Indices

iSTOXX^® L&G Developed Asia Pacific ex Japan Low Volatility

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

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

SWPLVR

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1169659252

Last Value

741.7 +6.55 (+0.89%)

As of 10:30 pm CET

Week to Week Change

2.47%

52 Week Change

21.95%

Year to Date Change

15.05%

Daily Low

741.7

Daily High

741.7

52 Week Low

600.59 — 23 Jun 2025

52 Week High

742.82 — 3 Jun 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

BHP GROUP LTD.	AU
Wesfarmers Ltd.	AU
Oversea-Chinese Banking Corp.	SG
DBS Group Holdings Ltd.	SG
Transurban Group	AU
Commonwealth Bank of Australia	AU
ANZ GROUP	AU
Rio Tinto Ltd.	AU
Westpac Banking Corp.	AU
United Overseas Bank Ltd.	SG

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

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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.

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

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For a description of the selection methodology and the review calendar, please click here.