Summary
The iSTOXX World Min Vol ESG index (iSTOXX 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, favorable 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 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.
Details
Symbol
ISWMVEGU
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH1169655490
Last Value
144.95
+0.34 (+0.24%)
As of CET
Week to Week Change
1.12%
52 Week Change
7.39%
Year to Date Change
8.45%
Daily Low
144.47
Daily High
145
52 Week Low
131.45 — 15 Mar 2023
52 Week High
144.94 — 24 Nov 2023
Top 10 Components
| Costco Wholesale Corp. | US |
| NOVO NORDISK B | DK |
| WALMART INC. | US |
| Procter & Gamble Co. | US |
| Exxon Mobil Corp. | US |
| Johnson & Johnson | US |
| Vertex Pharmaceuticals Inc. | US |
| ROCHE HLDG P | CH |
| McKesson Corp. | US |
| Accenture PLC Cl A | US |
Zoom
Low
High
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