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Indices

iSTOXX® Developed World Min Vol ESG

Summary

The iSTOXX Developed World Min Vol ESG index (iSTOXX Dev World MV ESG) is designed to track the performance of an optimized minimum variance portfolio that will incorporate tilts towards companies that exhibit low volatility, favourable fundamentals (specifically profitability and leverage), and superior ESG scores. The index is constructed in two steps, first by creating a minimum variance portfolio based on the STOXX Developed World index, and second by improving the Climate and ESG profiles of this portfolio, using data from ISS ESG and LGIM, respectively. The index rules ensure tradability, diversification, positive exposure to fundamental quality (i.e., positive exposure to profitability and low leverage), and untargeted factor and industry/country/region exposures are risk managed and imposed on the index components such that the index overall ESG score is at least 10% better than iSTOXX Developed World MV Index.

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

Symbol
ISDMVEP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH1213357895
Last Value
149.9 +0.52 (+0.35%)
As of 10:15 pm CET
Week to Week Change
1.28%
Year to Date Change
5.33%
Daily Low
149.3
Daily High
150.19

Top 10 Components

NOVO NORDISK B DK
Costco Wholesale Corp. US
Accenture PLC Cl A US
Procter & Gamble Co. US
WALMART INC. US
Vertex Pharmaceuticals Inc. US
Johnson & Johnson US
Microsoft Corp. US
Tokyo Electron Ltd. JP
SERVICENOW US
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High