Indices

iSTOXX^® L&G Emerging Markets Multi-Factor

Summary

The iSTOXX L&G Multifactor index is designed to provide exposure to regional Value, Momentum, Low Volatility and Quality risk-premia factors, 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 (Price Return)
EUR (Net Return)
EUR (Gross Return)
GBP (Gross Return)
USD (Price Return)
USD (Gross Return)
GBP (Price Return)
GBP (Net Return)
USD (Net Return)

Symbol

SWMMFGB

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213342285

Last Value

676.95 -3.15 (-0.46%)

As of 10:30 pm CET

Week to Week Change

2.59%

52 Week Change

41.35%

Year to Date Change

15.13%

Daily Low

676.95

Daily High

676.95

52 Week Low

433.12 — 9 Apr 2025

52 Week High

680.1 — 26 Feb 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

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

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Featured indices

Companies that measure their environmental risk are better equipped to mitigate those risks. Those that are transparent about it and disclose this information provide critical insights to change market behavior. The STOXX Reported Low Carbon Indices cover only stocks with available reported carbon intensity data from companies, which are publicly committed to disclose their carbon emissions. These indices cover the regions Global, Europe, Eurozone and the USA. The indices have a variable number of components, and are price weighted with a weight factor based on the free-float market cap multiplied by the corresponding Z-score carbon intensity factor of each constituent. Components with lower carbon intensities are overweighted, while those with higher carbon emission are underweighted. The indices also exlcude companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

STOXX uses ISS ESG as reliable and professional data sources for the estimated and reported data. Data considered comprise Scope 1 (All direct GHG emissions) and Scope 2 (Indirect GHG emissions from consumption of purchased electricity, heat or steam) emissions.

STOXX calculates a comprehensive family of Low Carbon Indices. Click here to see all available indices.

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

EURO STOXX^® Reported Low Carbon - EUR (Gross Return)

€449.87

-5.42

1Y Return

11.19%

1Y Volatility

0.16%

The DAX 50 ESG+ Index reflects the performance of the 50 highest ESG ranking German companies. They are selected from the 75 largest companies in terms of free-float market capitalization of the HDAX® Index after using ESG exclusion filters to remove companies that fail to meet norms-based screening, controversial weapons screening, minimum ESG ratings and a series of business activity screenings.

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

DAX 50 ESG+ - EUR (Gross Return)

€1966.49

+13.76

1Y Return

23.80%

1Y Volatility

0.17%

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 (Price Return)

€2418.07

-26.51

1Y Return

-1.29%

1Y Volatility

0.17%

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 (Gross Return)

€1972.86

-4.21

1Y Return

2.52%

1Y Volatility

0.17%

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^® Global 1800 ESG-X Ax Value - EUR (Price Return)

€282.24

-4.23

1Y Return

20.72%

1Y Volatility

0.17%

iSTOXX® L&G Emerging Markets Multi-Factor

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G Emerging Markets Multi-Factor