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
SWPMEP
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213347805
Last Value
300.74
-0.82 (-0.27%)
As of
CETWeek to Week Change
1.10%
52 Week Change
10.61%
Year to Date Change
4.10%
Daily Low
300.74
Daily High
300.74
52 Week Low
261.27 — 31 Oct 2023
52 Week High
302.41 — 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 |
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Low
High
Featured indices
STOXX® USA 900 ESG-X
€489.03
-9.15
1Y Return
27.15%
1Y Volatility
0.12%
STOXX® Global 1800 ex Australia Low Carbon
$434.56
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1Y Return
20.47%
1Y Volatility
0.10%
STOXX® North America 600 ESG Target
€433.97
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1Y Return
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1Y Volatility
0.11%
iSTOXX® US Family Owned ESG Company
$104.57
-0.67
1Y Return
8.27%
1Y Volatility
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STOXX® Japan 600 ESG-X Ax Multi-Factor
€211.91
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1Y Return
17.39%
1Y Volatility
0.16%