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
ISWMVEGV
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH1169655466
Bloomberg ID
BBG018WMYP31
Last Value
167.08
-0.17 (-0.10%)
As of CET
Week to Week Change
0.50%
52 Week Change
12.70%
Year to Date Change
4.94%
Daily Low
166.94
Daily High
167.35
52 Week Low
142.6 — 13 Jul 2023
52 Week High
167.25 — 1 Mar 2024
Top 10 Components
| NOVO NORDISK B | DK |
| WALMART INC. | US |
| Procter & Gamble Co. | US |
| Costco Wholesale Corp. | US |
| Exxon Mobil Corp. | US |
| Vertex Pharmaceuticals Inc. | US |
| Johnson & Johnson | US |
| McKesson Corp. | US |
| Nintendo Co. Ltd. | JP |
| Infosys Ltd | IN |
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Low
High
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