Indices

iSTOXX^® L&G Global Value

Summary

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Value 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

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

Symbol

SWGVGV

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH0576209420

Last Value

839.32 -3.59 (-0.43%)

As of 10:30 pm CET

Week to Week Change

0.83%

52 Week Change

25.95%

Year to Date Change

29.22%

Daily Low

839.32

Daily High

839.32

52 Week Low

585.79 — 8 Apr 2025

52 Week High

842.91 — 11 Dec 2025

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

NVIDIA Corp.	US
ALPHABET INC. CL A	US
Apple Inc.	US
Amazon.com Inc.	US
ALPHABET CLASS C	US
Microsoft Corp.	US
META PLATFORMS CLASS A	US
Merck & Co. Inc.	US
Qualcomm Inc.	US
Bristol-Myers Squibb Co.	US

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Featured indices

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 - USD (Price Return)

$2245.69

-2.14

1Y Return

24.05%

1Y Volatility

0.20%

The EURO iSTOXX Ocean Care 40 NR Decrement 3.5% Index replicates the performance of the net return version of the EURO iSTOXX Ocean Care 40 Index assuming a constant 3.5% performance deduction per annum. The performance deduction accrues constantly on a daily basis.

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

EURO iSTOXX^® Ocean Care 40 NR Decrement 3.5% - EUR (Price Return)

€2449.48

-6.41

1Y Return

17.68%

1Y Volatility

0.16%

The EURO iSTOXX Ocean Care 40 Decrement 5% Index aims to replicate the performance of the EURO iSTOXX Ocean Care 40 Net Return Index, while assuming a constant dividend markdown. Over the course of a year, 5% of the performance of the underlying index is gradually subtracted according to the corresponding day-to-day year fraction.

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

EURO iSTOXX^® Ocean Care 40 Decrement 5% - EUR (Price Return)

€1993.19

-5.30

1Y Return

16.41%

1Y Volatility

0.16%

The iSTOXX L&G Multifactor index is designed to provide exposure to regional Value, Momentum, Low Volatility and Quality risk-premia factors, 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.

iSTOXX^® L&G Japan Multi-Factor - USD (Net Return)

$419.67

+0.67

1Y Return

22.86%

1Y Volatility

0.22%

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.

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 (Net Return)

€3354.69

+7.53

1Y Return

13.21%

1Y Volatility

0.18%

iSTOXX® L&G Global Value

Summary

Details

Top 10 Components

Featured indices

iSTOXX^® L&G Global Value