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
SWPMFR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213341931
Last Value
934.72
-3.79 (-0.40%)
As of CET
Week to Week Change
0.46%
52 Week Change
30.38%
Year to Date Change
10.14%
Daily Low
934.72
Daily High
934.72
52 Week Low
716.9299 — 21 Apr 2025
52 Week High
940.82 — 27 Feb 2026
Top 10 Components
| BHP GROUP LTD. | AU |
| DBS Group Holdings Ltd. | SG |
| Oversea-Chinese Banking Corp. | SG |
| Commonwealth Bank of Australia | AU |
| ANZ GROUP | AU |
| Sun Hung Kai Properties Ltd. | HK |
| Wesfarmers Ltd. | AU |
| Westpac Banking Corp. | AU |
| Rio Tinto Ltd. | AU |
| XIAOMI | HK |
Zoom
Low
High
Featured indices
iSTOXX® L&G Global Multi-Factor - USD (Net Return)
$896.26
+7.07
1Y Return
38.23%
1Y Volatility
0.10%
STOXX® Europe 50 ESG-X - EUR (Price Return)
€203.17
-1.86
1Y Return
16.99%
1Y Volatility
0.14%
STOXX® Global ESG Environmental Leaders - USD (Gross Return)
$392.58
-2.63
1Y Return
37.27%
1Y Volatility
0.13%
EURO iSTOXX® 50 ESG Focus - EUR (Gross Return)
€395.26
-2.45
1Y Return
15.30%
1Y Volatility
0.15%
iSTOXX® L&G North America Multi-Factor ESG - USD (Net Return)
$1052.15
+12.67
1Y Return
38.94%
1Y Volatility
0.12%