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
ISWDVN
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0462362853
Last Value
264.75
+0.66 (+0.25%)
As of CET
Week to Week Change
-0.62%
52 Week Change
6.07%
Year to Date Change
4.45%
Daily Low
263.33
Daily High
266.09
52 Week Low
236.29 — 13 Jul 2023
52 Week High
270.74 — 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
€308.46
+1.40
1Y Return
11.64%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€676.88
-4.57
1Y Return
30.97%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$369.27
-0.52
1Y Return
40.59%
1Y Volatility
0.13%
STOXX® Global 1800 ESG-X Ax Momentum
$354.95
+0.20
1Y Return
33.86%
1Y Volatility
0.13%
STOXX® Europe 600 Ax Size
€196.13
+0.70
1Y Return
5.21%
1Y Volatility
0.12%