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
SWPMEGHB
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213346807
Last Value
1,098.26
+2.43 (+0.22%)
As of
CETWeek to Week Change
-0.80%
52 Week Change
9.81%
Year to Date Change
3.71%
Daily Low
1098.26
Daily High
1098.26
52 Week Low
939.89 — 21 Aug 2023
52 Week High
1116.28 — 15 Jul 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
STOXX® Europe Climate Impact Ex Global Compact and Controversial Weapons
€261.93
+0.88
1Y Return
15.07%
1Y Volatility
0.10%
EURO STOXX® Paris-Aligned Benchmark
€134.6
+1.09
1Y Return
7.73%
1Y Volatility
0.11%
EURO STOXX® Low Carbon Select 50
€389.82
+2.84
1Y Return
11.69%
1Y Volatility
0.09%
STOXX® Japan Low Carbon
€508.27
-17.03
1Y Return
22.10%
1Y Volatility
0.15%
STOXX® Europe Climate Impact Ex Global Compact Controversial Weapons & Tobacco
€260.9
-2.22
1Y Return
12.93%
1Y Volatility
0.10%