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
Commonwealth Bank of Australia | AU |
Wesfarmers Ltd. | AU |
DBS Group Holdings Ltd. | SG |
Oversea-Chinese Banking Corp. | SG |
ANZ GROUP | AU |
BHP GROUP LTD. | AU |
Aristocrat Leisure Ltd. | AU |
Goodman Group | AU |
CSL Ltd. | AU |
United Overseas Bank Ltd. | SG |
Zoom
Low
High
Featured indices
iSTOXX® L&G Developed Europe ex UK Quality
€473.91
-3.62
1Y Return
13.51%
1Y Volatility
0.11%
STOXX® Global Low Carbon Footprint
$515.89
-4.08
1Y Return
19.18%
1Y Volatility
0.11%
STOXX® Global 1800 ESG-X Ax Value
€232.02
+1.46
1Y Return
17.96%
1Y Volatility
0.10%
STOXX® Europe 600 ESG-X Ax Value
€141.14
-1.25
1Y Return
10.10%
1Y Volatility
0.11%
STOXX® Europe 50 ESG-X
€182.76
+0.47
1Y Return
13.44%
1Y Volatility
0.10%