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
ISWDVGE
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0462362747
Last Value
252.5
-0.50 (-0.20%)
As of
CETWeek to Week Change
-0.30%
52 Week Change
4.41%
Year to Date Change
2.69%
Daily Low
252.29
Daily High
252.69
52 Week Low
231 — 20 Jun 2022
52 Week High
267.11 — 25 Aug 2022
Top 10 Components
WALMART INC. | Retail | US |
Oracle Corp. | Technology | US |
Check Point Software Technolog | Technology | US |
Yum China Holdings | Travel and Leisure | US |
Johnson & Johnson | Health Care | US |
Church & Dwight Co. | Personal Care, Drug and Grocery Stores | US |
Southern Copper Corp. | Basic Resources | US |
AMCOR | Industrial Goods and Services | US |
Costco Wholesale Corp. | Retail | US |
UnitedHealth Group Inc. | Health Care | US |
Zoom
Low
High
Featured indices
STOXX® Global Equity Factor
€395.56
+0.37
1Y Return
-0.14%
1Y Volatility
0.15%
iSTOXX® L&G Dev World MV ESG
€212.5
+2.96
1Y Return
1.72%
1Y Volatility
0.14%
STOXX® International Small-Cap Equity Factor
€388.35
+6.10
1Y Return
-6.02%
1Y Volatility
0.13%
iSTOXX® L&G Dev World ESG
€228.36
-0.58
1Y Return
2.56%
1Y Volatility
0.17%
iSTOXX® L&G Dev World MV
€200.36
+0.69
1Y Return
0.51%
1Y Volatility
0.13%