Indices

iSTOXX^® L&G Developed Asia Pacific ex Japan Quality

Summary

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Quality risk-premia factor, 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

USD (Gross Return)
EUR (Price Return)
EUR (Net Return)
EUR (Gross Return)
GBP (Gross Return)
USD (Price Return)
GBP (Price Return)
GBP (Net Return)
USD (Net Return)

Symbol

SWPQL

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1169658585

Last Value

384.1 +2.92 (+0.77%)

As of 10:30 pm CET

Week to Week Change

1.02%

52 Week Change

11.33%

Year to Date Change

16.08%

Daily Low

384.1

Daily High

384.1

52 Week Low

294.5899 — 7 Apr 2025

52 Week High

400.65 — 16 Sep 2025

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

BHP GROUP LTD.	AU
Hong Kong Exchanges & Clearing	HK
XIAOMI	HK
DBS Group Holdings Ltd.	SG
AIA GROUP	HK
Commonwealth Bank of Australia	AU
Oversea-Chinese Banking Corp.	SG
Rio Tinto Ltd.	AU
Singapore Exchange Ltd.	SG
FORTESCUE	AU

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Featured indices

The STOXX Climate Impact Ex UN Global Compact Principles and Controversial Weapons indices will include companies with CDP Performance Bands A to B- (pre-2016 Performance Band A to B). Band A and A- includes companies that are seen as leading companies in terms of climate change: these companies are disclosing particular “actions” which mark them as leaders, as well as high scores across all other levels of the CDP Scoring matrix. Scoring requires detailed company-specific explanations. Band B & B- includes companies that “manage” climate change: companies seek evidence of climate actions implemented and requires company-specific understanding of climate change related issues. The index also exlcudes companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

STOXX^® North America Climate Impact Ex Global Compact Controversial Weapons & Tobacco - USD (Gross Return)

$603.46

+3.45

1Y Return

8.57%

1Y Volatility

0.17%

The DAX 30 ESG tracks the performance of the HDAX after applying a set of compliance, involvement and ESG performance screen. Companies that are non-compliant based on the ISS-ESG Norms Based Screening assessment or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco, Civilian Firearms, Nuclear Power, Military Contracting, Coal, Oil & Gas and Energy production, aligned with the EU Paris Aligned Benchmarks (PAB) exclusions. This index applies screens in alignment with the ESMA guidelines on funds’ names and the BSW sustainable finance codex using ESG or sustainability-related terms.

Index Guides, Benchmark statement, and other reports are available under the Data & Methodology tab.

DAX 30 ESG - EUR (Gross Return)

€2013.21

+14.51

1Y Return

13.37%

1Y Volatility

0.18%

STOXX ESG Target TE Indices aim to provide a low tracking error to the benchmark index while ensuring an improved ESG score. The weighting of each constituent security is determined through an optimization process that is designed to ensure diversification and uses Axioma's Risk Model and Optimizer to construct the indices. Companies that are non-compliant based on the ISS ESG’ Norms-based research assessment or are involved in controversial weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in tobacco production and distribution, thermal coal extraction and power generation, small arms manufacturing, military contracting, unconventional oil and gas exploration and production, high ESG risk, and ESG controversies.

This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

STOXX^® Europe 600 ESG Target TE - EUR (Price Return)

€214.06

+0.83

1Y Return

9.83%

1Y Volatility

0.14%

The DAX ESG Target Index provides investors with a sustainable version of the iconic DAX Index. It aims to reflect the risk and return characteristics of the original DAX Index while applying ESG screens, integrating ESG scores and reducing carbon intensity by at least 30%.

The index can help investors to navigate towards more sustainable German equity portfolios. The proprietary index optimization process maximizes the index’ ESG score and reduces carbon intensity.

The DAX ESG Target Index has an ex-ante (target) tracking error versus the DAX of < 1.5%, therefore it offers a similar risk/return profile to the flagship benchmark. It has the same number of constituents as the DAX.

The Methodology Focuses on Maximizing ESG Scores and Reducing Carbon Intensity. Index construction starts with the DAX Index and excludes companies with unfavorable ESG scores. The screening is based on Sustainalytics’ Global Standard Screening and product involvement screening for Controversial Weapons, Nuclear Power, Thermal Coal, Military Contracting, Tobacco Production, Small Arms and Oil Sands.

In the next step – the universe of the HDAX, comprised of all companies included in the DAX, MDAX and TecDAX – is taken, to replace the excluded companies to complete the number of 40 index constituents (30 up to September 20, 2021). This is achieved by ranking the screened HDAX companies in terms of free-float market capitalization and ESG score. The component weights are derived through an optimization process with the goal of maximizing the portfolio ESG Score, meeting tracking error constraints (ex-ante tracking error versus DAX < 1.5%) and carbon reduction goals. Securities are capped at 10% on a component level.

This index also commits to a minimum percentage of sustainable investment thresholds based on ISS ESG data.

The DAX ESG Target is designed to serve as an underlying for derivatives, structured products and exchange-traded funds.

For a description of the selection methodology and the review calendar, please click here.

DAX ESG Target Product Sheet

Blog: BlackRock’s Sperandeo: How We Engage with Qontigo to Help Investors Prepare their Portfolios for a Net-Zero World

Press Release: DAX ESG Target Index selected as underlying index for a new iShares ETF

Index Guides, Benchmark statement, and other reports are available under the "Data & Methodology" tab.

DAX ESG Target - USD (Net Return)

$2987.07

+13.71

1Y Return

23.41%

1Y Volatility

0.20%

The iSTOXX Japan 600 BDFG ESG Index components will have the components of the parent STOXX Japan 600 Index as of the review effective date excluding the stocks in the BDF Gestion exclusion lists. These are companies that do not meet BDF Gestion’s ESG and climate criteria. The exclusion lists will be provided to STOXX on the Wednesday before the second Friday of April and October.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

iSTOXX^® Japan 600 BDFG ESG - EUR (Price Return)

€1348.1

+3.41

1Y Return

7.07%

1Y Volatility

0.22%

iSTOXX® L&G Developed Asia Pacific ex Japan Quality

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G Developed Asia Pacific ex Japan Quality