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

SWUQGR

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1169658544

Last Value

391 +0.44 (+0.11%)

As of 10:30 pm CET

Week to Week Change

-1.27%

52 Week Change

10.02%

Year to Date Change

8.82%

Daily Low

391

Daily High

391

52 Week Low

324.21 — 9 Apr 2025

52 Week High

410.44 — 11 Nov 2025

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

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

Zoom

Low

High

Featured indices

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 - EUR (Total Return)

€3545.12

+31.23

1Y Return

12.78%

1Y Volatility

0.18%

STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.

STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.

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.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.

STOXX^® Asia/Pacific 600 ESG-X Ax Size - EUR (Price Return)

€208.44

+0.93

1Y Return

6.94%

1Y Volatility

0.17%

The STOXX Benchmark ESG-X Indices are based on a selection of STOXX Benchmark Indices and apply standardized ESG exclusion screens. The screens are based on the responsible policies of leading asset owners and aim to reduce reputational and idiosyncratic risks.

STOXX excludes companies that ISS ESG considers to be non-compliant with its Norms-based research, that are involved in controversial weapons or severe controversies, are tobacco producers, or that either derive revenues from thermal coal ext have power generation capacity that utilizes thermal coal.

STOXX Benchmark ESG-X Indices are suitable as underlying indices for mandates, passive funds, ETFs, structured products and listed derivatives, with the ambition to increase liquidity and lower the cost of trading.

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

STOXX^® Italy 45 ESG-X - EUR (Price Return)

€247.41

-0.19

1Y Return

24.30%

1Y Volatility

0.19%

The iSTOXX US ESG 100 Index aims to replicate an investment in the largest 100 companies of the STOXX USA Large 300 that are in top 50% stocks in terms of ESG Risk Rating. Only companies passing standardized ESG exclusion screens such as Global Standards Screening, Controversy Rating, ESG Risk Rating, Controversial Weapons, involvement in Tobacco, Thermal Coal, Unconventional Oil & Gas, Small Arms and Military Weapons are eligible for inclusion.

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

iSTOXX^® US ESG 100 - EUR (Gross Return)

€647.01

-0.87

1Y Return

2.35%

1Y Volatility

0.22%

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

STOXX^® USA 900 ESG-X Ax Value - EUR (Price Return)

€345.28

+1.45

1Y Return

-1.66%

1Y Volatility

0.21%

iSTOXX® L&G UK Quality

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G UK Quality