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1Y Return

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1Y Volatility

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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.

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€273.27

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1Y Volatility

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

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

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€615.35

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

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€196.13

+0.05

1Y Return

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1Y Volatility

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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.