Indices

iSTOXX^® L&G Emerging Markets Value

Summary

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

Symbol

SWMVR

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH0576209354

Last Value

829.03 +7.80 (+0.95%)

As of 10:30 pm CET

Week to Week Change

-1.08%

52 Week Change

17.96%

Year to Date Change

18.30%

Daily Low

829.03

Daily High

829.03

52 Week Low

609.96 — 9 Apr 2025

52 Week High

879.48 — 3 Nov 2025

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

Samsung Electronics Co Ltd	KR
SK HYNIX INC	KR
TSMC	TW
TENCENT HOLDINGS	CN
ALIBABA GROUP HOLDING	CN
CHINA CONSTRUCTION BANK CORP H	CN
Hon Hai Precision Industry Co	TW
BANK OF CHINA 'H'	CN
PING AN INSUR GP CO. OF CN 'H'	CN
Baidu Inc	CN

Zoom

Low

High

Featured indices

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.

iSTOXX^® L&G Developed Europe ex UK Quality - EUR (Net Return)

€508.11

+4.88

1Y Return

9.35%

1Y Volatility

0.15%

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^® Asia/Pacific 600 ESG-X Ax Size - EUR (Price Return)

€208.31

+2.54

1Y Return

10.14%

1Y Volatility

0.17%

The STOXX ESG Broad Market Indices track the performance of a selection of STOXX indices after a set of compliance, involvement and ESG performance screens are applied.

Companies that are non-compliant based on the ISS ESG's Norms-based screening or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco Production, Small Arms, Military Contracting, ESG Controversies, coal, oil, gas and energy production, aligned with the EU Paris Aligned Benchmarks (PAB) exclusions. The remaining securities are ranked in descending order of their ISS ESG scores within each of the 11 ICB Industry groups. The STOXX ESG Broad Market Indices select the top-ranking securities in each of the ICB Industries until the number of selected securities reaches 80% of the number of securities in the underlying index.

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

STOXX^® Japan 600 ESG Broad Market - EUR (Price Return)

€239.4

-0.33

1Y Return

9.43%

1Y Volatility

0.21%

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 (Net Return)

€1863.33

+1.40

1Y Return

18.66%

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.