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
ISWMV
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH1169655508
Last Value
155.48
+0.77 (+0.50%)
As of CET
Week to Week Change
-0.40%
52 Week Change
-2.13%
Year to Date Change
-0.17%
Daily Low
155.11
Daily High
155.58
52 Week Low
142.15 — 7 Apr 2025
52 Week High
161.65 — 6 Feb 2025
Top 10 Components
| WALMART INC. | US |
| Costco Wholesale Corp. | US |
| Johnson & Johnson | US |
| Procter & Gamble Co. | US |
| ALPHABET CLASS C | US |
| Progressive Corp. | US |
| Exxon Mobil Corp. | US |
| PALO ALTO NETWORKS | US |
| McKesson Corp. | US |
| NOVO NORDISK B | DK |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€195.7
+0.73
1Y Return
10.83%
1Y Volatility
0.09%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€274.57
-0.13
1Y Return
8.03%
1Y Volatility
0.08%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€163.09
+0.25
1Y Return
20.37%
1Y Volatility
0.12%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€194.6
-0.77
1Y Return
12.19%
1Y Volatility
0.11%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€15.0495
-0.62
1Y Return
4.34%
1Y Volatility
1.24%