Summary
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.
Details
Symbol
SWPLVGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1169659260
Last Value
628.98
+4.59 (+0.74%)
As of
CETWeek to Week Change
3.77%
52 Week Change
23.62%
Year to Date Change
13.63%
Daily Low
628.98
Daily High
628.98
52 Week Low
508.79 — 13 Nov 2023
52 Week High
628.98 — 8 Nov 2024
Top 10 Components
BHP GROUP LTD. | AU |
DBS Group Holdings Ltd. | SG |
United Overseas Bank Ltd. | SG |
Oversea-Chinese Banking Corp. | SG |
Wesfarmers Ltd. | AU |
Commonwealth Bank of Australia | AU |
Transurban Group | AU |
ANZ GROUP | AU |
Aristocrat Leisure Ltd. | AU |
National Australia Bank Ltd. | AU |
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Low
High
Featured indices
iSTOXX® L&G Japan Low Volatility - USD (Net Return)
$329.57
+0.59
1Y Return
17.65%
1Y Volatility
0.20%
DAX ESG Screened - EUR (Net Return)
€1539.59
-34.86
1Y Return
21.86%
1Y Volatility
0.12%
EURO STOXX® Sustainability ex Alcohol Gambling Tobacco Armaments & Firearms Adult Entertainment - EUR (Net Return)
€326.75
+3.18
1Y Return
18.77%
1Y Volatility
0.12%
iSTOXX® L&G UK Multi-Factor ESG - GBP (Net Return)
€464.05
+4.01
1Y Return
19.04%
1Y Volatility
0.09%
iSTOXX® L&G Developed Europe ex UK Multi-Factor - EUR (Net Return)
€494.78
+5.52
1Y Return
18.11%
1Y Volatility
0.10%