Summary
The iSTOXX L&G Multifactor index is designed to provide exposure to regional Value, Momentum, Low Risk 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
SWUMFGHB
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH1213341196
Last Value
448.34
+2.06 (+0.46%)
As of
CETWeek to Week Change
-0.27%
52 Week Change
18.06%
Year to Date Change
9.61%
Daily Low
448.34
Daily High
448.34
52 Week Low
374.71 — 18 Aug 2023
52 Week High
462.84 — 16 May 2024
Top 10 Components
HSBC | GB |
SHELL | GB |
ASTRAZENECA | GB |
3I GROUP PLC. | GB |
GSK | GB |
RELX PLC | GB |
UNILEVER PLC | GB |
BP | GB |
BRITISH AMERICAN TOBACCO | GB |
RIO TINTO | GB |
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Low
High
Featured indices
iSTOXX® L&G North America Value
$673.84
+2.02
1Y Return
25.06%
1Y Volatility
0.11%
DAX ESG Target
$1723.44
+3.46
1Y Return
11.78%
1Y Volatility
0.14%
STOXX® Global Climate Impact Ex Global Compact and Controversial Weapons
$367.49
+2.36
1Y Return
23.60%
1Y Volatility
0.10%
STOXX® Asia/Pacific Climate Impact Ex Global Compact Controversial Weapons & Tobacco
$209.84
-1.40
1Y Return
16.28%
1Y Volatility
0.15%
idDAX 30 ESG Decrement 4.0%
€1115.65
-5.44
1Y Return
—
1Y Volatility
—