Indices

iSTOXX^® L&G UK Momentum

Summary

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Momentum 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 (Price Return)
USD (Net Return)
GBP (Price Return)
GBP (Gross Return)
GBP (Net Return)

Symbol

SWUMHB

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213333672

Last Value

712.26 +4.40 (+0.62%)

As of 10:30 pm CET

Week to Week Change

1.64%

52 Week Change

34.63%

Year to Date Change

32.16%

Daily Low

712.26

Daily High

712.26

52 Week Low

520.65 — 7 Apr 2025

52 Week High

712.26 — 19 Dec 2025

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

BRITISH AMERICAN TOBACCO	GB
HSBC	GB
ROLLS ROYCE HLDG	GB
NATWEST GROUP	GB
BARCLAYS	GB
ASTRAZENECA	GB
SHELL	GB
IMPERIAL BRANDS	GB
LLOYDS BANKING GRP	GB
STANDARD CHARTERED	GB

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Featured indices

The iSTOXX Canada 240 BDFG ESG Index components will have the components of the parent STOXX France Total Market Indexas 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^® Canada 240 BDFG ESG - EUR (Price Return)

€1567.37

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1Y Return

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1Y Volatility

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The iSTOXX Europe 600 ESG-X Fintech Tilted Index tracks the performance of all of the STOXX Europe 600 ESG-X securities and the 10 largest securities from the STOXX Global Fintech Index, subject to country, liquidity and ESG screens. The index is reviewed quarterly in March, June, September, and December.

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.

iSTOXX^® Europe 600 ESG-X Fintech Tilted - EUR (Price Return)

€230.77

+1.16

1Y Return

10.39%

1Y Volatility

0.13%

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)

$3040.72

+3.40

1Y Return

31.02%

1Y Volatility

0.20%

The STOXX Climate Awareness Ex UN Global Compact Principles and Controversial Weapons indices will include companies with a CDP Performance Band A to C- (pre-2016 Performance Band A to C). 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 cli-mate change related issues. Band C and C- identifies companies who have looked at implications of climate change for, and on, their business and recognizes a high level, contextual knowledge of environmental 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^® Europe Climate Awareness Ex Global Compact and Controversial Weapons - EUR (Gross Return)

€309.66

+0.66

1Y Return

16.97%

1Y Volatility

0.14%

STOXX ESG Target indices aim to provide a strong ESG tilt to the benchmark index while maintaining low tracking error of the benchmark index. The weight of each constituent security is determined through an optimization process that is designed to ensure diversification and uses Axioma's Risk Models and Optimizer. 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^® Global 1800 ESG Target - EUR (Price Return)

€343.49

-2.10

1Y Return

2.51%

1Y Volatility

0.15%

iSTOXX® L&G UK Momentum

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G UK Momentum