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
SWUMFHB
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH1213341188
Last Value
451.19
+0.33 (+0.07%)
As of
CETWeek to Week Change
-0.28%
52 Week Change
16.89%
Year to Date Change
11.37%
Daily Low
451.19
Daily High
451.19
52 Week Low
385.43 — 10 Nov 2023
52 Week High
462.37 — 17 Oct 2024
Top 10 Components
HSBC | GB |
SHELL | GB |
3I GROUP PLC. | GB |
ASTRAZENECA | GB |
GSK | GB |
RELX PLC | GB |
UNILEVER PLC | GB |
TESCO | GB |
RIO TINTO | GB |
BAE SYSTEMS | GB |
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High
Featured indices
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€1751.11
+2.95
1Y Return
20.47%
1Y Volatility
0.11%
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$2828.19
+23.99
1Y Return
25.69%
1Y Volatility
0.10%
STOXX® Japan Low Carbon - JPY (Gross Return)
€501.61
-9.90
1Y Return
17.54%
1Y Volatility
0.25%
STOXX® USA 900 ESG-X Ax Value - EUR (Price Return)
€321.26
+2.82
1Y Return
27.06%
1Y Volatility
0.14%
STOXX® Europe 600 ESG+ - EUR (Price Return)
€138.33
-0.08
1Y Return
15.30%
1Y Volatility
0.10%