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
SWPMFP
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213341923
Last Value
309.26
+1.24 (+0.40%)
As of
CETWeek to Week Change
2.17%
52 Week Change
21.83%
Year to Date Change
3.76%
Daily Low
309.26
Daily High
309.26
52 Week Low
250.66 — 19 Apr 2024
52 Week High
309.26 — 7 Feb 2025
Top 10 Components
Commonwealth Bank of Australia | AU |
DBS Group Holdings Ltd. | SG |
Oversea-Chinese Banking Corp. | SG |
XIAOMI | HK |
Westpac Banking Corp. | AU |
Aristocrat Leisure Ltd. | AU |
Wesfarmers Ltd. | AU |
ANZ GROUP | AU |
BHP GROUP LTD. | AU |
United Overseas Bank Ltd. | SG |
Zoom
Low
High
Featured indices
STOXX® Global ESG Social Leaders Select 30 EUR - EUR (Gross Return)
€397.22
+1.36
1Y Return
20.45%
1Y Volatility
0.10%
iSTOXX® Univest World Factor ESG - EUR (Price Return)
€111.58
-0.17
1Y Return
—
1Y Volatility
—
STOXX® Europe Large 200 ESG-X - EUR (Price Return)
€201.98
+0.63
1Y Return
12.04%
1Y Volatility
0.11%
STOXX® Developed Markets Total Market ESG-X - EUR (Price Return)
€366.51
+0.42
1Y Return
21.01%
1Y Volatility
0.12%
STOXX® Emerging Markets Total Market Large ESG-X - EUR (Price Return)
€154.11
-0.95
1Y Return
12.18%
1Y Volatility
0.15%