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
SWUMFGB
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213341170
Last Value
189.62
-1.75 (-0.91%)
As of
CETWeek to Week Change
-0.91%
52 Week Change
10.43%
Year to Date Change
6.70%
Daily Low
189.62
Daily High
189.62
52 Week Low
170.02 — 10 Nov 2023
52 Week High
197.9199 — 14 May 2024
Top 10 Components
HSBC | GB |
SHELL | GB |
3I GROUP PLC. | GB |
GSK | GB |
ASTRAZENECA | GB |
RELX PLC | GB |
UNILEVER PLC | GB |
TESCO | GB |
BAE SYSTEMS | GB |
RIO TINTO | GB |
Zoom
Low
High
Featured indices
EURO STOXX® Paris-Aligned Benchmark - EUR (Price Return)
€131.23
-0.31
1Y Return
8.54%
1Y Volatility
0.11%
iSTOXX® APG Emerging Markets-X - EUR (Price Return)
€146.05
-2.02
1Y Return
18.93%
1Y Volatility
0.13%
STOXX® Germany Total Market ESG-X - EUR (Price Return)
€193.78
+2.54
1Y Return
19.94%
1Y Volatility
0.12%
DAX 50 ESG+ - EUR (Net Return)
€1506.51
-26.36
1Y Return
22.05%
1Y Volatility
0.12%
iSTOXX® L&G Developed Asia Pacific ex Japan Quality - USD (Net Return)
$807.43
-9.81
1Y Return
21.09%
1Y Volatility
0.15%