Summary
The iSTOXX L&G Multifactor ESG index is designed to provide regional exposures to Value, Momentum, Low Volatility 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
SWPMEGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213347821
Last Value
880.14
-12.09 (-1.36%)
As of
CETWeek to Week Change
-2.41%
52 Week Change
18.57%
Year to Date Change
16.14%
Daily Low
880.14
Daily High
880.14
52 Week Low
720.34 — 18 Jan 2024
52 Week High
925.17 — 3 Dec 2024
Top 10 Components
Commonwealth Bank of Australia | AU |
DBS Group Holdings Ltd. | SG |
Oversea-Chinese Banking Corp. | SG |
Wesfarmers Ltd. | AU |
Aristocrat Leisure Ltd. | AU |
ANZ GROUP | AU |
United Overseas Bank Ltd. | SG |
CSL Ltd. | AU |
XIAOMI | HK |
BHP GROUP LTD. | AU |
Zoom
Low
High
Featured indices
ISS STOXX® Asia/Pacific AC Biodiversity - USD (Gross Return)
$127.83
-0.85
1Y Return
13.16%
1Y Volatility
0.16%
STOXX® North America Industry Neutral ESG - USD (Gross Return)
$462.28
-0.92
1Y Return
26.19%
1Y Volatility
0.13%
iSTOXX® L&G Japan Multi-Factor - USD (Net Return)
$324.29
+1.22
1Y Return
9.49%
1Y Volatility
0.23%
iSTOXX® L&G Japan Multi-Factor ESG - USD (Net Return)
$340.86
-1.95
1Y Return
18.28%
1Y Volatility
0.24%
STOXX® USA 900 ESG Broad Market - EUR (Price Return)
€558.5
+5.51
1Y Return
33.28%
1Y Volatility
0.15%