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
836.08
+1.82 (+0.22%)
As of
CETWeek to Week Change
1.58%
52 Week Change
17.00%
Year to Date Change
10.33%
Daily Low
836.08
Daily High
836.08
52 Week Low
680.47 — 31 Oct 2023
52 Week High
842.58 — 17 Sep 2024
Top 10 Components
Commonwealth Bank of Australia | AU |
DBS Group Holdings Ltd. | SG |
Wesfarmers Ltd. | AU |
ANZ GROUP | AU |
Oversea-Chinese Banking Corp. | SG |
BHP GROUP LTD. | AU |
Aristocrat Leisure Ltd. | AU |
Goodman Group | AU |
United Overseas Bank Ltd. | SG |
CSL Ltd. | AU |
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Low
High
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—
1Y Volatility
—