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
ISWMVEP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH1169655474
Last Value
135.4
+0.51 (+0.38%)
As of
CETWeek to Week Change
-0.64%
52 Week Change
8.00%
Year to Date Change
1.63%
Daily Low
134.85
Daily High
135.42
52 Week Low
120.83 — 27 Oct 2023
52 Week High
141.87 — 12 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 |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR
€168.29
+0.60
1Y Return
0.15%
1Y Volatility
0.07%
STOXX® Global Diversification Select 100 EUR
€242.53
+0.98
1Y Return
-2.18%
1Y Volatility
0.07%
EURO STOXX® Select 50 EUR
€135.55
+0.72
1Y Return
0.04%
1Y Volatility
0.09%
EURO STOXX® Diversification Select 50 EUR
€169.97
+0.84
1Y Return
-3.06%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®)
€15.8536
-1.26
1Y Return
-7.60%
1Y Volatility
0.87%