Summary
The iSTOXX L&G Multifactor ESG index is designed to provide regional exposures to Value, Momentum, Low Risk 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.
Details
Symbol
SWPMEGB
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213346781
Last Value
408.72
+1.78 (+0.44%)
As of
CETWeek to Week Change
0.75%
52 Week Change
6.25%
Year to Date Change
1.25%
Daily Low
408.72
Daily High
408.72
52 Week Low
364.11 — 21 Aug 2023
52 Week High
417.86 — 16 May 2024
Top 10 Components
BHP GROUP LTD. | AU |
Oversea-Chinese Banking Corp. | SG |
Wesfarmers Ltd. | AU |
ANZ GROUP | AU |
Aristocrat Leisure Ltd. | AU |
Commonwealth Bank of Australia | AU |
DBS Group Holdings Ltd. | SG |
Goodman Group | AU |
United Overseas Bank Ltd. | SG |
CSL Ltd. | AU |
Zoom
Low
High
Featured indices
DAX ESG Target
€2702.91
-7.59
1Y Return
17.74%
1Y Volatility
0.11%
EURO STOXX® Total Market Large ESG-X
€196.2
+2.35
1Y Return
13.64%
1Y Volatility
0.11%
iSTOXX® L&G Japan Quality
$327.85
-3.52
1Y Return
15.53%
1Y Volatility
0.16%
iSTOXX® Global ESG Composite 150
€6363.24
-202.25
1Y Return
35.80%
1Y Volatility
0.14%
STOXX® USA 500 ESG-X ex Nuclear Power
€509.88
+4.93
1Y Return
30.63%
1Y Volatility
0.12%