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
SWPMEGV
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213347797
Last Value
980.34
-6.07 (-0.62%)
As of
CETWeek to Week Change
1.33%
52 Week Change
14.09%
Year to Date Change
4.42%
Daily Low
980.34
Daily High
980.34
52 Week Low
814.26 — 31 Oct 2023
52 Week High
992.11 — 20 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
STOXX® Europe Low Carbon 50 Equal Weight
€321.36
+5.07
1Y Return
4.28%
1Y Volatility
0.14%
STOXX® Global ESG Social Leaders
$236.35
-0.50
1Y Return
12.26%
1Y Volatility
0.14%
STOXX® North America Industry Neutral ESG
$434.79
-6.18
1Y Return
23.82%
1Y Volatility
0.11%
DAX 50 ESG+
€1262.76
+14.04
1Y Return
12.76%
1Y Volatility
0.11%
iSTOXX® APG World Multi-Factor Responsible SDI
€138.44
+0.40
1Y Return
25.44%
1Y Volatility
0.09%