Indices

iSTOXX^® L&G UK Low Volatility

Summary

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Low Volatility 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

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

Symbol

SWULVGHB

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1169659112

Last Value

551.92 -2.58 (-0.47%)

As of 10:30 pm CET

Week to Week Change

0.89%

52 Week Change

13.09%

Year to Date Change

8.52%

Daily Low

551.92

Daily High

551.92

52 Week Low

484.8 — 8 Aug 2025

52 Week High

558.8099 — 29 Jul 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

HSBC	GB
UNILEVER PLC	GB
SHELL	GB
ASTRAZENECA	GB
HALEON	GB
COMPASS GRP	GB
RIO TINTO	GB
BRITISH AMERICAN TOBACCO	GB
BAE SYSTEMS	GB
GSK	GB

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Featured indices

The STOXX Europe ESG Leaders Diversification Select 30 EUR Index captures the performance of stocks with low correlation, low volatility and high dividends from the STOXX Global ESG Leaders Index.

The component selection process first excludes all stocks with the highest 12-months average correlation with all other stocks of the benchmark, then excludes stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 30 stocks with the highest 12-month historical dividend yields are selected to be included in the index. The percentage of exclusion/inclusion at each step is the same.

Those constituents are weighted according to the inverse of their volatility, with a cap at 10%. The indices are reviewed quarterly.

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

STOXX^® Europe ESG Leaders Diversification Select 30 EUR - EUR (Gross Return)

€627.75

-2.14

1Y Return

19.66%

1Y Volatility

0.11%

The EURO iSTOXX 50 ESG+ GR Decrement 3.75% Index replicates the performance of the total return version of the EURO STOXX 50 ESG+ Index assuming a constant 3.75% performance deduction per annum. The performance deduction accrues constantly on a daily basis (using an Actual/365 Fixed day count convention). Consequently due to the percentage of performance deduction the EURO iSTOXX 50 ESG+ GR Decrement 3.75% Index underperforms the EURO STOXX 50 ESG+ Index.

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

EURO iSTOXX^® 50 ESG+ GR Decrement 3.75% - EUR (Price Return)

€189.2

-0.30

1Y Return

22.20%

1Y Volatility

0.17%

The STOXX Benchmark ESG-X Indices are based on a selection of STOXX Benchmark Indices and apply standardized ESG exclusion screens. The screens are based on the responsible policies of leading asset owners and aim to reduce reputational and idiosyncratic risks.

STOXX excludes companies that ISS ESG considers to be non-compliant with its Norms-based research, that are involved in controversial weapons or severe controversies, are tobacco producers, or that either derive revenues from thermal coal ext have power generation capacity that utilizes thermal coal.

STOXX Benchmark ESG-X Indices are suitable as underlying indices for mandates, passive funds, ETFs, structured products and listed derivatives, with the ambition to increase liquidity and lower the cost of trading.

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.Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy.

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

STOXX^® Global 3000 ESG-X - EUR (Price Return)

€403.36

+5.40

1Y Return

22.86%

1Y Volatility

0.11%

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)

$3298.47

+20.92

1Y Return

10.32%

1Y Volatility

0.19%

STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.

STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.

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

STOXX^® Asia/Pacific 600 ESG-X Ax Value - EUR (Price Return)

€241.27

-2.06

1Y Return

24.60%

1Y Volatility

0.17%

iSTOXX® L&G UK Low Volatility

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G UK Low Volatility