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
ISWMVP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH1169655532
Last Value
124.28
+0.28 (+0.23%)
As of CET
Week to Week Change
-0.40%
52 Week Change
6.56%
Year to Date Change
2.98%
Daily Low
123.93
Daily High
124.65
52 Week Low
108.68 — 12 Oct 2022
52 Week High
126.43 — 13 Apr 2023
Top 10 Components
| NOVO NORDISK B | Health Care | DK |
| Costco Wholesale Corp. | Retail | US |
| WALMART INC. | Retail | US |
| Procter & Gamble Co. | Personal Care, Drug and Grocery Stores | US |
| Johnson & Johnson | Health Care | US |
| Exxon Mobil Corp. | Energy | US |
| Vertex Pharmaceuticals Inc. | Health Care | US |
| REGENERON PHARMS. | Health Care | US |
| AT&T Inc. | Telecommunications | US |
| CADENCE DESIGN SYS. | Technology | US |
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Low
High
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