Summary
The iSTOXX L&G Multifactor index is designed to provide exposure to regional Value, Momentum, Low Volatility and Quality risk-premia factors, where style factor scores are provided by Legal and General Investment Management (LGIM). 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
SWPMFGB
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213341444
Last Value
401.52
+3.55 (+0.89%)
As of
CETWeek to Week Change
2.41%
52 Week Change
18.05%
Year to Date Change
10.76%
Daily Low
401.52
Daily High
401.52
52 Week Low
331.73 — 5 Dec 2023
52 Week High
401.52 — 19 Nov 2024
Top 10 Components
Commonwealth Bank of Australia | AU |
DBS Group Holdings Ltd. | SG |
Oversea-Chinese Banking Corp. | SG |
Wesfarmers Ltd. | AU |
XIAOMI | HK |
Aristocrat Leisure Ltd. | AU |
ANZ GROUP | AU |
BHP GROUP LTD. | AU |
United Overseas Bank Ltd. | SG |
POWER ASSETS HOLDINGS LTD | HK |
Zoom
Low
High
Featured indices
STOXX® Europe Climate Impact Ex Global Compact and Controversial Weapons - EUR (Gross Return)
€254.84
+0.02
1Y Return
14.00%
1Y Volatility
0.11%
ISS STOXX® Developed World Biodiversity - USD (Gross Return)
$159.36
-0.04
1Y Return
29.33%
1Y Volatility
0.11%
iSTOXX® L&G Emerging Markets Value - USD (Net Return)
$833.86
+7.44
1Y Return
18.36%
1Y Volatility
0.14%
iSTOXX® Global ESG Composite 150 - JPY (Price Return)
€6358.28
-36.24
1Y Return
30.61%
1Y Volatility
0.18%
iSTOXX® Univest World Factor - EUR (Price Return)
€105.87
-0.91
1Y Return
—
1Y Volatility
—