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
137.07
-0.50 (-0.36%)
As of CET
Week to Week Change
0.04%
52 Week Change
10.93%
Year to Date Change
2.72%
Daily Low
136.94
Daily High
137.93
52 Week Low
118.93 — 10 Mar 2023
52 Week High
138.03 — 8 Feb 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 |
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