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
154.07
+0.57 (+0.37%)
As of CET
Week to Week Change
0.19%
52 Week Change
4.12%
Year to Date Change
4.69%
Daily Low
153.65
Daily High
154.17
52 Week Low
140.68 — 17 Oct 2022
52 Week High
154.04 — 21 Sep 2023
Top 10 Components
| Costco Wholesale Corp. | US |
| NOVO NORDISK B | DK |
| Procter & Gamble Co. | US |
| WALMART INC. | US |
| Johnson & Johnson | US |
| Exxon Mobil Corp. | US |
| Vertex Pharmaceuticals Inc. | US |
| REGENERON PHARMS. | US |
| CADENCE DESIGN SYS. | US |
| McKesson Corp. | US |
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Low
High
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