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
393.6
+0.45 (+0.11%)
As of
CETWeek to Week Change
2.62%
52 Week Change
17.02%
Year to Date Change
8.58%
Daily Low
393.6
Daily High
393.6
52 Week Low
331.73 — 5 Dec 2023
52 Week High
393.6 — 11 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
EURO STOXX 50® ESG-X - EUR (Price Return)
€181.96
-3.86
1Y Return
12.70%
1Y Volatility
0.13%
iSTOXX® L&G Developed Europe ex UK Low Volatility - EUR (Net Return)
€392.07
-1.85
1Y Return
14.01%
1Y Volatility
0.09%
STOXX® Global 1800 ex USA Low Carbon - USD (Gross Return)
$263.38
-1.66
1Y Return
19.24%
1Y Volatility
0.12%
STOXX® Emerging Markets 50 ESG-X - EUR (Price Return)
€178.01
-1.95
1Y Return
23.16%
1Y Volatility
0.18%
ISS STOXX® Emerging Markets Biodiversity - USD (Gross Return)
$127.81
-0.56
1Y Return
20.63%
1Y Volatility
0.15%