Summary
STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.
STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX single and multi-factor indices are based on the respective STOXX country or regional benchmark indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SAGXLRL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0512260081
Last Value
204.54
-0.34 (-0.17%)
As of CET
Week to Week Change
-2.58%
52 Week Change
16.80%
Year to Date Change
4.30%
Daily Low
204.54
Daily High
206.07
52 Week Low
163.87 — 7 Apr 2025
52 Week High
212.15 — 2 Mar 2026
Top 10 Components
| Oversea-Chinese Banking Corp. | SG |
| DANONE | FR |
| ORANGE | FR |
| DEUTSCHE BOERSE | DE |
| Royal Bank of Canada | CA |
| Toyota Industries Corp. | JP |
| NOVARTIS | CH |
| National Bank of Canada | CA |
| SHELL | GB |
| Toronto-Dominion Bank | CA |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€210.62
-0.04
1Y Return
13.77%
1Y Volatility
0.09%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€297.56
+2.20
1Y Return
15.21%
1Y Volatility
0.08%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€176
-5.98
1Y Return
19.23%
1Y Volatility
0.12%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€222.42
+0.10
1Y Return
21.27%
1Y Volatility
0.11%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€31.2295
+2.68
1Y Return
45.64%
1Y Volatility
1.29%