Indices

iSTOXX^® L&G Emerging Markets Quality

Summary

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Quality 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 (Gross Return)
EUR (Price Return)
EUR (Net Return)
GBP (Gross Return)
USD (Price Return)
USD (Gross Return)
GBP (Price Return)
GBP (Net Return)
USD (Net Return)

Symbol

SWMQHB

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1169658742

Last Value

1,179.07 +7.18 (+0.61%)

As of 10:30 pm CET

Week to Week Change

-0.82%

52 Week Change

30.74%

Year to Date Change

24.39%

Daily Low

1179.07

Daily High

1179.07

52 Week Low

889.61 — 26 Sep 2025

52 Week High

1285.43 — 22 Jun 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

TSMC	TW
SK HYNIX INC	KR
Samsung Electronics Co Ltd	KR
MediaTek Inc	TW
Chroma Ate	TW
TENCENT HOLDINGS	CN
SK SQUARE	KR
King Slide	TW
ANGLOGOLD ASHANTI	ZA
Accton	TW

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Featured indices

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Momentum 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 Developed Asia Pacific ex Japan Momentum - USD (Net Return)

$1466.76

+0.03

1Y Return

4.43%

1Y Volatility

0.13%

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)

€3647.78

+3.48

1Y Return

12.72%

1Y Volatility

0.16%

The STOXX SRI (Socially Responsible Investing) Indices, track the performance of a selection of STOXX Indices after a set of emission intensity, compliance, involvement and ESG performance screens are applied.

Companies that rank in the highest 10% in terms of their emission intensities are not eligible for selection. Companies that are non-compliant based on ISS ESG's Norms-based screening, ESG scores and ESG Controversies, or are involved in Controversial Weapons are not eligible for selection. Exclusion filters are applied, screening companies for compliance based on Tobacco, Alcohol, Adult Entertainment, Gambling, Weapons, Nuclear Power, Coal, Oil & Gas and Energy production. The remaining securities are ranked in descending order of their ESG scores within each of the 11 ICB Industry groups. The STOXX SRI Indices select the top-ranking securities in each of the ICB Industries until the number of selected securities reaches a third of the number of securities in the underlying index.

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

STOXX^® USA 500 SRI - EUR (Price Return)

€555.59

+0.03

1Y Return

17.77%

1Y Volatility

0.13%

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

STOXX^® Japan 600 SRI - EUR (Price Return)

€315.93

-2.05

1Y Return

31.59%

1Y Volatility

0.22%

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.

iSTOXX^® L&G UK Multi-Factor ESG - GBP (Net Return)

€648.89

+2.41

1Y Return

17.36%

1Y Volatility

0.12%

iSTOXX® L&G Emerging Markets Quality

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G Emerging Markets Quality