Summary
The iSTOXX L&G Developed World Min Vol index is designed to track the performance of an optimized minimum variance portfolio based on STOXX Developed World that is constructed using Axioma’s world-wide WW4AxiomaMH model. The index rules aim to ensure tradability diversification and untargeted factor and industry/country exposures are risk managed.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISWDVNE
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0462362739
Last Value
259.61
-0.02 (-0.01%)
As of
CETWeek to Week Change
0.61%
52 Week Change
9.19%
Year to Date Change
6.21%
Daily Low
259.52
Daily High
259.61
52 Week Low
229.58 — 27 Oct 2023
52 Week High
264.7 — 28 Mar 2024
Top 10 Components
Southern Copper Corp. | US |
WALMART INC. | US |
Church & Dwight Co. | US |
Check Point Software Technolog | US |
LINDE | US |
Costco Wholesale Corp. | US |
Oracle Corp. | US |
Johnson & Johnson | US |
AMCOR | US |
Merck & Co. Inc. | US |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€310
+0.59
1Y Return
11.35%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€684.9
+8.02
1Y Return
28.41%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$371.96
+0.21
1Y Return
41.05%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$358.53
-0.13
1Y Return
33.68%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€198.25
+1.53
1Y Return
5.19%
1Y Volatility
0.12%