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
ISWMVU
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH1169655540
Last Value
139.92
-0.20 (-0.14%)
As of CET
Week to Week Change
-0.01%
52 Week Change
13.20%
Year to Date Change
6.92%
Daily Low
139.88
Daily High
140.17
52 Week Low
117.47 — 12 Oct 2022
52 Week High
140.7 — 15 Sep 2023
Top 10 Components
| Costco Wholesale Corp. | Retail | US |
| WALMART INC. | Retail | US |
| NOVO NORDISK B | Health Care | DK |
| Procter & Gamble Co. | Personal Care, Drug and Grocery Stores | US |
| Exxon Mobil Corp. | Energy | US |
| Johnson & Johnson | Health Care | US |
| Vertex Pharmaceuticals Inc. | Health Care | US |
| REGENERON PHARMS. | Health Care | US |
| McKesson Corp. | Personal Care, Drug and Grocery Stores | US |
| CADENCE DESIGN SYS. | Technology | US |
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Low
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