Indices

iSTOXX^® L&G Global Momentum

Summary

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Momentum risk-premia factor, where style factor scores are provided by Legal and General Investment Management (LGIM). The indices track the STOXX World regional indices, while ensuring tradability, diversification, and liquidity.

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

Details

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

Symbol

SWGMGR

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213337962

Last Value

776.58 -2.14 (-0.27%)

As of 10:30 pm CET

Week to Week Change

-0.23%

52 Week Change

7.23%

Year to Date Change

8.55%

Daily Low

776.58

Daily High

776.58

52 Week Low

609.46 — 7 Apr 2025

52 Week High

792.35 — 3 Nov 2025

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

NVIDIA Corp.	US
BROADCOM	US
Apple Inc.	US
META PLATFORMS CLASS A	US
Microsoft Corp.	US
Netflix Inc.	US
PALANTIR TECHNOLOGIES A	US
JPMorgan Chase & Co.	US
Amazon.com Inc.	US
ALPHABET INC. CL A	US

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The DAX ESG Target Index provides investors with a sustainable version of the iconic DAX Index. It aims to reflect the risk and return characteristics of the original DAX Index while applying ESG screens, integrating ESG scores and reducing carbon intensity by at least 30%.

The index can help investors to navigate towards more sustainable German equity portfolios. The proprietary index optimization process maximizes the index’ ESG score and reduces carbon intensity.

The DAX ESG Target Index has an ex-ante (target) tracking error versus the DAX of < 1.5%, therefore it offers a similar risk/return profile to the flagship benchmark. It has the same number of constituents as the DAX.

The Methodology Focuses on Maximizing ESG Scores and Reducing Carbon Intensity. Index construction starts with the DAX Index and excludes companies with unfavorable ESG scores. The screening is based on Sustainalytics’ Global Standard Screening and product involvement screening for Controversial Weapons, Nuclear Power, Thermal Coal, Military Contracting, Tobacco Production, Small Arms and Oil Sands.

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.

This index also commits to a minimum percentage of sustainable investment thresholds based on ISS ESG data.

The DAX ESG Target is designed to serve as an underlying for derivatives, structured products and exchange-traded funds.

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

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

DAX ESG Target - EUR (Total Return)

€3545.12

+31.23

1Y Return

12.78%

1Y Volatility

0.18%

The STOXX Climate Awareness Ex UN Global Compact Principles Controversial Weapons & Tobacco indices will include companies with a CDP Performance Band A to C- (pre-2016 Performance Band A to C). Band A and A- includes companies that are seen as leading companies in terms of climate change: these companies are disclosing particular “actions” which mark them as leaders, as well as high scores across all other levels of the CDP Scoring matrix. Scoring requires detailed company-specific explanations. Band B & B- includes companies that “manage” climate change: companies seek evidence of climate actions implemented and requires company-specific understanding of climate change related issues. Band C and C- identifies companies who have looked at implications of climate change for, and on, their business and recognizes a high level, contextual knowledge of environmental issues. The index also exlcudes companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

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

STOXX^® Europe Climate Awareness Ex Global Compact Controversial Weapons & Tobacco - EUR (Gross Return)

€309.21

+1.67

1Y Return

12.08%

1Y Volatility

0.15%

The MDAX® ESG+ index objective is to reflect the performance of the MDAX index while using ESG exclusion filters to remove at least 20% of the MDAX constituents. Companies that fail to meet norms-based screening, controversial weapons screening, minimum ESG ratings and a series of business activity screenings, as identified by ISS ESG, are excluded. If less than 20% of the components of the MDAX are excluded, the worst performing companies in terms of ESG Score are excluded. Removed companies are not replaced, therefore the MDAX ESG+ index will have fewer holdings than the parent MDAX index (MDAX focuses on midcap companies by tracking the performance of the 50 stocks which follow DAX® companies in terms of free-float market capitalization)

This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines.

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

MDAX ESG+ - EUR (Price Return)

€1006.32

-0.94

1Y Return

7.04%

1Y Volatility

0.19%

These STOXX Low Carbon indices cover benchmark indices and the blue-chip index EURO STOXX 50®. By utilizing both estimated and reported carbon intensity scores, this index family represents broad indices with a variable number of components, covering the regions Global, Europe, Eurozone, USA and Japan. These indices closely track the risk-return profile of the underlying benchmark indices while offering a reduction in carbon emissions in the overall portfolio of constituents by overweighting lower carbon emitters, while underweighting higher carbon emitters. The indices are price weighted with a weight factor based on the free-float market cap multiplied by the corresponding Z-score carbon intensity factor of each constituent. The indices also exlcude companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

STOXX uses ISS ESG as reliable and professional data sources for the estimated and reported data. Data considered comprise Scope 1 (All direct GHG emissions) and Scope 2 (Indirect GHG emissions from consumption of purchased electricity, heat or steam) emissions.

STOXX calculates a comprehensive family of Low Carbon Indices. Click here to see all available indices.

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

STOXX^® Global 1800 ex Japan Low Carbon - USD (Gross Return)

$549.89

+1.65

1Y Return

15.14%

1Y Volatility

0.15%

The ISS STOXX US Biodiversity Focus SRI indices track the performance of STOXX US companies after a set of compliance, ESG involvement screens, biodiversity screens, and overall impact on biodiversity and environmental UN Sustainable Development Goals (SDGs) objectives are applied. Companies that are non-compliant based on the ISS ESG Norms Based Screening assessment or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Palm Oil, GMO Agriculture, Hazardous Pesticides, Animal Welfare, Fur Involvement, Tobacco, Adult Entertainment, Alcohol, Gambling, Thermal Coal, Unconventional Oil & Gas, Fossil Fuels, Nuclear Power, Civilian Firearms, and Military Contracting. Companies are also screened for their ESG Rating. Furthermore, only companies in the top 80% rank of Potentially Disappeared Fraction of species over Enterprise Value including Cash (PDF/EVIC) scores based on ISS ESG Biodiversity Impact Assessment Tool (BIAT) as well as the top 80% rank of biodiversity-related ISS ESG SDG Impact Rating aggregated score within each ICB Sector of the universe are selected.

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

ISS STOXX^® US Biodiversity Focus SRI - USD (Net Return)

$178.71

-0.18

1Y Return

10.66%

1Y Volatility

0.19%

iSTOXX® L&G Global Momentum

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G Global Momentum