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
SWPMFGV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213341915
Last Value
958.76
-6.73 (-0.70%)
As of
CETWeek to Week Change
-1.52%
52 Week Change
24.20%
Year to Date Change
13.32%
Daily Low
958.76
Daily High
958.76
52 Week Low
771.95 — 14 Nov 2023
52 Week High
989.19 — 30 Sep 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® Global 1800 ESG-X Ax Size - EUR (Price Return)
€293.67
+2.62
1Y Return
29.89%
1Y Volatility
0.12%
STOXX® USA 900 ESG-X Ax Quality - EUR (Price Return)
€619.12
+3.80
1Y Return
44.16%
1Y Volatility
0.15%
STOXX® Global Low Carbon Footprint - USD (Gross Return)
$551.6
+1.84
1Y Return
27.91%
1Y Volatility
0.11%
STOXX® USA 900 ESG-X Ax Size - EUR (Price Return)
€460.54
+1.31
1Y Return
34.56%
1Y Volatility
0.14%
STOXX® USA 900 ESG-X Ax Value - EUR (Price Return)
€341.14
-0.23
1Y Return
32.81%
1Y Volatility
0.15%