Indices

iSTOXX^® APG World Multi-Factor Responsible Low-Carbon SDI

Summary

Note: Dissemination of the index is suspended.

The iSTOXX APG World Multi-Factor Index Family are constructed by maximizing the index exposure to a multi-factor alpha signal while satisfying a set of constraints while improving the ESG, Carbon and SDI exposures on a developed market universe.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

Details

USD (Gross Return)
USD (Price Return)
USD (Net Return)
EUR (Net Return)
EUR (Gross Return)
EUR (Price Return)

Symbol

ISWRLCL

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213361103

Last Value

154.15 +0.04 (+0.03%)

As of 10:30 pm CET

52 Week Change

17.56%

Year to Date Change

1.42%

Daily Low

153.12

Daily High

153.12

52 Week Low

116.58 — 7 Apr 2025

52 Week High

155.06 — 27 Jan 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

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The STOXX ESG Broad Market Indices track the performance of a selection of STOXX indices after a set of compliance, involvement and ESG performance screens are applied.

Companies that are non-compliant based on the ISS ESG's Norms-based screening or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco Production, Small Arms, Military Contracting, ESG Controversies, coal, oil, gas and energy production, aligned with the EU Paris Aligned Benchmarks (PAB) exclusions. The remaining securities are ranked in descending order of their ISS ESG scores within each of the 11 ICB Industry groups. The STOXX ESG Broad Market Indices select the top-ranking securities in each of the ICB Industries until the number of selected securities reaches 80% of the number of securities in the underlying index.

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In the next step – the universe of the HDAX, comprised of all companies included in the DAX, MDAX and TecDAX – is taken, to replace the excluded companies to complete the number of 40 index constituents (30 up to September 20, 2021). This is achieved by ranking the screened HDAX companies in terms of free-float market capitalization and ESG score. The component weights are derived through an optimization process with the goal of maximizing the portfolio ESG Score, meeting tracking error constraints (ex-ante tracking error versus DAX < 1.5%) and carbon reduction goals. Securities are capped at 10% on a component level.

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For a description of the selection methodology and the review calendar, please click here.

DAX ESG Target Product Sheet

Blog: BlackRock’s Sperandeo: How We Engage with Qontigo to Help Investors Prepare their Portfolios for a Net-Zero World

Press Release: DAX ESG Target Index selected as underlying index for a new iShares ETF

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iSTOXX® APG World Multi-Factor Responsible Low-Carbon SDI

Summary

Details

Featured indices

iSTOXX^® APG World Multi-Factor Responsible Low-Carbon SDI