Summary
The iSTOXX APG World-X and Responsible Minimum Volatility Indices are a set of indices desgined by optimizing the parent index (iSTOXX World A index) to produce a set of indices that have the lowest absolute ex-ante volatility under different ESG, Carbon and SDI constraints. Those indices also place controls over style factor tilts, industry / country exposures and liquidity / tradability etc.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISAMVFR
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH1169656191
Bloomberg ID
BBG018QVYDC5
Last Value
266.08
-1.99 (-0.74%)
As of
CETWeek to Week Change
1.11%
52 Week Change
5.02%
Year to Date Change
7.61%
Daily Low
265.79
Daily High
267.27
52 Week Low
241.32 — 23 Mar 2023
52 Week High
268.07 — 13 Dec 2023
Top 10 Components
Costco Wholesale Corp. | US |
Procter & Gamble Co. | US |
Microsoft Corp. | US |
Waste Management Inc. | US |
Amphenol Corp. Cl A | US |
Roper Technologies Inc. | US |
Eli Lilly & Co. | US |
NOVARTIS | CH |
Oracle Corp. | US |
Kimberly-Clark Corp. | US |
Zoom
Low
High
Featured indices
EURO STOXX® 50 Low Carbon
€231.04
-2.47
1Y Return
12.12%
1Y Volatility
0.12%
STOXX® Europe 600 Low Carbon
€218.9
-1.22
1Y Return
7.09%
1Y Volatility
0.10%
EURO STOXX® Climate Transition Benchmark
€132.97
-1.12
1Y Return
5.67%
1Y Volatility
0.11%
EURO STOXX® Paris-Aligned Benchmark
€134.74
-0.94
1Y Return
5.74%
1Y Volatility
0.12%
STOXX® Europe 600 Climate Transition Benchmark
€137.24
-0.84
1Y Return
4.93%
1Y Volatility
0.10%