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
00:00-22:30 CET
ISIN
CH1169655524
Bloomberg
ISWMVGV INDEX
Last Value
183.93
+0.99 (+0.54%)
As of CET
Week to Week Change
-0.35%
52 Week Change
-0.10%
Year to Date Change
1.82%
Daily Low
183.44
Daily High
183.99
52 Week Low
165.87 — 7 Apr 2025
52 Week High
187.73 — 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 |
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Low
High
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