Summary
The iSTOXX World Min Vol index is designed to track the performance of an optimized minimum variance portfolio that will incorporate tilts towards companies that exhibit low volatility and favorable fundamentals (specifically profitability and leverage). The index is constructed by creating a minimum variance portfolio based on the STOXX World index, using data from LGIM. 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
ISWMVGV
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH1169655524
Bloomberg ID
BBG018WMYP59
Last Value
166.98
-0.22 (-0.13%)
As of CET
Week to Week Change
1.10%
52 Week Change
11.94%
Year to Date Change
4.97%
Daily Low
166.71
Daily High
167.58
52 Week Low
142.33 — 13 Jul 2023
52 Week High
169.61 — 22 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 |
| REGENERON PHARMS. | US |
| CADENCE DESIGN SYS. | US |
| McKesson Corp. | US |
Zoom
Low
High
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