Indices

iSTOXX^® L&G UK Quality

Summary

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

SWUQGB

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1169658460

Last Value

256.98 +1.23 (+0.48%)

As of 10:30 pm CET

Week to Week Change

2.71%

52 Week Change

30.10%

Year to Date Change

3.88%

Daily Low

256.98

Daily High

256.98

52 Week Low

197.53 — 7 Apr 2025

52 Week High

269.97 — 27 Feb 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

RIO TINTO	GB
SHELL	GB
ROLLS ROYCE HLDG	GB
HSBC	GB
GSK	GB
ASTRAZENECA	GB
3I GROUP PLC.	GB
BRITISH AMERICAN TOBACCO	GB
INTERCONTINENTAL HOTELS GRP	GB
NATIONAL GRID	GB

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The DAX 50 ESG+ Index reflects the performance of the 50 highest ESG ranking German companies. They are selected from the 75 largest companies in terms of free-float market capitalization of the HDAX® Index after using ESG exclusion filters to remove companies that fail to meet norms-based screening, controversial weapons screening, minimum ESG ratings and a series of business activity screenings.

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.

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

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The STOXX SRI (Socially Responsible Investing) Indices, track the performance of a selection of STOXX Indices after a set of emission intensity, compliance, involvement and ESG performance screens are applied.

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

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

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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.

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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.